Historical OHLCV.

Paginated OHLC bars for a forex pair, from 1-minute through 1-hour. Each bar carries t (Unix epoch milliseconds, UTC, marking the bucket's open time), o/h/l/c as mid prices, and v always 0. Forex trades nearly 24/7 across a rolling global calendar, so all time inputs are read as UTC, with no exchange-local quirk like /hist/stocks.

Paginated OHLCV bars for a USD-quoted crypto asset, from 1-minute through 1-hour. Each bar carries t (Unix epoch milliseconds, UTC, marking the bucket's open time), o/h/l/c as float prices, and v as the base-asset volume (e.g. 12.345 BTC). v is a float, so fractional volumes are preserved. Note that on /hist/stocks v is whole shares and on /hist/forex v is always 0; the wire shape is shared, the semantics differ per asset class. All time inputs are UTC.

Paginated OHLCV bars for a USD-quoted DEX token, from 1-minute through 1-hour. Each bar carries t (Unix epoch milliseconds, UTC, marking the bucket's open time), o/h/l/c as realised swap prices within the bucket, and v as the base-asset volume (e.g. ETH swapped, not USD value). Buckets with zero trades are omitted entirely: the series is sparse during low-activity periods, and clients drawing charts should treat a missing minute as 'no data' rather than a zero-priced bar.

Paginated OHLCV bars for a commodity, from 1-minute through daily. Each bar carries t (Unix epoch milliseconds, UTC, marking the bucket's open time), o/h/l/c as float prices, and v as the tick-count for the bucket. Commodities quote against USD on a rolling near-24/7 calendar, so all time inputs are read as UTC.