Instrument Definitions
| Value | Description |
|---|---|
| S5 | 5 second candlesticks, minute alignment |
| S10 | 10 second candlesticks, minute alignment |
| S15 | 15 second candlesticks, minute alignment |
| S30 | 30 second candlesticks, minute alignment |
| M1 | 1 minute candlesticks, minute alignment |
| M2 | 2 minute candlesticks, hour alignment |
| M4 | 4 minute candlesticks, hour alignment |
| M5 | 5 minute candlesticks, hour alignment |
| M10 | 10 minute candlesticks, hour alignment |
| M15 | 15 minute candlesticks, hour alignment |
| M30 | 30 minute candlesticks, hour alignment |
| H1 | 1 hour candlesticks, hour alignment |
| H2 | 2 hour candlesticks, day alignment |
| H3 | 3 hour candlesticks, day alignment |
| H4 | 4 hour candlesticks, day alignment |
| H6 | 6 hour candlesticks, day alignment |
| H8 | 8 hour candlesticks, day alignment |
| H12 | 12 hour candlesticks, day alignment |
| D | 1 day candlesticks, day alignment |
| W | 1 week candlesticks, aligned to start of week |
| M | 1 month candlesticks, aligned to first day of the month |
| Value | Description |
|---|---|
| Monday | Monday |
| Tuesday | Tuesday |
| Wednesday | Wednesday |
| Thursday | Thursday |
| Friday | Friday |
| Saturday | Saturday |
| Sunday | Sunday |
Candlestick is an application/json object with the following Schema:
{
#
# The start time of the candlestick
#
time : (DateTime),
#
# The candlestick data based on bids. Only provided if bid-based candles
# were requested.
#
bid : (CandlestickData),
#
# The candlestick data based on asks. Only provided if ask-based candles
# were requested.
#
ask : (CandlestickData),
#
# The candlestick data based on midpoints. Only provided if midpoint-based
# candles were requested.
#
mid : (CandlestickData),
#
# The number of prices created during the time-range represented by the
# candlestick.
#
volume : (integer),
#
# A flag indicating if the candlestick is complete. A complete candlestick
# is one whose ending time is not in the future.
#
complete : (boolean)
}
CandlestickData is an application/json object with the following Schema:
{
#
# The first (open) price in the time-range represented by the candlestick.
#
o : (PriceValue),
#
# The highest price in the time-range represented by the candlestick.
#
h : (PriceValue),
#
# The lowest price in the time-range represented by the candlestick.
#
l : (PriceValue),
#
# The last (closing) price in the time-range represented by the
# candlestick.
#
c : (PriceValue)
}
CandlestickResponse is an application/json object with the following Schema:
{
#
# The instrument whose Prices are represented by the candlesticks.
#
instrument : (InstrumentName),
#
# The granularity of the candlesticks provided.
#
granularity : (CandlestickGranularity),
#
# The list of candlesticks that satisfy the request.
#
candles : (Array[Candlestick])
}