K-VWAP OHLCV
Definition
K-VWAP OHLCV aggregates the open, high, low and close, volume and traded value of K-VWAP and Cross-VWAP by interval. It shows the price path of K-VWAP rather than trade prices at individual exchanges.
Details
K-VWAP OHLCV is provided at minute (I), hour (H), day (D), week (W) and month (M) intervals. Candles by currency code include cumulative volume and traded value, the candle open time and the time the candle closed.
Each candle is identified by currency code, market code and Asset ID. The REST API returns up to 100 candles per request.