Exchange OHLCV
Definition
OHLCV is candle data aggregating the open, high, low and close prices and the volume over a fixed interval. Open and close are the first and last trade prices in the interval; high and low are the highest and lowest trade prices within it. Volume is the total quantity executed during the interval.
Exchange OHLCV aggregates the trades that occurred on a market pair at each exchange. Because trade activity differs by exchange, candle values for the same market pair can differ as well.
Details
Exchange OHLCV is provided at minute (I), hour (H), day (D), week (W) and month (M) intervals. Candles update from real-time trade data and are identified by exchange name, market code and Asset ID.
The candle close time and timestamp are included. The REST API returns up to 100 candles per request.