New Historical Market Data Endpoint

Release Information

Release Date: May 10, 2023
Release Type: Informational – Optional action from platforms

Summary

We are releasing an endpoint called GET /market_data/ohlcv in the PROD environment. This endpoint contains historical open, high, low, close, volume (OHLCV) for minute, hourly, and daily time frames. There is an additional field, average_transaction_price, which is the average trade price over a specified time period.

Zero Hash provides historical data for all crypto assets that we provide custody for. For quoted currencies, we support the following symbols:

Query Parameters

underlying: yes - First symbol in a pair, usually a crypto symbol
quoted_currency: yes - Second symbol in a pair, usually a fiat currency
time_frame: yes - Daily, hourly, minute
limit: no - How much data to return (max 2000)
data_end_date: no - Returns all data up to the specified date (timestamp)
all_data: no - For daily data only – returns all data for a pair

Sample Response

{
   "message": [
       {
         "time": 1682726400,
         "high": 29463.49,
         "low": 29090.83,
         "open": 29339.91,
         "underlying_volume": 11322.94,
         "quoted_volume": 331791755.46,
         "close": 29250.94,
         "average_transaction_price": 29302.62
       }
   ]
}

Additional Important Information

Zero Hash uses dot notation. To query for an asset like BAT, use BAT.ETH/USD.

Minute data is for a rolling 7-day period.

Action Required

There was a new API key permission that was added in order to use this new endpoint. You will need to create a new key and enable the Market Data permission to successfully hit the endpoint.

Coming Soon

In the future, we will expand functionality of the GET /market_data endpoint to include news feeds, as well as additional asset information like market cap, circulating supply, and coin images.