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.
coinbase-btc-usd-spotmarket from our
/timeseries/market-quotesAPI endpoint is provided below.
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.