Returns time-series OHLCV bars for one side of a market, with volume in USDH and shares, trade count, VWAP, and implied probability close. Standard charting input.Documentation Index
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Endpoint
Query parameters
| Param | Type | Default | Description |
|---|---|---|---|
side | int | 0 | Side index — 0 (Yes) or 1 (No) |
period | string | "1m" | One of 1m, 5m, 15m, 1h, 4h, 1d |
from | int | — | Lower bound bucket start, microseconds |
to | int | — | Upper bound, microseconds |
limit | int | 500 | Max bars (cap 5000) |
Response
| Field | Description |
|---|---|
t | Bucket start timestamp in microseconds |
iso | Bucket start as ISO 8601 |
o h l c | Open / high / low / close — first, max, min, last fill price in the bucket |
v_shares | Total share volume traded |
v_usdh | Total USDH notional — SUM(px × sz) |
trades | Number of fills in the bucket |
vwap | Volume-weighted average price |
implied_prob_close | Same as c — the probability the market assigned to this side at bucket close |
Use cases
- TradingView-style charts of implied probability over time.
- Volatility backtests — feed
o/h/l/cinto standard OHLC indicators. - Resolution prep — chart the last hour before expiry to see how confident the market got.
Examples
Notes
- Bars are returned newest-first.
- A bar exists only if at least one fill occurred in the bucket.
- For sides with no recent activity, the bar series will be sparse.