Candles (OHLC)

CHANNEL
wss://ws.kraken.com/v2
ohlc

The ohlc channel streams the Open, High, Low and Close (OHLC) data for the specific interval period.

The feed accepts a list symbols for subscription and the updates are generated on trade events.

Subscribe Request

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

Subscribe Schema

MESSAGE BODY

method string required

Value: subscribe

params object

channel string required

Value: ohlc

symbol array of strings required

Example: ["BTC/USD", "MATIC/GBP"]

A list of currency pairs.

interval integer

Possible values: [1, 5, 15, 30, 60, 240, 1440, 10080, 21600]

The interval timeframe in minutes.

snapshot boolean

Possible values: [true, false]

Default value: true

Request a snapshot after subscribing.

req_id integer

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

Subscribe Ack Schema

MESSAGE BODY

method string required

Value: subscribe

result object

channel string required

Value: ohlc

symbol string required

Example: "BTC/USD"

The currency pair associated with this subscription.

snapshot boolean

Possible values: [true, false]

Indicates if a snapshot is requested.

warnings array of strings

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

success boolean

Possible values: [true, false]

Indicates if the request was successfully processed by the engine.

error string conditional

Condition: If success is false.

Error message.

time_in string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp when the subscription was received on the wire, just prior to parsing data.

time_out string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data.

req_id integer

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

Example: Subscribe

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

Example: Subscribe Ack

{
    "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"
}

Snapshot and Update Response

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

Response Schema

MESSAGE BODY

channel string

Value: ohlc

type string

Possible values: [snapshot, update]

data array [

A list of candle events.

[many] candle object

symbol string

Example: "BTC/USD"

The symbol of the currency pair.

open float

The opening trade price within the interval.

high float

The highest trade price within the interval.

low float

The lowest trade price within the interval.

close float

The last trade price within the interval.

vwap float

Volume weighted average trade price within the interval.

trades float

Number of trades within the interval.

volume float

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

interval_begin string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp of start of the interval.

interval integer

The timeframe from the interval in minutes.

timestamp string deprecated

Deprecated Usage: Use 'interval_begin'.

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp of start of the interval.

]

Example: Snapshot

{
    "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"
        }
    ]
}

Example: Update

{
    "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"
        }
    ]
}

Unsubscribe Request

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

Unsubscribe Schema

MESSAGE BODY

method string required

Value: unsubscribe

params object

channel string required

Value: ohlc

symbol array of strings required

Example: ["BTC/USD", "MATIC/GBP"]

A list of currency pairs.

interval integer

Possible values: [1, 5, 15, 30, 60, 240, 1440, 10080, 21600]

The interval timeframe in minutes.

req_id integer

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

Unsubscribe Ack Schema

MESSAGE BODY

method string required

Value: unsubscribe

result object

channel string required

Value: ohlc

symbol string required

Example: "BTC/USD"

The currency pair associated with this subscription.

success boolean

Possible values: [true, false]

Indicates if the request was successfully processed by the engine.

error string conditional

Condition: If success is false.

Error message.

time_in string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp when the subscription was received on the wire, just prior to parsing data.

time_out string

Format: RFC3339

Example: 2022-12-25T09:30:59.123456Z

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data.

req_id integer

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

Example: Unsubscribe

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

Example: Unsubscribe Ack

{
    "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"
}