1m
, 5m
, 10m
, 15m
, 30m
, 1h
, 4h
, 1d
intervals. 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-spot
market from our /timeseries/market-quotes
API 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-spot
for spot markets, exchangeName-futuresSymbol-future
for futures markets, and exchangeName-optionsSymbol-option
for 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. markets
parameter will accept wildcards like exchange-*
or exchange-*-spot
or *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 markets
parameter will also accept a comma-separated string of individual markets. time
field to the beginning of the candle interval.time
for a daily candle is 2022-02-17 00:00:00
, this means that the price_open
represents the price of the first trade after2022-02-17 00:00:00.000000
while the price_close
represents 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 00:00:00.00000
to 2022-02-17 23:59:59.999999
, inclusive. Here we represent 00:00:00
as the beginning of a calendar day according to the ISO 8601 standard./catalog/markets
or /catalog-all/markets
API endpoints. Alternatively, you can query our /catalog/exchanges
or /catalog-all/exchanges
API endpoints which contain the same information but organized by exchange.