Volume

Use client.volume() when you need bucketed trade volume data for volume profiling and participation analysis. This method aggregates traded volume over fixed time intervals.

Method signature

volume(source, market, from_, to, interval, limit=1000)

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`
limit	int	No	Page size (default: 1000)

Return value

List of bucketed volume series rows.

Example response

[
    {
        'timestamp': 1704067200000,
        'source': 'hyperliquid',
        'market': 'BTC',
        'symbol': 'BTCUSD',
        'volume': 125.5,
        'interval': '1m'
    }
]

Fields

Volume records include:

timestamp: bucket start time in UTC milliseconds since the Unix epoch
source: source identifier
market: normalized market ID
symbol: venue-native, human-friendly symbol
volume: total traded base volume for the interval
interval: duration token such as 1m, 5m, or 1h

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:
    vol_data = client.volume(
        source="hyperliquid",
        market="SPX",
        from_=start,
        to=end,
        interval="5m",
    )

print(vol_data[:2])

How it works

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

OHLCV if you need volume alongside OHLC price data
Trades if you need execution-level data instead of buckets
Quickstart

Foundation

Trade & Price Data

Orderbook & Liquidity

Derivatives Data

Method signature

Parameters

Return value

Example response

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Example

How it works

​Method signature

​Parameters

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​Example response

​Fields

​Example

​How it works

​Related documentation

Method signature

Parameters

Return value

Example response

Fields

Example

How it works

Related documentation