OHLCV

Use client.ohlcv() when you want interval-based bar data instead of raw executions. This method aggregates OHLCV bars from standardized trade data. OHLCV data is interval-aligned and deterministic: candle boundaries are fixed to UTC intervals, which keeps joins and cross-venue aggregation consistent.

Method signature

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

Parameters

Parameter	Type	Required	Notes
source	str	Yes	Source ID
market	str	Yes	Normalized market or instrument ID
from_	str/datetime/date/int	Yes	Inclusive start time (ISO 8601, datetime, date, or epoch milliseconds)
to	str/datetime/date/int	Yes	Exclusive end time (same formats as from_)
interval	str	Yes	Duration token such as `1m`, `5m`, `1h`
format	str	No	Response format: `None` (default JSON), `"tradingview"` for TV-compatible JSON

Return value

Default: List of OHLCV bar dictionaries
With format="tradingview": Dictionary with candles and volumes arrays

Example response

[
    {
        'timestamp': 1704067200000,
        'open': 43250.00,
        'high': 43260.00,
        'low': 43245.00,
        'close': 43255.00,
        'volume': 12.5,
        'trades': 45,
        'interval': '1m'
    }
]

Fields

The default response is a list of bar dictionaries with these fields:

timestamp: bar open time in UTC milliseconds since the Unix epoch
open, high, low, close: interval prices
volume: traded base volume for the bar
trades: number of trades aggregated into the bar
interval: duration token such as 1m, 5m, or 1h

When OHLCV appears inside snapshot files or the events stream, it uses the standard event envelope and the bar-specific fields live under the nested data object.

Example

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 format

If you pass format="tradingview", the response uses these fields:

candles[].time: Unix seconds
candles[].open, candles[].high, candles[].low, candles[].close
volumes[].time: Unix seconds
volumes[].value: bar volume

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

print(tv_data)
# {'candles': [...], 'volumes': [...]}

How it works

client.ohlcv() aggregates bars from standardized trade data using snapshot-first replay. See Snapshots for the full flow.

Trades if you need execution-level data instead of bars
Snapshots for bulk historical standardized files
Quickstart

Foundation

Trade & Price Data

Orderbook & Liquidity

Derivatives Data

Method signature

Parameters

Return value

Example response

Fields

Example

TradingView format

How it works

​Method signature

​Parameters

​Return value

​Example response

​Fields

​Example

​TradingView format

​How it works

​Related documentation

Method signature

Parameters

Return value

Example response

Fields

Example

TradingView format

How it works

Related documentation