> ## Documentation Index > Fetch the complete documentation index at: https://scalarfield.io/docs/llms.txt > Use this file to discover all available pages before exploring further. # Forex OHLCV > Daily and intraday OHLCV bars for 1,750+ currency pairs derived from best bid/offer quotes. Uses C: ticker prefix (e.g., C:EURUSD, C:GBPUSD). Aggregated from institutional-grade FX quote feeds. **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 ```python theme={null} 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). |