Instrument Definitions
Value | Description |
---|---|
S5 | 5 second candlesticks, minute alignment |
S10 | 10 second candlesticks, minute alignment |
S15 | 15 second candlesticks, minute alignment |
S30 | 30 second candlesticks, minute alignment |
M1 | 1 minute candlesticks, minute alignment |
M2 | 2 minute candlesticks, hour alignment |
M4 | 4 minute candlesticks, hour alignment |
M5 | 5 minute candlesticks, hour alignment |
M10 | 10 minute candlesticks, hour alignment |
M15 | 15 minute candlesticks, hour alignment |
M30 | 30 minute candlesticks, hour alignment |
H1 | 1 hour candlesticks, hour alignment |
H2 | 2 hour candlesticks, day alignment |
H3 | 3 hour candlesticks, day alignment |
H4 | 4 hour candlesticks, day alignment |
H6 | 6 hour candlesticks, day alignment |
H8 | 8 hour candlesticks, day alignment |
H12 | 12 hour candlesticks, day alignment |
D | 1 day candlesticks, day alignment |
W | 1 week candlesticks, aligned to start of week |
M | 1 month candlesticks, aligned to first day of the month |
Value | Description |
---|---|
Monday | Monday |
Tuesday | Tuesday |
Wednesday | Wednesday |
Thursday | Thursday |
Friday | Friday |
Saturday | Saturday |
Sunday | Sunday |
Candlestick is an application/json object with the following Schema:
{ # # The start time of the candlestick # time : (DateTime), # # The candlestick data based on bids. Only provided if bid-based candles # were requested. # bid : (CandlestickData), # # The candlestick data based on asks. Only provided if ask-based candles # were requested. # ask : (CandlestickData), # # The candlestick data based on midpoints. Only provided if midpoint-based # candles were requested. # mid : (CandlestickData), # # The number of prices created during the time-range represented by the # candlestick. # volume : (integer), # # A flag indicating if the candlestick is complete. A complete candlestick # is one whose ending time is not in the future. # complete : (boolean) }
CandlestickData is an application/json object with the following Schema:
{ # # The first (open) price in the time-range represented by the candlestick. # o : (PriceValue), # # The highest price in the time-range represented by the candlestick. # h : (PriceValue), # # The lowest price in the time-range represented by the candlestick. # l : (PriceValue), # # The last (closing) price in the time-range represented by the # candlestick. # c : (PriceValue) }
CandlestickResponse is an application/json object with the following Schema:
{ # # The instrument whose Prices are represented by the candlesticks. # instrument : (InstrumentName), # # The granularity of the candlesticks provided. # granularity : (CandlestickGranularity), # # The list of candlesticks that satisfy the request. # candles : (Array[Candlestick]) }
OrderBook is an application/json object with the following Schema:
{ # # The order book’s instrument # instrument : (InstrumentName), # # The time when the order book snapshot was created. # time : (DateTime), # # The price (midpoint) for the order book’s instrument at the time of the # order book snapshot # price : (PriceValue), # # The price width for each bucket. Each bucket covers the price range from # the bucket’s price to the bucket’s price + bucketWidth. # bucketWidth : (PriceValue), # # The partitioned order book, divided into buckets using a default bucket # width. These buckets are only provided for price ranges which actually # contain order or position data. # buckets : (Array[OrderBookBucket]) }
OrderBookBucket is an application/json object with the following Schema:
{ # # The lowest price (inclusive) covered by the bucket. The bucket covers the # price range from the price to price + the order book’s bucketWidth. # price : (PriceValue), # # The percentage of the total number of orders represented by the long # orders found in this bucket. # longCountPercent : (DecimalNumber), # # The percentage of the total number of orders represented by the short # orders found in this bucket. # shortCountPercent : (DecimalNumber) }
PositionBook is an application/json object with the following Schema:
{ # # The position book’s instrument # instrument : (InstrumentName), # # The time when the position book snapshot was created # time : (DateTime), # # The price (midpoint) for the position book’s instrument at the time of # the position book snapshot # price : (PriceValue), # # The price width for each bucket. Each bucket covers the price range from # the bucket’s price to the bucket’s price + bucketWidth. # bucketWidth : (PriceValue), # # The partitioned position book, divided into buckets using a default # bucket width. These buckets are only provided for price ranges which # actually contain order or position data. # buckets : (Array[PositionBookBucket]) }
PositionBookBucket is an application/json object with the following Schema:
{ # # The lowest price (inclusive) covered by the bucket. The bucket covers the # price range from the price to price + the position book’s bucketWidth. # price : (PriceValue), # # The percentage of the total number of positions represented by the long # positions found in this bucket. # longCountPercent : (DecimalNumber), # # The percentage of the total number of positions represented by the short # positions found in this bucket. # shortCountPercent : (DecimalNumber) }