OHLCV&VWAP

Open-High-Low-Close-Volume (OHLCV) provides full candlestick data for a given period. The volume-weighted average price (VWAP) is a trading benchmark that gives the average price a security has traded at throughout the defined time-period, adjusted for volume (i.e. trade price * trade volume / cummulative volume). The API provides the following data points:

• Open - The first traded price for the period
• High - The highest traded price during the period
• Low - The lowest traded price during the period
• Close - The final traded price at the end of the period
• Volume - The total volume traded by all trades during the period
• Trades - The number of individual trades
• VWAP - The volume-weighted average price (trade price * trade volume / cummulative volume)

Depth of Request