Candles (OHLC)

{
    "method": "subscribe",
    "params": {
        "channel": "ohlc",
        "symbol": [
            "ALGO/USD",
            "MATIC/USD"
        ],
        "interval": 5
    }
}

{
    "method": "subscribe",
    "result": {
        "channel": "ohlc",
        "interval": 5,
        "snapshot": true,
        "symbol": "ALGO/USD",
        "warnings": [
            "timestamp is deprecated, use interval_begin"
        ]
    },
    "success": true,
    "time_in": "2023-10-04T16:26:01.802708Z",
    "time_out": "2023-10-04T16:26:01.802791Z"
}

{
    "method": "subscribe",
    "result": {
        "channel": "ohlc",
        "interval": 5,
        "snapshot": true,
        "symbol": "MATIC/USD",
        "warnings": [
            "timestamp is deprecated, use interval_begin"
        ]
    },
    "success": true,
    "time_in": "2023-10-04T16:26:01.802708Z",
    "time_out": "2023-10-04T16:26:01.802791Z"
}

{
    "channel": "ohlc",
    "type": "snapshot",
    "timestamp": "2023-10-04T16:26:01.806315597Z",
    "data": [
        {
            "symbol": "ALGO/USD",
            "open": 0.09875,
            "high": 0.09875,
            "low": 0.09875,
            "close": 0.09875,
            "trades": 1,
            "volume": 201.86015,
            "vwap": 0.09875,
            "interval_begin": "2023-10-04T15:25:00.000000000Z",
            "interval": 5,
            "timestamp": "2023-10-04T15:30:00.000000Z"
        },
        {
            "symbol": "ALGO/USD",
            "open": 0.09875,
            "high": 0.0988,
            "low": 0.09875,
            "close": 0.09875,
            "trades": 13,
            "volume": 16255.46368,
            "vwap": 0.09879,
            "interval_begin": "2023-10-04T15:30:00.000000000Z",
            "interval": 5,
            "timestamp": "2023-10-04T15:35:00.000000Z"
        }
    ]
}

{
    "channel": "ohlc",
    "type": "update",
    "timestamp": "2023-10-04T16:26:30.524394914Z",
    "data": [
        {
            "symbol": "MATIC/USD",
            "open": 0.5624,
            "high": 0.5628,
            "low": 0.5622,
            "close": 0.5627,
            "trades": 12,
            "volume": 30927.68066226,
            "vwap": 0.5626,
            "interval_begin": "2023-10-04T16:25:00.000000000Z",
            "interval": 5,
            "timestamp": "2023-10-04T16:30:00.000000Z"
        }
    ]
}

{
    "method": "unsubscribe",
    "params": {
        "channel": "ohlc",
        "symbol": [
            "ALGO/USD",
            "MATIC/USD"
        ],
        "interval": 5
    }
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "ohlc",
        "interval": 5,
        "symbol": "ALGO/USD"
    },
    "success": true,
    "time_in": "2023-10-04T16:26:01.802708Z",
    "time_out": "2023-10-04T16:26:01.802791Z"
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "ohlc",
        "interval": 5,
        "symbol": "MATIC/USD"
    },
    "success": true,
    "time_in": "2023-10-04T16:26:01.802708Z",
    "time_out": "2023-10-04T16:26:01.802791Z"
}

{
    "method": "subscribe",
    "params": {
        "channel": "ohlc",
        "symbol": [
            "ALGO/USD",
            "MATIC/USD"
        ],
        "interval": 5
    }
}

{
    "method": "subscribe",
    "result": {
        "channel": "ohlc",
        "interval": 5,
        "snapshot": true,
        "symbol": "ALGO/USD",
        "warnings": [
            "timestamp is deprecated, use interval_begin"
        ]
    },
    "success": true,
    "time_in": "2023-10-04T16:26:01.802708Z",
    "time_out": "2023-10-04T16:26:01.802791Z"
}

{
    "method": "subscribe",
    "result": {
        "channel": "ohlc",
        "interval": 5,
        "snapshot": true,
        "symbol": "MATIC/USD",
        "warnings": [
            "timestamp is deprecated, use interval_begin"
        ]
    },
    "success": true,
    "time_in": "2023-10-04T16:26:01.802708Z",
    "time_out": "2023-10-04T16:26:01.802791Z"
}

{
    "channel": "ohlc",
    "type": "snapshot",
    "timestamp": "2023-10-04T16:26:01.806315597Z",
    "data": [
        {
            "symbol": "ALGO/USD",
            "open": 0.09875,
            "high": 0.09875,
            "low": 0.09875,
            "close": 0.09875,
            "trades": 1,
            "volume": 201.86015,
            "vwap": 0.09875,
            "interval_begin": "2023-10-04T15:25:00.000000000Z",
            "interval": 5,
            "timestamp": "2023-10-04T15:30:00.000000Z"
        },
        {
            "symbol": "ALGO/USD",
            "open": 0.09875,
            "high": 0.0988,
            "low": 0.09875,
            "close": 0.09875,
            "trades": 13,
            "volume": 16255.46368,
            "vwap": 0.09879,
            "interval_begin": "2023-10-04T15:30:00.000000000Z",
            "interval": 5,
            "timestamp": "2023-10-04T15:35:00.000000Z"
        }
    ]
}

{
    "channel": "ohlc",
    "type": "update",
    "timestamp": "2023-10-04T16:26:30.524394914Z",
    "data": [
        {
            "symbol": "MATIC/USD",
            "open": 0.5624,
            "high": 0.5628,
            "low": 0.5622,
            "close": 0.5627,
            "trades": 12,
            "volume": 30927.68066226,
            "vwap": 0.5626,
            "interval_begin": "2023-10-04T16:25:00.000000000Z",
            "interval": 5,
            "timestamp": "2023-10-04T16:30:00.000000Z"
        }
    ]
}

{
    "method": "unsubscribe",
    "params": {
        "channel": "ohlc",
        "symbol": [
            "ALGO/USD",
            "MATIC/USD"
        ],
        "interval": 5
    }
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "ohlc",
        "interval": 5,
        "symbol": "ALGO/USD"
    },
    "success": true,
    "time_in": "2023-10-04T16:26:01.802708Z",
    "time_out": "2023-10-04T16:26:01.802791Z"
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "ohlc",
        "interval": 5,
        "symbol": "MATIC/USD"
    },
    "success": true,
    "time_in": "2023-10-04T16:26:01.802708Z",
    "time_out": "2023-10-04T16:26:01.802791Z"
}

The ohlc channel streams the Open, High, Low and Close (OHLC) data for the specific interval period. The feed accepts a list of symbols for subscription and the updates are generated on trade events. There is an acknowledgement response for each symbol in the subscription list.

Request
Response

string

required

Value: subscribe

object

required

Hide properties

string

required

Value: ohlc

string[]

required

Example: ["BTC/USD", "MATIC/GBP"]A list of currency pairs.

integer

One of: 1, 5, 15, 30, 60, 240, 1440, 10080, 21600The interval timeframe in minutes.

boolean

One of: true, false
Default: trueRequest a snapshot after subscribing.

integer

Optional client originated request identifier sent as acknowledgment in the response.

string

required

Value: subscribe

object

Hide properties

string

required

Value: ohlc

string

required

Example: "BTC/USD"The currency pair associated with this subscription.

boolean

Indicates if a snapshot is requested.

integer

The requested OHLC interval in minutes.

string[]

An advisory message, highlighting deprecated fields or upcoming changes to the channel.

boolean

Indicates if the request was successfully processed by the engine. One of: true, false

string

Error message. Condition: if success is false.

string

The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

string

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

integer

Optional client originated request identifier sent as acknowledgment in the response.

Snapshot / Update

The snapshot and update responses share the same schema. An update message is streamed on a trade event.

string

Value: ohlc

string

One of: snapshot, update

object[]

A list of candle events.

Hide properties

string

Example: "BTC/USD"The symbol of the currency pair.

float

The opening trade price within the interval.

float

The highest trade price within the interval.

float

The lowest trade price within the interval.

float

The last trade price within the interval.

float

Volume weighted average trade price within the interval.

integer

Number of trades within the interval.

float

Total traded volume (in base currency terms) within the interval.

string

Format: RFC3339
Example: 2022-12-25T09:30:59.123456ZThe timestamp of start of the interval.

integer

The timeframe from the interval in minutes.

string

deprecated

Format: RFC3339
Example: 2022-12-25T09:30:59.123456Z
Deprecated: Use interval_beginThe timestamp of start of the interval.

Unsubscribe

There is an acknowledgement response for each symbol in the unsubscribe list.

Request
Response

string

required

Value: unsubscribe

object

required

Hide properties

string

required

Value: ohlc

string[]

required

Example: ["BTC/USD", "MATIC/GBP"]A list of currency pairs.

integer

One of: 1, 5, 15, 30, 60, 240, 1440, 10080, 21600The interval timeframe in minutes.

integer

Optional client originated request identifier sent as acknowledgment in the response.

string

required

Value: unsubscribe

object

Hide properties

string

required

Value: ohlc

string

required

Example: "BTC/USD"The currency pair associated with this subscription.

boolean

Indicates if the request was successfully processed by the engine. One of: true, false

string

Error message. Condition: if success is false.

string

The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

string

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

integer

Optional client originated request identifier sent as acknowledgment in the response.

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