Record
Data structure for candlestick bars in standard OHLC format, used for charting candlesticks and calculating technical indicators.
Attributes
| Name | Type | Description |
Time | number | Millisecond timestamp representing the start time of this candlestick period. |
Open | number | Opening price. |
High | number | Highest price. |
Low | number | Lowest price. |
Close | number | Closing price. |
OpenInterest | number | Open interest. Most exchange APIs do not provide this data; value is 0 when not supported. |
Volume | number | Trading volume. For spot trading, volume is principally in base currency units; for futures, volume is in contract units. If the exchange API does not provide standard data, existing API data is used for filling, which may be volume in quote currency units. |
See Also
Remarks
The exchange.GetRecords() function returns an array of Records; it is an empty array when there is no data, and a null value (null in JavaScript, None in Python) when the call fails. Each Record structure represents one candlestick bar.
For Python, different versions of pandas packages may require different handling, for example:
python
pandas.DataFrame(records) # May need to be adjusted to: pandas.DataFrame(list(records))
Related error message: in getattr KeyError: 'dtype'.