OHLCV

Aggregated form of market data standing for Open, High, Low, Close and Volume. For all Criptan assets and for intervals of 1m, 5m, 15m, 1h, 4h, 1d, 1w, 2w.

Message

IMPORTANT: Date attribute stands for bucket last update time and NOT for bucket start time.

{
    "topic": "OHLCV",
    "event": "INSERT" | "MODIFY" | "REMOVE",
    "data": {
        "interval": "1" | "5" | "15" | "60" | "240" | "1440" | "10080" | "21600",
        "open": string,
        "high": string,
        "low": string,
        "close": string,
        "volume": string,
        "count": string,
        "date": "2022-10-29T00:00:00.000Z", //IMPORTANT: bucket last update time, not bucket start time
        "pair": CurrencyPairs, e.g."BTC_EUR"
        "id": string,
    }
}