Market data · deployment planning

Candlestick Data API

Build chart-ready candles with an explicit time interval, price basis and rule for incomplete bars.

Chart boundaries

A one-minute candle needs a defined opening boundary and time zone. The current candle can change as new observations arrive; mark it as provisional so a chart does not treat a partial bar as a finalized historical record.

Gaps and revisions

Decide whether a quiet interval is absent, carries a previous close or contains a synthetic zero-volume bar. If late data changes an earlier candle, provide a revision path and let chart clients refresh that range.

Requirements to confirm

  • Bar interval and alignment
  • Provisional versus final bars
  • Gap representation
  • Late-data revision behavior

Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.

Integration brief

Candlestick Data API: what to agree before connecting

Dataset definitionConfirm raw ticks, bid/ask events, trades or OHLC bars and the source instrument.
Time and orderingDefine UTC boundaries, timestamp precision, sequence ordering and duplicate policy.
Quality and gapsDocument missing intervals, corrections and any backfill or normalization applied.
Export and retentionAgree format, pagination, permitted storage and the consumers allowed to use the dataset.

Keep history traceable to its source

Historical data for your instrument universe needs an instrument definition and provenance. Tick history, aggregated bars and replay events are different outputs. Record which prices form each bar, how gaps are represented and whether corrections can change an earlier result.

What to test

  • Replay a known interval and compare event order and instrument identity.
  • Inspect a quiet interval and a deliberately missing interval separately.
  • Verify candle boundaries or replay timing against the documented rule.
{
  "type": "quote",
  "symbol": "EURUSD",
  "bid": "1.10000",
  "ask": "1.10010",
  "source_time": "2026-10-18T12:00:00.000Z",
  "received_at": "2026-10-18T12:00:00.012Z",
  "source_id": "example-source",
  "status": "illustrative"
}

Illustrative engineering example, not live prices or a published API contract. Confirm field names and delivery rules during integration.

Related archive workflows

Review event storage, bar construction and recovery of historical ranges.

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