> ## Documentation Index
> Fetch the complete documentation index at: https://docs.polaris.supply/llms.txt
> Use this file to discover all available pages before exploring further.

# OHLCV

> Query interval-aligned OHLCV bars with client.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

```python theme={null}
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 microseconds)         |
| 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 |

**Note:** API key required for historical ranges. Set `POLARIS_API_KEY` environment variable or pass `api_key` to `PolarisClient()`.

## Return value

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

## Example response

```python theme={null}
[
    {
        'timestamp': 1704067200000000,
        '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 microseconds 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 `/events` or snapshot files, it uses the standard event envelope and the bar-specific fields live under the nested `data` object.

## Example

```python theme={null}
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

```python theme={null}
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. The SDK queries the `/snapshots` endpoint for historical data, reads from local cached files when available, and derives OHLCV bars from the underlying trade events. The SDK handles pagination and data derivation automatically.

For more details on snapshot-based queries, see [Snapshots](/reference/snapshots).

## Related documentation

* [Trades](/sdks/trades) if you need execution-level data instead of bars
* [Snapshots](/reference/snapshots) for bulk historical standardized files
* [Authentication](/guides/authentication)