OHLCV is an aggregated form of market data standing for Open, High, Low, Close and Volume. OHLCV data includes 5 data points: the Open and Close represent the first and the last price level during a specified interval. High and Low represent the highest and lowest reached price during that interval. Volume is the total amount traded during that period. This data is most frequently represented in a candlestick chart, which allows traders to perform technical analysis on intraday values. We provide OHLCV data with minutely, hourly or daily granularity.
For the OHLCV values, the price is always in quote and the volume unit is always in base. For example, if the pair was BTC-USD, then the price values returned are in USD and the volume value is in BTC.
One thing to note is that exchanges compute their daily candles differently; they don't all use midnight UTC. See table below for reference:
|Spot Exchange||Time of daily compute|
|gemini||04:00:00 and 00:00:00|
|lmax||N/A (only provides minutely candles)|
Our OHLCV endpoints are available via REST API for historical (time series) data as well as WebSockets for real-time data.
This table outlines how far back our OHLCV data goes across the different exchanges within the Spot, Futures, Options and Swaps market:
|Exchange||Spot Start Date*||Futures Start Date*||Options Start Date*||Swaps Start Date*|
*These dates represent the oldest start date we have for OHLCV data across all pairs/contracts
**As of 2022-11-12, we stopped supporting FTX, but historical data will remain available
Frequently Asked Questions
What are your standard offered timeframes?
- The standard offered timeframes are 1 minute, 1 hour and 1 day.
How is OHLCV data useful?
- OHLCV data is useful because you can use it to create visual charts which can show increasing or decreasing momentum for a specific trading pair. When the open and close are far apart it shows strong momentum, and when the open and close are close together it shows indecision or weak momentum. The high and low show the full price range of the period, useful in assessing volatility. There several patterns traders watch for on OHLCV charts.
Updated about 1 month ago