Python function: getOHLCV()

Specification	Value
Delivery Frequency	continuous
Data Frequency	daily, intraday (min/hour)
Reporting Lag	Real-time during FX market hours
Coverage	1,750+ currency pairs (majors, minors, exotics)
History	Since 2003-01-02
Availability	Free

Product Overview

Overview

Forex OHLCV provides standardized Open, High, Low, Close, and Volume bars for foreign exchange currency pairs. Tickers use the C: prefix convention (e.g., C:EURUSD for EUR/USD, C:GBPUSD for GBP/USD). The legacy =X suffix format (e.g., EUR=X) is also accepted. Unlike equities or crypto, forex OHLCV bars are derived from quoted bid/ask prices rather than executed trades. The global FX market is decentralized and over-the-counter, so there is no single consolidated trade tape. Instead, bars are constructed from the best bid/offer (BBO) quotes streaming from institutional-grade liquidity providers.

Data Pipeline

Quote-Based Aggregation

Forex bars are constructed from real-time best bid/offer (BBO) quote feeds:

Quote sourcing: BBO quotes are streamed from institutional FX liquidity providers, capturing the best available bid and ask prices at any given moment.
Mid-price bars: OHLCV bar prices (open, high, low, close) are derived from the mid-point of the bid/ask quotes.
Volume: Represents the number of quote updates (tick volume) within the bar window, not notional traded volume — since FX is OTC and has no consolidated trade tape.
No phantom bars: If no new quotes arrive within a time window, no bar is emitted. This transparently indicates periods without market activity.
Timestamps: All timestamps returned by scalarLib are in New York time.

Real-Time Delivery

BBO quotes: Real-time bid/ask prices with exchange identification and timestamps.
Minute aggregates: Minute-by-minute OHLC bars derived from BBO quotes, streamed continuously.
Historical bars: Custom date ranges and timeframes via REST.

Coverage

Currency pairs: 1,750+ pairs including all major, minor, and many exotic crosses.
Majors: EUR/USD, GBP/USD, USD/JPY, USD/CHF, AUD/USD, USD/CAD, NZD/USD.
Crosses: EUR/GBP, EUR/JPY, GBP/JPY, AUD/JPY, and hundreds more.
Exotics: USD/TRY, USD/ZAR, USD/MXN, EUR/PLN, and many more.
Daily history: Extensive historical data.
Intraday: Minute and hourly bars available.

Supported Modes

Mode	Trigger	Notes
Daily historical	`start`/`end` as `'YYYY-MM-DD'`	Timeframe defaults to `'day'`.
Intraday historical	`start`/`end` as `'YYYY-MM-DDTHH:MM:SS'`	Timeframe defaults to `'min'`; can set `'hour'`. New York time.

Ticker Convention

Forex tickers use the C: prefix with the pair in BASQUOTE format (no separator).

Ticker	Pair
`C:EURUSD`	Euro / US Dollar
`C:GBPUSD`	British Pound / US Dollar
`C:USDJPY`	US Dollar / Japanese Yen
`C:USDCHF`	US Dollar / Swiss Franc
`C:AUDUSD`	Australian Dollar / US Dollar
`C:USDCAD`	US Dollar / Canadian Dollar

Querying the Data

Basic Usage

from scalarlib import getOHLCV

# Daily EUR/USD bars
data = getOHLCV(tickers=['C:EURUSD'], start='2025-01-01', end='2025-12-31')
eurusd_df = data['C:EURUSD']

# Multiple pairs
data = getOHLCV(tickers=['C:EURUSD', 'C:GBPUSD', 'C:USDJPY'], start='2025-06-01', end='2025-06-30')

# Intraday minute bars
data = getOHLCV(tickers=['C:EURUSD'], start='2026-03-24T08:00:00', end='2026-03-24T17:00:00')

# Hourly bars
data = getOHLCV(tickers=['C:GBPUSD'], start='2026-03-20', end='2026-03-24', timeframe='hour')

Parameters

Parameter	Type	Required	Description
`tickers`	list of str	Yes	Forex tickers with `C:` prefix (e.g., `['C:EURUSD', 'C:GBPUSD']`).
`start`	str	Yes	Start date (`'YYYY-MM-DD'`) or datetime (`'YYYY-MM-DDTHH:MM:SS'`).
`end`	str	Yes	End date or datetime (same format as `start`).
`timeframe`	str	No	`'day'`, `'min'`, or `'hour'`. Default: inferred from date format.

Column Definitions

OHLCV Schema

Column	Type	Description
`ts_recv`	datetime64[ns]	Bar timestamp (New York time).
`ticker`	string	Forex ticker (e.g., `C:EURUSD`).
`open`	float64	Opening mid-price of the bar (derived from bid/ask mid).
`high`	float64	Highest mid-price during the bar.
`low`	float64	Lowest mid-price during the bar.
`close`	float64	Closing mid-price of the bar.
`volume`	float64	Tick volume — number of quote updates during the bar (not notional volume).

Getting Started

Trading

Trading Venues

Market Data

Usage & Pricing

Forex OHLCV

Product Overview

Overview

Data Pipeline

Quote-Based Aggregation

Real-Time Delivery

Coverage

Supported Modes

Ticker Convention

Querying the Data

Basic Usage

Parameters

Column Definitions

OHLCV Schema

​Product Overview

​Overview

​Data Pipeline

​Quote-Based Aggregation

​Real-Time Delivery

​Coverage

​Supported Modes

​Ticker Convention

​Querying the Data

​Basic Usage

​Parameters

​Column Definitions

​OHLCV Schema

Product Overview

Overview

Data Pipeline

Quote-Based Aggregation

Real-Time Delivery

Coverage

Supported Modes

Ticker Convention

Querying the Data

Basic Usage

Parameters

Column Definitions

OHLCV Schema