Definition

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.

Details

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
binance	00:00:00
binanceus	00:00:00
bitfinex	00:00:00
bithumb	15:00:00
bitmex	00:00:00
bitstamp	00:00:00
bybit	00:00:00
deribit	08:00:00
ftx	00:00:00
ftxus	00:00:00
gdax	00:00:00
gemini	04:00:00 and 00:00:00
huobi	16:00:00
kraken	00:00:00
lmax	N/A (only provides minutely candles)
mexc	00:00:00
okex	16:00:00
poloniex	00:00:00
zb	16:00:00

API Endpoints

Spot

/market/spot/ohlcv/information
/market/spot/ohlcv/{pair}/latest
/market/spot/ohlcv/{exchange}/exchange/latest
/market/spot/ohlcv/{pair}/historical
/market/spot/ohlcv/{exchange}/exchange/historical

Futures

/market/futures/ohlcv/information
/market/futures/ohlcv/{instrument}/latest
/market/futures/ohlcv/exchange/{exchange}/latest
/market/futures/ohlcv/{instrument}/historical
/market/futures/ohlcv/exchange/{exchange}/historical

Options

/market/options/ohlcv/information
/market/options/ohlcv/{instrument}/latest
/market/options/ohlcv/exchange/{exchange}/latest
/market/options/ohlcv/{instrument}/historical
/market/options/ohlcv/exchange/{exchange}/historical

Swaps

/market/swaps/ohlcv/information
/market/swaps/ohlcv/{instrument}/latest
/market/swaps/ohlcv/exchange/{exchange}/latest
/market/swaps/ohlcv/{instrument}/historical
/market/swaps/ohlcv/exchange/{exchange}/historical

Availability

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*
Bitstamp	2011-08-18	X	X	X
Bitfinex	2013-01-14	X	X	X
Bitmex	X	2018-08-02	X	2016-03-29
Kraken	2013-10-06	X	X	X
Deribit	X	2018-08-13	2021-11-17	X
GDAX	2014-12-01	X	X	X
Gemini	2015-10-08	X	X	X
Binance	2017-08-17	2019-09-08	X	X
Binance.US				X
Bithumb	2018-10-09	X	X	X
Huobi	2019-02-01	2021-02-19	X	2020-12-31
ZB	2019-04-05	X	X	X
OKeX	2019-10-01	2021-07-01	X	2021-01-01
FTX**	2020-12-31	2019-07-20	X	X
LMAX	2021-04-04	X	X	X
Bybit	2021-09-01	2018-11-14	X	X
Poloniex	2021-10-12	X	X	X

*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.