Market candles

Returns candles for specified markets. Results are ordered by tuple (market, time). To fetch the next page of results use next_page_url JSON response field. Coin Metrics derives candles directly from trades. Candles are only generated if there are trades in the underlying interval. Therefore, gaps in candles data through time are normal and to be expected. To construct gapless candles, the client should fill forward candles through time, setting the open, high, low, and close to the close of the previous candle, setting the vwap to the vwap of the previous candle, and setting the volume to zero.

get

https://api.coinmetrics.io/v4https://community-api.coinmetrics.io/v4

/timeseries/market-candles

Authorizations

api_key

api_keystringRequired

Coin Metrics API key can be specified as ?api_key= query parameter.

Query parameters

marketsstring[]Required

Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future.
Use a corresponding /catalog-all-v2/market-{dataType} endpoint for the full list of supported markets for a given data type.

frequencystringOptional

Candle duration. Supported values are 1m, 5m, 10m, 15m, 30m, 1h, 4h, 1d, and 1d-HH:00.
Note: The timezone parameter value will be taken into account when the 1d or 1d-HH:00 frequency is specified.

Default: 1dExample: 5m

start_timestringOptional

Start of the time interval.
This field refers to the time field in the response.
Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789Z, 2006-01-20, 20060120.
Inclusive by default.
UTC timezone by default. Z suffix is optional and timezone parameter has a priority over it.
If start_time is omitted, response will include time series from the earliest time available.

end_timestringOptional

End of the time interval.
This field refers to the time field in the response.
Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789Z, 2006-01-20, 20060120.
Inclusive by default.
UTC timezone by default. Z suffix is optional and timezone parameter has a priority over it.
If end_time is omitted, response will include time series up to the latest time available.

start_inclusivebooleanOptional

Inclusive or exclusive corresponding start_* parameters.

Default: true

end_inclusivebooleanOptional

Inclusive or exclusive corresponding end_* parameters.

Default: true

timezonestringOptional

Timezone name for start_time and end_time timestamps.
This parameter does not modify the output times, which are always UTC.
Format is defined by TZ database.

Default: UTCExample: America/New_York

page_sizeinteger · int32 · min: 1 · max: 10000Optional

Number of items per single page of results.
The value of this parameter is ignored if the endpoint supports the format parameter and its value is set to json_stream.

Default: 100

paging_fromstring · enumOptional

Where does the first page start, at the start of the interval or at the end.
The value of this parameter is ignored if the endpoint supports the format parameter and its value is set to json_stream.

Default: endPossible values:

limit_per_marketinteger · int32Optional

How many entries per market result should contain. It is useful when multiple markets are requested.

prettybooleanOptional

Human-readable formatting of JSON responses.

Default: false

formatstring · enumOptional

Format of the response. Supported values are json, json_stream, csv.

Default: jsonPossible values:

next_page_tokenstringOptional

Token for receiving the results from the next page of a query.
Should not be used directly. To iterate through pages just use next_page_url response field.

ignore_unsupported_errorsbooleanOptional

Ignore "unsupported" errors for not currently supported by Coin Metrics items.

Default: false

ignore_forbidden_errorsbooleanOptional

Ignore "forbidden" errors for the items you currently don't have access to.

Default: false

Responses

200

Time series of market candles.

application/json

next_page_tokenstringOptional

Token of the next page results for a given request.

next_page_urlstringOptional

URL of the next page results for a given request.

400

Market not found.

application/json

401

Requested resource requires authorization.

application/json

403

Requested resource is not available with supplied credentials.

application/json

414

Provided URI is too long. It must not be greater than 10000 symbols.

get/timeseries/market-candles

ShellPythonPython Client

curl --compressed "https://api.coinmetrics.io/v4/timeseries/market-candles?start_time=2020-06-08T20:45:00Z&end_time=2020-06-08T20:50:00Z&paging_from=start&markets=coinbase-btc-usd-spot&pretty=true&api_key=<your_key>"

{
  "data": [
    {
      "time": "2020-06-08T20:45:00.000000000Z",
      "market": "coinbase-btc-usd-spot",
      "price_open": 9705.08,
      "price_close": 9705.01,
      "price_high": 9706.19,
      "price_low": 9705,
      "vwap": 9705.168650589507,
      "volume": 16.806663909999997,
      "candle_usd_volume": 16.806663909999997,
      "candle_trades_count": 212
    },
    {
      "time": "2020-06-08T20:50:00.000000000Z",
      "market": "coinbase-btc-usd-spot",
      "price_open": 9705,
      "price_close": 9696.27,
      "price_high": 9705,
      "price_low": 9695.72,
      "vwap": 9698.38894423755,
      "volume": 14.767212869999996,
      "candle_usd_volume": 14.767212869999996,
      "candle_trades_count": 215
    }
  ],
  "next_page_token": "0.MjAyMC0wNi0wOFQyMDo0NTowMFo",
  "next_page_url": "https://api.coinmetrics.io/v4/timeseries/market-candles?markets=coinbase-btc-usd-spot&api_key=<your_key>&pretty=true&page_size=2&frequency=5m&next_page_token=0.MjAyMC0wNi0wOFQyMDo0NTowMFo"
}