Candles

This API disseminates aggregated data on different time resolutions. It supports retrieving data for a given period or as a continuous stream. Updates are disseminated every 3 seconds (only in case of a change) or when the candle is closed.

Response description

For real time updates qualifier:

• to is ignored

• When from was not sent: only new streaming messages will be sent

• When only from was sent - candles from that point will be returned, stream will remain open for the new streamed messages to come

For historical data qualifier: from & to must be sent

• from & to must be sent: candles from that period will be returned, stream will be closed after last message.

  • In case there are no candles in range, system will return 1 candle which is the last candle prior to range (just before the “from”)

This API is non real-time but close to real-time.

below fields of the response are adjusted for Corporate Actions:

• open

• close

• high

• low

• volume

• vwa

Real time updates qualifier: v1/exchange.marketdata/candles

Historical data qualifier: v1/exchange.marketdata.history/candles

Request

Parameter	Type	Description
symbol	String	Symbol to retrieve the candles
from optional	Int or Unix timestamp	Candles start from format: if timespan=DAY: yyyyMMdd else epoch time in seconds
to optional	Int or Unix timestamp	Candles to Same format as from, refer description of from for more details.
timespan	eNum	One of below values: MINUTE - flat min (from 00 seconds to 59.999 seconds) HOUR- based on minute candle and equal to 60 min DAY - Based on trade date (starts on calendar time zone midnight)
multiplier optional	Int	Timespan multiplier, if not sent: 1 is default value. Allowed intervals: 1 MINUTE 5 MINUTE 15 MINUTE 1 HOUR 4 HOUR 1 DAY
caAdjustments	Boolean	Optional If not exist, caAdjustments=false Whether historical prices should be adjusted for corporate actions. Refer Admin API to create adjustment factors. Applicable only to history API (exchange.marketdata.history/candles) Available values: true - apply caAdjustments on data false - do not apply caAdjustments on data

Response

Parameter	Type	Description
symbol	String	Instrument symbol
open	Decimal	First order book execution price of the interval
close	Decimal	Last order book execution price of the interval
high	Decimal	Highest order book execution price of the interval
low	Decimal	Lowest order book execution price of the interval
volume	Decimal	Total volume of order book execution price of the interval
vwa	Decimal	Volume weighted average price of order book executions of the interval
timeStamp	Int or Unix timestamp	Starting timestamp of the interval format: if timespan=DAY: yyyyMMdd else epoch time in sec

Error Codes

Code	Message
1	System is unavailable
2	Missing or invalid parameter: [FieldName]
3	Wrong symbol [symbol]

Samples

Subscription (Real Time)

{
  "q": "v1/exchange.marketdata/candles",
  "token": "eyJleGNoYW5nZUlkIjozMCwicHJvamVjdElkIjoyMDB9",
  "sid": 14,
  "d": {
    "symbol": "AAPL",
    "timespan": "MINUTE",
    "multiplier": 1,
    "from": 1701159900
  }
}

Subscription (Hidotry)

{
  "sid": 14,
  "q": "v1/exchange.marketdata.history/candles",
  "token": "eyJleGNoYW5nZUlkIjozMCwicHJvamVjdElkIjoxMTV9",
  "d": {
    "symbol": "Spot",
    "timespan": "MINUTE",
    "from": 1712970598,
    "to": 1713094027,
    "multiplier": 1
  }
}

Response (MINUTE)

{
  "q": "v1/exchange.marketdata/candles",
  "sid": 14,
  "d": {
    "symbol": "TEST2",
    "open": 110.5,
    "close": 100.5,
    "high": 120.5,
    "low": 90.5,
    "volume": 10000,
    "vwa": 100.5,
    "timeStamp": 1709536080000
  }
}

Response (DAY)

{
  "q": "v1/exchange.marketdata/candles",
  "sid": 16,
  "d": {
    "symbol": "TEST1",
    "open": 10.5,
    "close": 14.5,
    "high": 14.5,
    "low": 10.5,
    "volume": 450,
    "vwa": 11.922222222222222,
    "timeStamp": 20240304
  }
}

Error

{
  "sig": 2,
  "q": "v1/exchange.marketdata/candles",
  "errorType": "500",
  "sid": 13,
  "d": {
    "errorCode": 3,
    "errorMessage": "Wrong symbol 0Test"
  }
}