The Crypto OHLCV Feed provides the second, minute, hourly and daily open, high, low, close, and volume aggregated data for trades across several crypto exchanges. By removing the need to build customized exchange integration feeds, Korzo empowers data scientists and quants with normalized crypto data to facilitate feature engineering, statistical analyses, and the development.
The fields of the OHCLV data feed describe the aggregated trading activity that takes place within a 1-second / 1-minute / 1-hour / 1-day window. The field names and descriptions can be found below:
- EV: Event Type
- X: Exchange
- T: Ticker
- TP: Ticker Pair
- O: Open
- H: High
- L: Low
- C: Close
- V: Volume
- TS: Timestamp