Candles (OHLC)

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

{
    "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"
        }
    ]
}

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

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

method

string

required

Value: subscribe

params

object

required

Hide properties

channel

string

required

Value: ohlc

symbol

string[]

required

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

interval

integer

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

snapshot

boolean

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

req_id

integer

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

method

string

required

Value: subscribe

result

object

Hide properties

channel

string

required

Value: ohlc

symbol

string

required

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

snapshot

boolean

Indicates if a snapshot is requested.

interval

integer

The requested OHLC interval in minutes.

warnings

string[]

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

success

boolean

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

error

string

Error message. Condition: if success is false.

time_in

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

time_out

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

req_id

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.

channel

string

Value: ohlc

type

string

One of: snapshot, update

data

object[]

A list of candle events.

Hide properties

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.

float

The last trade price within the interval.

vwap

float

Volume weighted average trade price within the interval.

trades

integer

Number of trades within the interval.

volume

float

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

interval_begin

string

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

interval

integer

The timeframe from the interval in minutes.

timestamp

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

method

string

required

Value: unsubscribe

params

object

required

Hide properties

channel

string

required

Value: ohlc

symbol

string[]

required

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

interval

integer

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

req_id

integer

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

method

string

required

Value: unsubscribe

result

object

Hide properties

channel

string

required

Value: ohlc

symbol

string

required

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

success

boolean

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

error

string

Error message. Condition: if success is false.

time_in

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

time_out

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

req_id

integer

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

Book (Level 2)

Trades

⌘I

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

{
    "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"
        }
    ]
}

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

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