> ## Documentation Index
> Fetch the complete documentation index at: https://hypernode-docs.polynode.dev/llms.txt
> Use this file to discover all available pages before exploring further.

# GET /v1/markets/:id/candles

> OHLCV bars with implied probability + VWAP per period.

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.

## Endpoint

```
GET /v1/markets/:id/candles
```

## 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

```json theme={null}
{
  "outcome_id": 0,
  "side_index": 0,
  "side_label": "Yes",
  "period": { "raw": "5m", "label": "5 minutes", "description": "...", "applies_to": "300" },
  "count": 3,
  "candles": [
    {
      "t": 1777745400000000,
      "iso": "2026-05-02T18:10:00+00:00",
      "o": "0.63354",
      "h": "0.63443",
      "l": "0.60329",
      "c": "0.60573",
      "v_shares": "10755.0",
      "v_usdh": "6711.991240",
      "trades": 150,
      "vwap": "0.62408100790330079033",
      "implied_prob_close": "0.60573"
    },
    {
      "t": 1777745100000000,
      "iso": "2026-05-02T18:05:00+00:00",
      "o": "0.64776",
      "h": "0.6504",
      "l": "0.62832",
      "c": "0.63653",
      "v_shares": "54215.0",
      "v_usdh": "34771.579480",
      "trades": 229,
      "vwap": "0.64136455741031079959",
      "implied_prob_close": "0.63653"
    }
  ]
}
```

| 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`/`c` into standard OHLC indicators.
* **Resolution prep** — chart the last hour before expiry to see how confident the market got.

## Examples

<CodeGroup>
  ```bash curl theme={null}
  # Last 24 5-minute bars for outcome 0 Yes side
  curl -H "X-API-Key: hip4_live_..." \
    "https://hip4.polynode.dev/api/v1/markets/0/candles?period=5m&limit=24"

  # 1-hour bars from a specific date
  curl -H "X-API-Key: hip4_live_..." \
    "https://hip4.polynode.dev/api/v1/markets/0/candles?period=1h&from=1777680000000000"
  ```

  ```python Python theme={null}
  import requests
  r = requests.get(
    'https://.../api/v1/markets/0/candles',
    headers={'X-API-Key': key},
    params={'period': '5m', 'limit': 288}  # 24h of 5m bars
  ).json()
  for c in reversed(r['candles']):
      print(f"{c['iso']}  O:{c['o']} H:{c['h']} L:{c['l']} C:{c['c']}  V:{c['v_usdh']}")
  ```
</CodeGroup>

## 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.