NOTE: Orderbook data is NOT yet supported.
A resolution defines the granularity of financial data, determining how often data points are grouped or structured into time-based intervals. For example, a resolution of “1minute” means data is organized into 1-minute intervals.
- resolutions are case-sensitive, e.g. ‘1m’ is different from ‘1M’.
- orderbook level must use uppercase “L”, e.g., “1q_L1”, not “1q_l1”.
- orderbook data is referred to as “quote” in pfeed.
- public trade data is referred to as “tick” in pfeed.
| Resolution | Description |
|---|---|
| 1q_L3 | orderbook level 3 |
| 1q_L2 | orderbook level 2 |
| 1q_L1 | orderbook level 1 |
| 1t | 1 tick |
| 1s | 1 second |
| 1m | 1 minute |
| 1d | 1 day |
| 1w | 1 week |
| 1M | 1 month |
| 1y | 1 year |
Aliases¶
Resolutions are flexible, you don’t need to be precise when specifying them. Here are some examples:
| Aliases | Resolution |
|---|---|
| ‘quote_L3’, ‘q_L3’, ‘1quote_L3’ | ‘1q_L3’ |
| ‘1min’, ‘1minute’ | ‘1m’ |
| ‘1wk’, ‘1week’ | ‘1w’ |
| ‘1mon’, ‘1month’ | ‘1M’ |
Custom Time Periods¶
You can specify a custom period by changing the number before the unit. For example, “2m” represents 2-minute bars, while “5d” represents 5-day bars.