OHLCV

Use GET /ohlcv to read venue-published candle updates, including updates to an open candle. Several REST rows can share the same candle interval and open time. The SDK’s ohlcv() method instead derives one UTC-aligned bar per interval from standardized trades; see SDK-derived bars.

Request

curl "https://api.polaris.supply/ohlcv?source=binance&market=BTC-USDT&interval=1m&limit=2"

Query parameters

Parameter	Type	Required	Description
`source`	`string`	No	Optional exact source identifier
`market`	`string`	No	Optional exact normalized routing market across sources
`instrument`	`string`	No	Exact venue-native instrument
`interval`	`string`	No	Exact canonical candle interval, such as 1m or 1h
`start`	`integer`	No	Inclusive candle open time in Unix milliseconds. With no end, queries through now. Anonymous requests must start within the rolling last hour; older history requires a Polaris API key.
`end`	`integer`	No	Inclusive candle open time in Unix milliseconds. With no start, queries the preceding hour, clamped to the public cutoff for anonymous requests. Older history requires a Polaris API key.
`limit`	`integer`	No	Page size; defaults to 200 and values above 1000 are capped
`cursor`	`string`	No	Opaque keyset cursor bound to the filters and candle-time range; anonymous continuation skips rows that have aged beyond the last hour

Access and behavior

start and end are inclusive candle open times in Unix milliseconds, not collector times. Rows are ordered by candle open time with stable event tie-breakers. With no bounds, the API queries windows opened in the latest hour anonymously; older windows require a Polaris API key. interval is an exact canonical value such as 1m or 1h. Anonymous reads are capped at 1 GiB per request and two concurrent queries per API replica.

Response

Field	Type	Required	Description
`has_more`	`boolean`	Yes	—
`items`	`OhlcvEventItem[]`	Yes	—
`next_cursor`	`string / null`	No	—

`items[]` fields

Field	Type	Required	Description
`base_volume`	`number / null`	No	—
`close`	`number`	Yes	—
`close_timestamp`	`integer / null`	No	—
`collector_timestamp`	`integer`	Yes	—
`event_id`	`string`	Yes	—
`exchange_timestamp`	`integer / null`	No	—
`high`	`number`	Yes	—
`instrument`	`string / null`	No	—
`interval`	`string`	Yes	—
`is_closed`	`boolean / null`	No	—
`low`	`number`	Yes	—
`market`	`string`	Yes	—
`open`	`number`	Yes	—
`open_timestamp`	`integer`	Yes	—
`quote_volume`	`number / null`	No	—
`schema_version`	`integer`	Yes	—
`source`	`string`	Yes	—
`source_capture_id`	`string`	Yes	—
`trade_count`	`integer / null`	No	—

These are flat, venue-published observations. They are not the SDK’s aggregated trade bars.

REST pagination

Pass next_cursor as cursor with the same filters. Stop when has_more is false, or when next_cursor is null for endpoints without has_more. A cursor is opaque; do not edit or reuse it with different filters.

REST errors

The OpenAPI contract lists 400, 401, 422, 429, 503. Error responses use error.code, error.message, and error.resolution. Narrow an expensive query after 422. Follow Retry-After after 429. For the machine-readable contract, see the OpenAPI document.

SDK-derived bars

Use client.ohlcv() when you need interval-aligned bars derived from standardized trade data. Boundaries are fixed to UTC intervals, which makes cross-venue joins reproducible. The SDK’s to bound is exclusive, while the REST end bound is inclusive.

Method and parameters

ohlcv(source, market, from_, to, interval, format=None)

Parameter	Type	Required	Meaning
`source`	string	Yes	Exact source ID
`market`	string	Yes	Normalized market ID
`from_`	string, date/time, or integer	Yes	Inclusive start time
`to`	string, date/time, or integer	Yes	Exclusive end time
`interval`	string	Yes	UTC-aligned duration such as `1m`, `5m`, or `1h`
`format`	string	No	Omit for bar dictionaries; use `"tradingview"` for TradingView-shaped output

The default result is a list of bars with timestamp (UTC Unix milliseconds at bar open), open, high, low, close, volume (traded base volume), trades (trade count), and interval. Unlike the REST response, these bars are calculated from standardized trades. When a bar appears in an SDK event stream, its fields live under the standard event envelope’s data object.

from datetime import datetime, timedelta, timezone
from polaris_data import PolarisClient

end = datetime.now(timezone.utc)
start = end - timedelta(hours=6)

with PolarisClient() as client:
    bars = client.ohlcv(
        source="hyperliquid",
        market="SPX",
        from_=start,
        to=end,
        interval="1m",
    )

print(bars[:2])

TradingView output

Pass format="tradingview" to receive candles[] and volumes[] instead of bar dictionaries. Each candles[] entry has time in Unix seconds and open, high, low, and close; each volumes[] entry has time in Unix seconds and value for bar volume.

from datetime import datetime, timedelta, timezone
from polaris_data import PolarisClient

end = datetime.now(timezone.utc)
start = end - timedelta(hours=6)

with PolarisClient() as client:
    tv_data = client.ohlcv(
        source="hyperliquid",
        market="SPX",
        from_=start,
        to=end,
        interval="1m",
        format="tradingview",
    )

print(tv_data["candles"][:2], tv_data["volumes"][:2])

SDK historical methods can reuse standardized local files. See SDK historical replay for storage and gap-handling behavior, trade events for the source data, and the event envelope for nested OHLCV events.

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Market Data

Raw Data

Request

Query parameters

Access and behavior

Response

`items[]` fields

REST errors

SDK-derived bars

Method and parameters

TradingView output

​Request

​Query parameters

​Access and behavior

​Response

​items[] fields

​REST pagination

​REST errors

​SDK-derived bars

​Method and parameters

​TradingView output

Request

Query parameters

Access and behavior

Response

`items[]` fields

REST pagination

REST errors

SDK-derived bars

Method and parameters

TradingView output