OHLC Candlesticks
An OHLC (open, high, low, close) subscription receives IntervalsUpdate, which contains the latest candlestick data for each interval period. See REST API OHLC data for a reference on interval periods.
Subscription
Description
markets:68:ohlc
Candlestick updates for a single market
exchanges:4:ohlc
Candlestick updates for a given exchange
instruments:232:ohlc
All candlestick updates for a given instrument
assets:60:ohlc
All candlestick updates for a given asset
Example IntervalsUpdate message
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{
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"marketUpdate": {
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"market": {
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"exchangeId": "4",
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"currencyPairId": "180",
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"marketId": "87"
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},
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"intervalsUpdate": {
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"intervals": [
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{
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"closetime": "1571335560",
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"period": 60,
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"ohlc": {
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"openStr": "8085.8",
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"highStr": "8086.4",
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"lowStr": "8084",
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"closeStr": "8084"
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},
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"volumeBaseStr": "3.43017075",
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"volumeQuoteStr": "27736.065158876"
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},
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{
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"closetime": "1571335560",
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"period": 180,
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"ohlc": {
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"openStr": "8082.7",
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"highStr": "8086.4",
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"lowStr": "8082.7",
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"closeStr": "8084"
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},
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"volumeBaseStr": "4.18350695",
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"volumeQuoteStr": "33825.458000536"
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}
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]
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}
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}
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}
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