Coin Metrics Market Candles

Candles consist of summary statistics that describe the trading activity of a market over an interval of time. Coin Metrics engineers six statistics based on trades data that occurred over an interval of time: opening price, high price, low price, close price, volume-weighted average price, and total volume.

Name	Category	Subcategory	Type	Unit	Interval
Market candles	Market	Candles	Market data	Price/VWAP: quote asset. Volume: units of base asset	5 minutes, 10 minutes, 15 minutes, 30 minutes, 1 hour, 4 hours, 1 day

Markets can be categorized in spots or derivatives markets. Currently the market types available are ‘spot’ and ‘future’.
A spot market represents a trading pair in which the buyer exchanges units of one asset in return for units of another asset in amounts specified by the market’s price or exchange rate. By convention, the exchange rate consists of a base asset and a quote asset and represents the number of units of the quote asset needed to buy one unit of the base asset. Cryptoassets and fiat currencies can serve as either base or quote assets, depending on the market.
A derivatives market represents a venue where contracts of a financial derivative are bought and sold. Instead of an exchange rate, the price of a derivative represents the price of one contract. Each financial derivatives contract has unique contract specifications which describe how the contract is quoted and the amount of notional exposure that a contract represents.
Candles are generated at regular time intervals and at a time granularity that is suitable for charting and analysis. For instance, several technical analysis indicators can be calculated using data in candles format.
The volume-weighted average price (VWAP) is the average price of an asset over an interval weighted by volume.

An sample of the candles data from Coinbase’s Bitcoin-US Dollar Spot Market is provided below:

market: The IDs of the market. Market IDs use the following naming convention: exchangeName-baseAsset-quoteAsset-spot for spot markets and exchangeName-futuresSymbol-future for futures markets.
time: The exchange-reported time in ISO 8601 date-time format.
price_open: The opening price of the candle.
price_high: The high price of the candle.
price_low: The low price of the candle.
price_close: The close price of the candle.
vwap: The volume-weighted average price of the candle.
volume: The volume of the candle in units of the base asset.

Release Version: CM MDF v1.0 (April 2019) - initial version
Release Version: CM MDF v2.0 (Dec 9, 2019) - candles for futures instruments for BitMEX and Huobi, candles for all spot pairs traded on Binance US
Release Version: CM MDF v2.1 (May 5, 2020) - candles for spot markets from Kucoin and FTX, trades for futures markets from Deribit, OKex, Binance, FTX and BItfinex

Community and pro market availability does not differ. However, only daily candles are available for the community. Community data is available via the HTTP API only and is limited to 1,000 API requests per 10 minutes per IP address.

For a full list of assets, exchanges, spot markets, and futures markets, please consult the Coin Metrics Data Coverage file or the ‘/catalog-all/markets’ via the API.

Type of market	Number of markets
Spot Markets	24399
Futures Markets	11323

Asset	Number of markets spot	Number of markets futures
1inch	29	8
aave	54	10
abbc	6	0
abt	14	0
ada	72	170
adx	17	0
ae	18	0
agi	9	0
aion	10	0
akro	19	3
algo	47	12
alpha	13	3
amb	10	0
ampl	9	2
ankr	30	3
ant	25	2
aoa	4	0
appc	8	0
ar	11	1
ardr	13	0
ark	9	0
ast	12	0
atom	59	12
aud	42	0
ava	15	0
avax	22	10
badger	12	2
bal	35	11
band	32	5
bat	61	5
bcd	15	0
bch	125	374
bcn	12	0
bcpt	13	0
beam	6	0
bft	9	0
bht	3	0
bidr	13	0
bix	22	0
blz	11	2
bnb	248	17
bnb_bc	0	0
bnb_eth	0	0
bnb_mainnet	0	0
bnt	38	3
boa	4	0
bora	3	0
brl	24	0
bsv	45	338
btc	3578	1371
btcst	6	1
btg	20	0
btm	25	2
btmx	3	6
bts	20	2
btt	43	5
busd	239	2
bzrx	8	1
cad	13	0
cake	12	1
cdt	10	0
cel	15	3
celo	17	0
celr	11	1
cennz	5	0
cfx	9	1
chat	12	0
chf	7	0
chsb	5	0
chz	33	7
ckb	16	0
cmct	8	0
cmt	12	0
cnd	10	0
cnn	4	0
comp	43	11
cope	1	0
coti	10	1
cpay	1	0
cream	10	5
cro	25	3
crpt	8	0
crv	42	6
csp	2	0
ctc	3	0
ctsi	12	0
ctxc	12	0
cvc	24	3
cvt	8	0
dai	71	0
dash	67	12
data	9	0
dbc	9	0
dcr	24	0
dent	18	2
dgb	28	1
dgd	11	0
dgtx	5	0
dgx	2	0
dia	13	0
dmg	7	3
dnt	12	0
dock	11	0
dodo	10	2
doge	66	16
dot	60	205
drgn	10	7
dta	8	0
dx	4	0
egld	17	4
ela	11	0
elf	23	0
eng	9	0
enj	44	4
eos	95	362
eos_eth	0	0
erg	2	0
etc	66	337
eth	2367	453
ethos	6	0
etn	12	0
etp	6	0
eur	286	3
eurs	19	0
evx	7	0
ewt	14	0
fct	5	3
fet	11	0
fil	40	107
flow	17	1
foam	2	0
ftm	24	3
ftt	20	1
fun	17	0
fx	5	0
fxc	4	0
gas	21	0
gbp	139	1
glm	21	0
gno	12	1
gnt	32	0
go	10	0
grin	19	0
grs	8	0
grt	41	10
gt	8	0
gtc_gamecom	7	0
gusd	22	0
gxs	9	1
hbar	25	3
hbtc	0	0
hc_hypercash	12	0
hedg	3	0
hive	12	0
hkd	8	0
hns	6	0
hnt	9	4
hot_holo	8	1
hpt	3	0
ht	70	4
husd	57	0
hxro	4	0
icp	22	5
icx	27	1
idrt	7	0
ignis	6	0
iht	8	0
inj	15	0
iost	27	5
iotx	13	0
iris	14	0
itc	11	0
jpy	47	59
jst	22	2
kan	11	0
kava	18	3
kcs	33	0
keep	14	1
key	14	0
kin	5	1
klay	10	0
kmd	17	0
knc	50	8
kp3r	8	0
krw	221	0
ksm	33	6
lamb	16	0
lba	14	0
lbc	9	0
lend	25	6
leo	15	3
leo_eos	0	0
leo_eth	0	0
link	81	225
loki	5	0
loom	20	0
lpt	19	1
lrc	31	4
lsk	27	1
ltc	113	380
lto	5	0
lun	9	0
luna	24	5
lym	11	0
maid	6	0
mana	49	3
maps	5	1
matic	48	7
mco	27	0
mda	7	0
mdx	13	1
meta	4	0
mft	11	0
miota	28	6
mith	22	0
mkr	53	6
mln	17	0
mof	6	0
mona	6	0
mta	11	3
mtl_metal	13	1
mx	4	0
mxc	10	0
nano	25	0
nas	14	0
nav	8	0
ncash	10	0
near	19	5
neo	71	9
nexo	6	0
ngn	11	0
nim	5	0
nkn	16	1
nmr	19	0
noia	4	0
npxs	19	1
nrg	3	0
nu	17	0
nuls	14	0
nxm	0	0
nxt	11	0
oax	10	0
ocean	19	1
ocn	16	0
octo	2	0
ogn	19	2
okb	28	7
omg	62	8
one_harmony	10	1
ong_ontologygas	13	0
ont	43	6
orbs	13	1
ost	10	0
oxt	24	0
pai	8	0
pax	74	0
paxg	17	6
pay	14	0
perp	10	2
pha	10	1
phx	9	0
pivx	10	0
pnk	7	0
pnt	11	0
poa	13	0
pols	17	0
poly	20	0
powr	18	0
ppt	8	0
pro	6	0
prom	9	1
qash	93	0
qc	142	0
qkc	11	0
qnt	5	0
qsp	7	0
qtum	59	7
ray	4	1
rcn_ripiocreditnetwork	18	0
rdd	3	0
rdn	13	0
reef	13	5
ren	37	5
renbtc	13	0
rep	34	1
req	11	0
rev	9	0
rif	11	0
rlc	18	1
rook	6	1
rose	7	0
rsr	24	5
rub	15	0
rune	11	4
rvn	18	3
sai	38	0
sand	29	4
sc	30	3
scrt	4	0
seele	5	0
sgd	20	0
shr	8	0
skl	16	3
sngls	6	0
snt	31	1
snx	51	5
sol	36	10
solve	8	0
srm	22	3
srn	10	1
steem	17	0
stmx	13	2
storj	38	5
strat	15	0
strax	11	0
stx	11	1
susd	8	0
sushi	36	12
swap	4	0
swrv	14	2
sxp	24	7
sys	7	0
tel	7	0
tfuel	9	0
theta	21	13
tmtg	4	0
tnb	9	0
tnt	9	0
tomo	15	5
trac	8	0
trb	15	3
trx	116	356
trx_eth	0	0
try	28	0
tryb	4	6
tt	5	0
tusd	77	0
uah	5	0
ubt	7	0
uma	31	2
uni	53	15
uos	6	0
uqc	4	0
usdc	149	0
usdk	31	0
usdn	4	0
usdt	3496	1135
usdt_eth	2	0
usdt_omni	0	0
usdt_trx	0	0
ust	18	0
utk	20	0
vet	38	5
via	6	0
vib	11	0
vlx	4	0
vsys	15	0
vtc	4	0
vtho	12	0
wan	8	0
waves	35	8
waxp	20	0
wbtc	29	0
weth	1	0
wicc	8	0
wnxm	12	2
woo	6	2
wpr	7	0
wrx	14	0
wtc	15	0
wxt	11	0
xaut	5	9
xem	32	5
xhv	4	0
xlm	75	11
xmr	53	12
xns	4	0
xrp	122	380
xtz	55	16
xvg	23	0
xvs	9	0
xyo	3	0
xzc	14	0
yamv2	6	0
yfi	41	13
yfii	19	6
yoyow	8	0
zar	6	0
zb	6	0
zec	66	13
zen	22	3
zil	31	4
zks	10	1
zrx	59	4

Exchange	Number of markets spot	Number of markets futures
bibox	202	0
binance	1449	193
binance.us	111	0
bitbank	11	0
bitfinex	495	25
bitflyer	9	51
bithumb	91	0
bitmex	0	284
bitstamp	94	0
bittrex	946	0
bybit	0	18
cex.io	226	0
coinbase	228	0
deribit	0	95
ftx	420	1071
gate.io	1362	0
gatecoin	80	0
gemini	70	0
hitbtc	1449	0
huobi	927	2257
itbit	9	0
kraken	357	64
kucoin	780	0
lbank	421	0
liquid	457	0
lmax	16	0
localbitcoins	117	0
mt.gox	16	0
okex	611	1604
poloniex	404	0
therocktrading	30	0
upbit	448	0
zb.com	364	0

Coin Metrics Market Candles

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