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Candles

Definition

Candles consist of summary statistics derived from individual trades that describe the trading activity of a market or pair over an interval of time.

Details

Coin Metrics engineers several statistics based on trades data that occurred over an interval of time: opening price, high price, low price, close price, volume-weighted average price, total volume in base asset units, total volume in U.S. dollars, and number of trades in the interval**.**

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.

We produce our candles at 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.

Coin Metrics calculates candles for spot and future markets from exchanges that are listed on our exchange coverage universe.

API Endpoints

Candles can be accessed using the timeseries/market-candles or timeseries/pair-candles endpoint.

Example

Market Candles

An sample of the candles data from the coinbase-btc-usd-spot market from our /timeseries/market-candles API endpoint is provided below.

{
  "data": [
    {
      "time": "2020-06-08T20:45:00.000000000Z",
      "market": "coinbase-btc-usd-spot",
      "price_open": "9705.07999999999993",
      "price_close": "9705.01000000000022",
      "price_high": "9706.19000000000051",
      "price_low": "9705",
      "vwap": "9705.1686505895068",
      "volume": "16.8066639099999975",
      "candle_usd_volume": "16.8066639099999975",
      "candle_trades_count": "212"
    },
    {
      "time": "2020-06-08T20:50:00.000000000Z",
      "market": "coinbase-btc-usd-spot",
      "price_open": "9705",
      "price_close": "9696.27000000000044",
      "price_high": "9705",
      "price_low": "9695.71999999999935",
      "vwap": "9698.38894423754937",
      "volume": "14.7672128699999963",
      "candle_usd_volume": "14.7672128699999963",
      "candle_trades_count": "215"
    }
  ]
}

  • 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.

Pair Candles

An sample of the pair candles data for the btc-usd pair from our /timeseries/pair-candles API endpoint is provided below.

{
  "data" : [ {
    "pair" : "btc-usd",
    "time" : "2023-04-26T00:00:00.000000000Z",
    "price_open" : "28304.42",
    "price_close" : "28426.08",
    "price_high" : "30018.97",
    "price_low" : "27261.85"
  }, {
    "pair" : "btc-usd",
    "time" : "2023-04-27T00:00:00.000000000Z",
    "price_open" : "28426.08",
    "price_close" : "29486.73",
    "price_high" : "29890.83",
    "price_low" : "28390"
  }, {
    "pair" : "btc-usd",
    "time" : "2023-04-28T00:00:00.000000000Z",
    "price_open" : "29486.96",
    "price_close" : "29338.63",
    "price_high" : "29606.45",
    "price_low" : "28917"
  }, {
    "pair" : "btc-usd",
    "time" : "2023-04-29T00:00:00.000000000Z",
    "price_open" : "29338.63",
    "price_close" : "29248.18",
    "price_high" : "29464.59",
    "price_low" : "29059.33"
  }, {
    "pair" : "btc-usd",
    "time" : "2023-04-30T00:00:00.000000000Z",
    "price_open" : "29249.45",
    "price_close" : "29238.87",
    "price_high" : "29969.22",
    "price_low" : "29106.68"
  } ]
}

  • time: The time of the beginning of the candle interval in ISO 8601 date-time format.\

  • pair: The id of the pair. \

  • 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.

Release History

Known Data Issues

  • Candles data is filled forward longer than needed for markets that are delisted. We are working on a future upgrade to our candles that will correct this.

Availability

The previous 24 hours of trades data is available through our community API. Community data is available via HTTP API only and is limited to 10 API requests per 6 seconds per IP address. All of our trades data is available through our professional API with higher rate limits. The professional API supports trades data through both our HTTP API and websocket API.

Our coverage can be found by querying our /catalog/markets or /catalog-all/markets API endpoints. Alternatively, you can query our /catalog/exchangesor /catalog-all/exchanges API endpoints which contain the same information but organized by exchange. See our coverage pages:

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