OHLCV Dataset

Overview

The "OHLCV" dataset provides comprehensive information about price movements and trading activity across markets. It includes detailed data about opening, high, low, and closing prices, along with trading volumes for 1DAY timeframes.

This dataset helps users:

Track daily price movements and trading ranges
Access standardized daily price data
Monitor daily trading volume and market activity patterns
Analyze daily price trends and market momentum
Evaluate daily market volatility and trading intensity

Note: Currently, only 1DAY OHLCV data is available.

Table Details

Name: LISTINGS.PUBLIC.OHLCV

Schema

CREATE OR REPLACE TABLE LISTINGS.PUBLIC.OHLCV (
    id_exchange           VARCHAR(50),
    exchange_symbol       VARCHAR(100),
    time_period_start     TIMESTAMP_NTZ(9),
    time_period_end       TIMESTAMP_NTZ(9),
    time_open             TIMESTAMP_NTZ(9),
    time_close            TIMESTAMP_NTZ(9),
    price_open            NUMBER(38,8),
    price_high            NUMBER(38,8),
    price_low             NUMBER(38,8),
    price_close           NUMBER(38,8),
    volume_traded         NUMBER(38,8),
    trades_count          NUMBER(38,0)
);

Example Query

SELECT
    id_exchange,
    exchange_symbol,
    time_period_start,
    time_period_end,
    time_open,
    time_close,
    price_open,
    price_high,
    price_low,
    price_close,
    volume_traded,
    trades_count
FROM OHLCV
WHERE time_period_start IS NOT NULL
    AND price_open > 0
    AND volume_traded > 0
ORDER BY time_period_start DESC  -- Most recent periods first
LIMIT 50;

File Format and Path Structure

CSV File Format

OHLCV data is stored in CSV format with the following structure:

id_exchange;exchange_symbol;time_period_start;time_period_end;time_open;time_close;price_open;price_high;price_low;price_close;volume_traded;trades_count

Example Data

XMLI;FR0013256393;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;0;0;0;100;0;0
XMLI;FR0013286903;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;0;0;0;28.4;0;0
XMLI;FR0013424934;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;0;0;0;100;0;0
XMLI;FR0013433992;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;2023-04-18T00:00:00.0000000;2023-04-19T00:00:00.0000000;0;0;0;106.5;0;0

File Path Structure

Files are organized in the following directory structure:

E-{EXCHANGE_ID}/T-OHLCV+TP-1DAY/D-{YYYYMMDD}.csv.gz

Where:

E-{EXCHANGE_ID}: Exchange identifier (e.g., E-XMLI)
T-OHLCV+TP-1DAY: Data type (OHLCV) with time period (1DAY)
D-{YYYYMMDD}: Date in YYYYMMDD format

Example File Path

E-XMLI/T-OHLCV+TP-1DAY/D-20250410.csv.gz

This represents OHLCV 1DAY data for the XMLI exchange for April 10, 2025.

Service Status GitHub SDK

OHLCV Dataset

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