DocumentationAPI endpoints, Python SDK, and historical data format
Ask on ChatGPTTicker Data
GET
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Get Ticker Statistics
Retrieve 24-hour ticker statistics including price changes, volume, and high/low prices.
Python SDK Usage
python
1# Get ticker data
2df = client.get_ticker(
3 symbol="BTCUSDT",
4 exchange=chd.exchanges.BINANCE_SPOT,
5 start_date="2025-08-01",
6 end_date="2025-08-01"
7)
8
9# Data includes comprehensive 24h statistics
10print(df.head())
11
12# Analyze price movements
13price_change_pct = df['price_change_percent'].astype(float)
14print("Price change distribution:")
15print(price_change_pct.describe())
16Data Format - CommonTicker
Ticker data is stored using the CommonTicker structure, which captures comprehensive 24-hour trading statistics including price movements, volume metrics, and trade counts:
Schema Overview
Each ticker event contains timing information, comprehensive price statistics, volume data, and trading activity metrics for a 24-hour period.
Field Definitions
| Field | Type | Nullable | Description |
|---|---|---|---|
| received_time | INT64 | No | Unix timestamp (nanoseconds) when our system received the ticker event |
| event_time | INT64 | No | Unix timestamp (exchange dependent on timescale) when the exchange generated the ticker |
| symbol | STRING | No | Trading pair symbol (e.g., 'BTCUSDT') |
| price_change | STRING | Yes | Absolute price change over 24h period (stored as string for precision) |
| price_change_percent | STRING | Yes | Percentage price change over 24h period |
| weighted_average_price | STRING | Yes | Volume-weighted average price over 24h period |
| last_price | STRING | Yes | Most recent trade price |
| last_quantity | STRING | Yes | Quantity of the most recent trade |
| open_price | STRING | Yes | Opening price at start of 24h period |
| high_price | STRING | Yes | Highest price during 24h period |
| low_price | STRING | Yes | Lowest price during 24h period |
| base_asset_volume | STRING | Yes | Total volume in base asset (e.g., BTC in BTCUSDT) |
| quote_asset_volume | STRING | Yes | Total volume in quote asset (e.g., USDT in BTCUSDT) |
| statistics_open_time | INT64 | Yes | Unix timestamp when the 24h statistics period started |
| statistics_close_time | INT64 | Yes | Unix timestamp when the 24h statistics period ended |
| first_trade_id | INT64 | Yes | ID of the first trade in the 24h period |
| last_trade_id | INT64 | Yes | ID of the last trade in the 24h period |
| total_trades | INT64 | Yes | Total number of trades executed during 24h period |
Data Categories
Price Metrics
- last_price - Current market price
- open_price - 24h period start
- high_price - 24h maximum
- low_price - 24h minimum
- weighted_average_price - VWAP
Volume Metrics
- base_asset_volume - Base currency volume
- quote_asset_volume - Quote currency volume
- last_quantity - Latest trade size
- total_trades - Trade count
Change Metrics
- price_change - Absolute change
- price_change_percent - Relative change
- statistics_open_time - Period start
- statistics_close_time - Period end
Important Note
Some exchanges only include fields in updates when their values have changed. For these exchanges, if a column is null, it means the value has not changed since the last non-null update.