OpenAI Agents API: Run a Data Audit in a Cloud Sandbox

At DevDay on September 29, OpenAI shipped the Agents API: the harness that powers Codex, offered as a managed service. You describe an agent (model, instructions, tools), point it at a sandbox, and OpenAI runs the model-and-tool loop, keeps the session alive, compacts context, and lets you steer it mid-turn. You stop writing the loop that every agent project used to start with.

This guide builds something concrete with it: a data-audit agent. You hand it a messy sales CSV, it cleans the data with pandas inside an OpenAI-hosted sandbox, calls your Python function for currency rates, writes a markdown summary and a chart, and then takes a follow-up request in the same session. You will download the files it produced and, importantly, check its numbers against an independent pandas run.