Axibase Time Series Database

Import OHLCV Bars

The endpoint inserts OHLCV bars in CSV format.

Request

Method Path
POST /api/v1/trade-session-summary/import

Request Parameters

Name Default Value Description
add_new_instruments false Insert trades for the instrument if the instrument is not yet created in ATSD

The payload and parameters can be sent as follows:

  • Both file and parameters as multipart/form-data elements, or
  • Parameters in query string, file content in body

Content

The content must start with a header containing datetime, exchange, class, symbol, type, stage columns and at least one OHLCV parameter: open, high, low, close, close_adj, voltoday, vwap, numtrades, valtoday.

datetime,exchange,class,symbol,open,high,low,close,vwap,voltoday,numtrades
2021-01-13T21:00:00Z,IEX,IEXG,AAPL,128.76,131.45,128.49,130.89,130.5588,88636831,596230
2021-01-14T21:00:00Z,IEX,IEXG,AAPL,130.8,131,128.76,128.91,129.7381,89671755,651392
2021-01-13T21:00:00Z,IEX,IEXG,TSLA,852.76,860.47,832,854.41,846.5136,33312385,776362
2021-01-14T21:00:00Z,IEX,IEXG,TSLA,843.39,863,838.75,845,851.4645,31265746,695464

Example

curl

curl "https://atsd_hostname:8443/api/v1/trade-session-summary/import" \
  -F "data=@ohlcv-2021-03-13.csv" \
  -F "add_new_instruments=true" \
  -k --header "Authorization: Bearer ****"

Validating Results

SELECT datetime, class, symbol, type, stage,
    open, high, low, close, close_adj, voltoday, vwap, numtrades, valtoday
  FROM atsd_session_summary
WHERE class = 'IEXG' AND symbol = 'TSLA'
  AND type = 'Day' AND stage = 'N'
  AND datetime between '2021-03-12' and '2021-03-15'
ORDER BY datetime

GET /api/v1/trade-session-summary/export?class=IEXG&symbol=TSLA,AAPL&startDate=2021-01-13T00%3A00%3A00Z&endDate=2021-01-15T00%3A00%3A00Z&fields=datetime,class,symbol,open,high,low,close,vwap,voltoday,numtrades

datetime,class,symbol,open,high,low,close,vwap,voltoday,numtrades
2021-01-13T21:00:00Z,SIP,AAPL,128.76,131.45,128.49,130.89,130.5588,88636831,596230
2021-01-14T21:00:00Z,SIP,AAPL,130.8,131,128.76,128.91,129.7381,89671755,651392
2021-01-13T21:00:00Z,SIP,TSLA,852.76,860.47,832,854.41,846.5136,33312385,776362
2021-01-14T21:00:00Z,SIP,TSLA,843.39,863,838.75,845,851.4645,31265746,695464

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