Shrimpy supports one of the most robust systems for historical candlestick (OHLCV) data. By maintaining websockets with every exchange we support, Shrimpy is able to access the latest trade data in real-time, which is used to construct a complete history of the tick-by-tick trade data. This data is used to calculate the exact OHLCV data.

Historical Candlesticks (OHLCV) Data

Historical candlestick (OHLCV) data includes the open, high, low, and closing prices in addition to the volume over the aggregated intervals. 

Open - The first trade price which was observed for this time period and included in this candlestick.

High - The highest trade price which was observed for this time period and included in this candlestick.

Low- The lowest trade price which was observed for this time period and included in this candlestick.

Close - The last trade price which was observed for this time period and included in this candlestick.

Volume - The total amount (volume) of trades which were executed over this time period.

Candlestick Intervals - 1m, 5m, 15m, 1h, 6h, or 1d

The Shrimpy historical candlestick (OHLCV) data endpoints require a data plan. Please note there are two different candlestick endpoints. The real-time candlesticks DO NOT require a data plan. For more information on how these endpoints are priced in the data plan, please see our pricing article here.

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