Candles

Get historical price candles for an index.

Endpoint

https://api.marketdata.app/v1/indices/candles/{resolution}/{symbol}/

Method

GET

Request Example

HTTP

GET https://api.marketdata.app/v1/indices/candles/D/VIX?from=2022-09-01&to=2022-09-05

NodeJS

app.js

fetch(
  "https://api.marketdata.app/v1/indices/candles/D/VIX?from=2022-09-01&to=2022-09-05"
)
  .then((res) => {
    console.log(res);
  })
  .catch((err) => {
    console.log(err);
  });

Python

app.py

import requests

url = "https://api.marketdata.app/v1/indices/candles/D/VIX?from=2022-09-01&to=2022-09-05"
response = requests.request("GET", url)

print(response.text)

Go

indexCandles.go

import (
  "fmt"

  api "github.com/MarketDataApp/sdk-go"
)

func ExampleIndicesCandlesRequest_get() {
	vix, err := IndexCandles().Symbol("VIX").Resolution("D").From("2022-09-01").To("2022-09-05").Get()
	if err != nil {
		fmt.Println("Error retrieving VIX index candles:", err.Error())
		return
	}

	for _, candle := range vix {
		fmt.Println(candle)
	}
}

Response Example

{
  "s": "ok",
  "c": [22.84, 23.93, 21.95, 21.44, 21.15],
  "h": [23.27, 24.68, 23.92, 22.66, 22.58],
  "l": [22.26, 22.67, 21.68, 21.44, 20.76],
  "o": [22.41, 24.08, 23.86, 22.06, 21.5],
  "t": [1659326400, 1659412800, 1659499200, 1659585600, 1659672000]
}

Request Parameters

Required

• resolution string

  The duration of each candle.

  Minutely Resolutions: (minutely, 1, 3, 5, 15, 30, 45, ...) Hourly Resolutions: (hourly, H, 1H, 2H, ...) Daily Resolutions: (daily, D, 1D, 2D, ...) Weekly Resolutions: (weekly, W, 1W, 2W, ...) Monthly Resolutions: (monthly, M, 1M, 2M, ...) Yearly Resolutions:(yearly, Y, 1Y, 2Y, ...)

• symbol string

  The index symbol, without any leading or trailing index identifiers. For example, use DJI do not use $DJI, ^DJI, .DJI, DJI.X, etc.

• from date

  The leftmost candle on a chart (inclusive). If you use countback, to is not required. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

• to date

  The rightmost candle on a chart (inclusive). Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

• countback number

  Will fetch a number of candles before (to the left of) to. If you use from, countback is not required.

Response Attributes

Success

• s string

  Will always be ok when there is data for the candles requested.

• o array[number]

  Open price.

• h array[number]

  High price.

• l array[number]

  Low price.

• c array[number]

  Close price.

• t array[number]

  Candle time (Unix timestamp, UTC). Daily, weekly, monthly, yearly candles are returned without times.

No Data

• s string

  Status will be no_data if no candles are found for the request.

• nextTime number optional

  Unix time of the next quote if there is no data in the requested period, but there is data in a subsequent period.

Error

• s string

  Status will be error if the request produces an error response.

• errmsg string

  An error message.