1dintervals. Our candles are calculated directly from our trades data. We construct gapless candles which means that if there are no trades in a candle interval, we fill forward candles through time, setting the open, high, low, and close to the close of the previous candle, setting the vwap to the vwap of the previous candle, and setting the volume to zero.
time: The time of the beginning of the candle interval in ISO 8601 date-time format.
market: The id of the market. Market ids use the following naming convention:
exchangeName-baseAsset-quoteAsset-spotfor spot markets,
exchangeName-futuresSymbol-futurefor futures markets, and
exchangeName-optionsSymbol-optionfor options markets.
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.
candle_usd_volume: The volume of the candle in units of U.S. dollars.
candle_trades_count: The number of trades in the candle interval.
marketsparameter will accept wildcards like
*USDT-future. The wildcards will match any market which fits this pattern so users do not need to specify every individual market when querying data for multiple markets. The
marketsparameter will also accept a comma-separated string of individual markets.
timefield to the beginning of the candle interval.
timefor a daily candle is
2022-02-17 00:00:00, this means that the
price_openrepresents the price of the first trade after
2022-02-17 00:00:00.000000while the
price_closerepresents the price of the last trade before
2022-02-17 23:59:59.999999. And the volume represents the sum of the trades amounts from
2022-02-17 23:59:59.999999, inclusive. Here we represent
00:00:00as the beginning of a calendar day according to the ISO 8601 standard.