candlestick()

Transform pre-aggregated candlestick data into the correct form to use with candlestick_agg functions

Since 1.14.0

Transform pre-aggregated candlestick data into a candlestick aggregate object. This object contains the data in the correct form to use with the accessors and rollups in this function group.

If you’re starting with raw tick data rather than candlestick data, use candlestick_agg() instead.

candlestick(
  ts TIMESTAMPTZ,
  open DOUBLE PRECISION,
  high DOUBLE PRECISION,
  low DOUBLE PRECISION,
  close DOUBLE PRECISION,
  volume DOUBLE PRECISION
) RETURNS Candlestick

Arguments

Name	Type	Default	Required	Description
ts	TIMESTAMPTZ	-	✔	Timestamp associated with stock price
open	DOUBLE PRECISION	-	✔	Opening price of candlestick
high	DOUBLE PRECISION	-	✔	High price of candlestick
low	DOUBLE PRECISION	-	✔	Low price of candlestick
close	DOUBLE PRECISION	-	✔	Closing price of candlestick
volume	DOUBLE PRECISION	-	✔	Total volume of trades during the candlestick period

Returns

An object storing (timestamp, value) pairs for each of the opening, high, low, and closing prices, in addition to information used to calculate the total volume and Volume Weighted Average Price.