OHLCV (Open, High, Low, Close, Volume)
The OHLCV data type provides aggregated candlestick information for each symbol over standard time intervals.
OHLCV (Open, High, Low, Close, Volume)
Overview
The OHLCV data type provides aggregated candlestick information for each symbol over standard time intervals. Each record contains the opening, highest, lowest, and closing prices for the period, along with trade count and traded volume.
Use OHLCV data to:
- Build candlestick charts across resolutions (1 second → 1 day)
- Calculate technical indicators (moving averages, RSI, Bollinger bands, …)
- Back-test trading strategies on normalized price series
- Monitor intraday and end-of-day market performance
File Organisation
OHLCV files are stored only in the coinapi bucket under the active consolidated namespace. OHLCV is not published in coinapi-daily-tail.
T-OHLCV_ACTIVE_CONSOLIDATED/
└── D-YYYYMMDD/
└── E-[EXCHANGE]/
├── TP-1SEC.csv.gz # 1-second candles
├── TP-1MIN.csv.gz # 1-minute candles
├── TP-1HRS.csv.gz # 1-hour candles
└── TP-1DAY.csv.gz # 1-day candlesWhere:
| Component | Meaning |
|---|---|
T-OHLCV_ACTIVE_CONSOLIDATED | Data type + consolidated feed identifier |
D-YYYYMMDD | Date the candles belong to (UTC) |
E-[EXCHANGE] | Exchange code, e.g. BITSTAMP, BINANCE, … |
TP-<TF>.csv.gz | Time-period file (1SEC, 1MIN, 1HRS, 1DAY) compressed with gzip |
Each file contains all symbols for the exchange on the given date, one row per symbol.
File Format
Files are encoded as CSV using semicolon (;) as the delimiter and gzip compression. The header row is always present.
Columns
| Column | Type | Description |
|---|---|---|
symbol_id | integer | This value matches the symbol_id_int column returned by the Market Data REST API endpoint /v1/metadata/symbols/history for the same exchange, allowing you to join candle data with full symbol metadata. |
time_period_start | datetime | UTC start of the aggregation window |
time_period_end | datetime | UTC end of the aggregation window (exclusive) |
time_open | datetime | Exchange timestamp of the first trade in the period |
time_close | datetime | Exchange timestamp of the last trade in the period |
px_open | decimal | Price of the first trade in the period |
px_high | decimal | Highest trade price in the period |
px_low | decimal | Lowest trade price in the period |
px_close | decimal | Price of the last trade in the period |
sx_cnt | integer | Number of trades included in the candle |
sx_sum | decimal | Volume traded (base asset) during the period |
sx_sumis quoted in the base asset of the trading pair (e.g., BTC for BTC/USDT).
Example Data
Below is a sample of 1-day candles for BITSTAMP on 2025-09-11.
symbol_id;time_period_start;time_period_end;time_open;time_close;px_open;px_high;px_low;px_close;sx_cnt;sx_sum
28962;2025-09-11T00:00:00.0000000;2025-09-12T00:00:00.0000000;2025-09-11T00:09:59.0940000;2025-09-11T23:45:34.4680000;0.00002616;0.0000266;0.00002601;0.00002637;336;311129.52253198996
5960616;2025-09-11T00:00:00.0000000;2025-09-12T00:00:00.0000000;2025-09-11T02:46:38.1600000;2025-09-11T22:16:12.4040000;0.67731;0.69377;0.67718;0.69105;20;18599.91622281
5960615;2025-09-11T00:00:00.0000000;2025-09-12T00:00:00.0000000;2025-09-11T00:29:40.4330000;2025-09-11T23:20:56.9470000;0.78654;0.82999;0.78654;0.82999;31;33858.573104519994
...Corner Cases & Notes
- Sparse Trading – For symbols with very low activity,
time_open,time_close, andpx_*values may all be identical. - Zero-Volume Candles – A candle can be present with
sx_cnt = 0andsx_sum = 0if the symbol had no trades but is still actively listed. - Time Alignment – Candle boundaries are aligned to UTC, independent of the exchange's local timezone.
Usage Tips
- Select the resolution appropriate to your analysis to reduce processing time (e.g., 1 DAY for long-term trend, 1 SEC for HFT research).
- Compute returns quickly using
px_close / LAG(px_close) - 1on the timeframe of choice. - Combine
sx_cntwith price range (px_high − px_low) to derive intraperiod volatility metrics.
For questions or issues regarding OHLCV data, please reach out to the support team.