OHLCV Candlesticks

You can also get OHLCV Candlesticks from the Trade Count, OHLCV Candlesticks & VWAP endpoint.

What is this endpoint for?

This endpoint retrieves the OHLCV history for an instrument on an exchange.

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/ohlcv

Parameters

Parameter	Required	Description
exchange	Yes	Exchange code. See Exchanges
instrument_class	Yes	Instrument class. See Instruments
instrument	Yes	Instrument code. See Instruments
end_time	No	Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.
continuation_token	No	See Pagination
interval	No	The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively. Any arbitrary value between one second and one day can be used, as long as it sums up to a maximum of 1 day. The suffixes are s (second), m (minute), h (hour) and d (day). Default 1d.
page_size	No	(min: 1, default: 100, max: 100000). See Pagination Automatically included in continuation tokens.
start_time	No	Starting time in ISO 8601 (inclusive).
sort	No	Return the data in ascending (asc) or descending (desc) order. Default desc Automatically included in continuation tokens.

Fields

Field	Description
timestamp	Timestamp at which the interval begins.
open	Opening price of interval. null when no trades reported.
high	Highest price during interval. null when no trades reported.
low	Lowest price during interval. null when no trades reported.
close	Closing price of interval. null when no trades reported.
volume	Volume traded in interval. 0 when no trades reported.

Request examples

cURL

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/cbse/spot/btc-usd/aggregations/ohlcv'

Python

import http.client
import json

# Enter your Kaiko API Key
api_key = "KAIK0_API_KEY"
api_host = "us.market-api.kaiko.io"
api_base_endpoint = "/v2/data/trades.v1/exchanges/{exchange}/{instrument_class}/{instrument}/aggregations/ohlcv"

# Start of mandatory parameter configuration
exchange = "cbse"
instrument_class = "spot"
instrument = "btc-usd"
# End of mandatory parameter configuration

# Start of optional parameter configuration
optional_params = {
    "interval": "1d",
    "sort": "desc",
}
# End of optional parameter configuration

conn = http.client.HTTPSConnection(api_host)
headers = {
    "X-Api-Key": api_key,
    "Accept": "application/json"
}

api_endpoint = api_base_endpoint.format(exchange=exchange, instrument_class=instrument_class, instrument=instrument)

url_params = []
for param, value in optional_params.items():
    url_params.append(f"{param}={value}")
url_params = '&'.join(url_params)

# Initial request
endpoint_with_params = f"{api_endpoint}?{url_params}"

# Pagination for next pages
all_trades = []
next_url = endpoint_with_params
while next_url:
    conn.request("GET", next_url, headers=headers)
    response = conn.getresponse()
    data = json.loads(response.read().decode("utf-8"))
    all_trades.extend(data.get("data", []))
    print(f"Fetched {len(data.get('data', []))} datapoints. Total: {len(all_trades)}")
    next_url = data.get("next_url", "").replace("https://us.market-api.kaiko.io", "")
    if not next_url:
        break
conn.close()
print(f" datapoints fetched: {(all_trades)}")

BigQuery

Information from this endpoint can be accessed through Google BigQuery. To get started, read our guide.

Response example

{
    "query": {
        "page_size": 100,
        "exchange": "cbse",
        "instrument_class": "spot",
        "instrument": "btc-usd",
        "interval": "1d",
        "sort": "desc",
        "aggregation": "ohlcv",
        "data_version": "v1",
        "commodity": "trades",
        "request_time": "2020-05-26T17:25:56.221Z"
    },
    "time": "2020-05-26T17:26:00.160Z",
    "timestamp": 1590513960160,
    "data": [
        {
            "timestamp": 1590451200000,
            "open": "8900.0",
            "high": "9016.99",
            "low": "8694.23",
            "close": "8811.36",
            "volume": "9014.60281966"
        },
        {
            "timestamp": 1590364800000,
            "open": "8715.69",
            "high": "8977.0",
            "low": "8632.93",
            "close": "8899.31",
            "volume": "12091.06145914"
        },
  /* ... */
  ],
  "result": "success",
  "continuation_token": "rbd2bcDp35GmDscQbvZ9YzQHZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "next_url": "https://us.market-api.kaiko.io/v2/data/trades.v1/exchanges/krkn/spot/btc-usd/aggregations/ohlcv?continuation_token=rbd2bcDp35GmDqdfaz3fZJkT3jdeFx9fSBDdVmcCZaHvQRTCTfmfQ6QCrvDNp5ciRRuGPTedVL5LMZv1qmSXhRpZFbpvBW2uA62RSYpfJ1hVykJKZfhtmXXrxz",
  "access": {
    "access_range": {
      "start_timestamp": null,
      "end_timestamp": null
    },
    "data_range": {
      "start_timestamp": null,
      "end_timestamp": null
    }
  }
}