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  1. DATASETS

OHLCV

Data is derived from raw tick by tick trades and reshaped into 1-min candlesticks

Unified data format for Candlestick charting and analysis. All exchanges, symbols and asset classes are defined as follows:

Field Name
Data Type
Example
Description

Exchange

String

OKEX

Exchange where the data is originated

Symbol_Type

String

Future

Asset class

Symbol_Name

String

BTC-USDT-230929

Instrument name (as defined by the exchange)

Date

Date

4/19/2023

Date (UTC)

Time

Time

00:01

Closing time (UTC)

Open

Double

30972.2

Opening price for the candle

High

Double

30972.2

High price for the candle

Low

Double

30960.8

Low price for the candle

Close

Double

30960.9

Closing price for the candle

Volume_Total

Double

65

Total volume executed for the current bar

Volume_Ask

Double

15

Volume of orders executed against the Ask price

Volume_Bid

Double

50

Volume of orders executed against the Bid Price

Good to know: The datetime of the bar is calculated using exchange timestamps

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Last updated 2 years ago