Version 2
Candles Data Feed
The Candle Data feed provides periodic updates with OHLCV data for the given timeframe.
Candle Data Feed Subscribe Message
Send a JSON formatted message with the following fields upon connecting to v2/marketdata:
| Field Name | Type | Values |
|---|---|---|
type | string | subscribe |
subscriptions | array | |
-- name | string | candles_1m, candles_5m, etc. |
-- symbols | array | ["BTCUSD", "ETHBTC", ...] |
Candle Data Response
| Field Name | Type | Values |
|---|---|---|
type | string | candles_1m_updates, candles_5m_updates, etc. |
symbol | string | BTCUSD, etc. |
changes | Array of Arrays (TOHLCV) | Changes to order book |
-- -- time | long | milliseconds |
-- -- open | decimal | Open price |
-- -- high | decimal | High price |
-- -- low | decimal | Low price |
-- -- close | decimal | Close price |
-- -- volume | decimal | Volume |
Examples
JSON Candle Subscription Message
{
"type": "subscribe",
"subscriptions": [
{
"name": "candles_15m",
"symbols": ["BTCUSD"]
}
]
}jsonJSON Candle Response
{
"type": "candles_15m_updates",
"symbol": "BTCUSD",
"changes": [
[
1561054500000,
9350.18,
9358.35,
9350.18,
9355.51,
2.07
],
[
1561053600000,
9357.33,
9357.33,
9350.18,
9350.18,
1.5900161
]
...
]
}json