Ticker Data
Download Ticker Statistics
Download 24-hour ticker statistics, which include price changes, volume, and high/low prices.
SDK
client.get_ticker()Python SDK Example
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
We keep ticker data in the CommonTicker structure. This structure contains a full set of 24-hour trading statistics. These statistics include price movements, volume metrics, and trade counts:
Schema Overview
Each ticker event contains time data, a full set of 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 when the exchange generated the ticker (the time unit changes with the exchange) |
| symbol | STRING | No | Trading pair symbol (for example, 'BTCUSDT') |
| price_change | STRING | Yes | Absolute price change during the 24h period (stored as string for precision) |
| price_change_percent | STRING | Yes | Price change during the 24h period, in percent (-2.07 means -2.07 %). Bybit history before the 2026-09 data-integrity release contains a fraction (-0.0207) |
| weighted_average_price | STRING | Yes | Volume-weighted average price during the 24h period |
| last_price | STRING | Yes | Price of the most recent trade |
| last_quantity | STRING | Yes | Quantity of the most recent trade |
| open_price | STRING | Yes | Opening price at the start of the 24h period |
| high_price | STRING | Yes | Highest price during the 24h period |
| low_price | STRING | Yes | Lowest price during the 24h period |
| base_asset_volume | STRING | Yes | Total volume in the base asset (for example, BTC in BTCUSDT). OKX perpetual swap history before the 2026-09 data-integrity release contains contracts (refer to the venue notes) |
| quote_asset_volume | STRING | Yes | Total volume in the quote asset (for example, USDT in BTCUSDT). Empty for OKX perpetual swaps from the 2026-10 data-quality release. Earlier OKX swap history contains an estimate or the base-coin volume (refer to the venue notes) |
| 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 that occurred during the 24h period |
Venue-specific semantics
- OKX perpetual swaps: From the 2026-09 data-integrity release,
base_asset_volumeis the 24h volume in the base coin (volCcy24h) for linear (BTC-USDT-SWAP) and inverse (BTC-USD-SWAP) swaps.quote_asset_volumeis that volume multiplied by the last price. This product gives each earlier fill the value of the current price. Thus, from the 2026-10 data-quality release,quote_asset_volumeis empty for swaps, because OKX does not publish swap quote turnover. Before the 2026-09 release,base_asset_volumecontained the volume in contracts, andquote_asset_volumecontained the base-coin volume. We plan a correction of the published history (base coin volume, empty quote volume). OKX spot volumes are not affected. - Bybit: From the 2026-09 data-integrity release,
price_change_percentis in percent. Before this release, Bybit published a fraction (-0.0207 means -2.07 %). - Bybit Futures: Before the 2026-09 data-integrity release, ticker, mark price and open interest rows were change-only deltas. A field that did not change in a message is null. An open interest file exists only for hours in which open interest changed. Forward-fill the values for each symbol, and look back into earlier hours if necessary. From the release, each row contains the full carried-forward state. After a collector loses its state, the first hour contains only the fields that the collector received during that hour.
- Binance Futures: Before the 2026-09 data-integrity release, COIN-M contracts (for example,
BTCUSD_PERP,BTCUSD_260925) and delisted USDⓈ-M symbols also appeared underbinance_futuresin ticker, mark price and liquidation files. For COIN-M, the volumes and quantities in these files are in contracts. From the release, we do not publish these symbols there. If you need only listed USDⓈ-M markets, filter them out of older history.
For missing hours, partial periods and pending corrections to published history, refer to Known Gaps & Corrections.
Data Categories
Price Metrics
- last_price - Current market price
- open_price - Price at the start of the 24h period
- high_price - Highest price in 24h
- low_price - Lowest price in 24h
- weighted_average_price - VWAP
Volume Metrics
- base_asset_volume - Volume in the base currency
- quote_asset_volume - Volume in the quote currency
- last_quantity - Size of the latest trade
- total_trades - Number of trades
Change Metrics
- price_change - Absolute price change
- price_change_percent - Relative price change
- statistics_open_time - Start of the period
- statistics_close_time - End of the period
Important Note
Some exchanges include a field in an update only when its value changed. For these exchanges, a null column means that the value did not change since the last non-null update. That update can be in the file of an earlier hour.