OHLCV Only

What is this CSV for?

This CSV shows the OHLCV history for an instrument on an exchange.

File structure details

• The time granularity that we provide through CSV files is 1min, 5min, 10min, 15min and 30min for monthly grouped CSV files, while 1hour, 4hour and 1day for yearly grouped CSV files.

• File Name: [kaiko_legacy_slug]_[data_feed_code]_ohlcv_[time_granularity]_[date].csv

  • Files are created on a daily basis, but complete as a month or year ends

  • example: bw_btcusdt_perp_ohlcv_5m_2023_02.csv, bw_atomusdt_perp_ohlcv_1h_2023.csv

• Cut-off datetime:

  • Monthly grouped files: The mid-night of the last day of the month

  • Yearly grouped files: The mid-night of the last day of the year

• Column Delimeter: , (comma)

• Decimal Mark (in numbers): . (dot)

• There are no column headers in the CSV files, so I will present the columns in order from left to right.

Column	Description	Example
timestamp	The starting timestamp of the time interval, expressed in Unix Timestamp (in milliseconds)	1672531200000
open	The opening price of a candle	0.4935
high	The highest price of a candle	0.4941
low	The lowest price of a candle	0.4930
close	The closing price of a candle	0.4937
volume	The volume of the trades executed within the time interval of a candle (can be in base_asset, quote_asset or the number of contracts)	86092.08