Candles (OHLC)
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ohlc
Open High Low Close (Candle) feed for a currency pair and interval period.
When subscribed for OHLC, a snapshot of the last valid candle (irrespective of the endtime) will be sent, followed by updates to the running candle. For example, if a subscription is made to 1 min candle and there have been no trades for 5 mins, a snapshot of the last 1 min candle from 5 mins ago will be published. The endtime can be used to determine that it is an old candle.
Subscription Request
- Request Schema
- Example
MESSAGE BODY
event string required
Value:
subscribe
pair array of strings required
Example: ["BTC/USD", "MATIC/GBP"]
The currency pairs for this request.
subscription object
name string required
Value:
ohlc
interval integer
Possible values: [
1
, 5
, 15
, 30
, 60
, 240
, 1440
, 10080
, 21600
] Default value:
1
Time interval associated with ohlc subscription in minutes.
reqid string
Optional client originated request identifier sent as acknowledgment in the response.
{
"event": "subscribe",
"pair": [
"XBT/EUR"
],
"subscription": {
"interval": 5,
"name": "ohlc"
}
}
Subscription Snapshot and Update Response
- Response Schema
- Example
MESSAGE BODY
array [ ]
[0] channel_id integer deprecated
Deprecated Usage: Use 'channel_name' and 'pair'.
Channel identifier.
[1] ohlc array [
The candle detail for a specific interval period.
][0] epoc_last string
Candle last update time, in seconds since epoch
[1] epoc_end string
End time of interval, in seconds since epoch
[2] open string
Open price of interval
[3] high string
High price within interval
[4] low string
Low price within interval
[5] close string
Close price of interval
[6] vwap string
Volume weighted average price within interval
[7] volume string
Accumulated volume within interval
[8] count string
Number of trades within interval
[2] pair string
Example: "BTC/USD"
The symbol of the currency pair.
[3] channel_name string
Value:
ohlc-[depth]
The name of the channel.
[
42,
[
"1542057314.748456",
"1542057360.435743",
"3586.70000",
"3586.70000",
"3586.60000",
"3586.60000",
"3586.68894",
"0.03373000",
2
],
"ohlc-5",
"XBT/USD"
]