Gaps in OHLC data

GraphQL API
1

I’m trying to get OHLC data for AAVE/USDT with 1 minute timeframe. This data has (quite a lot) of gaps:

https://ide.bitquery.io/AAVE-OHLC-gaps_1

How can I close these gaps?

2

Use v2 APIs instead ( streaming data - > realtime + archive),

Meanwhile, can you tell us what gaps you observed in the API link you shared?

3

Regarding the gaps: If I execute the query I shared above AAVE OHLC gaps - Blockchain Data API then I’m getting gaps. I say that because I’m requesting 1 minute intervals trading data, but not every minute is present in the result:

v1_gaps
v1_gaps1920×3710 350 KB

And yes, I would prefer to use the streaming v2 API, but as far as I understand the docs that’s only available for Ethereum, Arbitrum and BSC networks while the v1 APIs have more networks (cosmos, cardano, etc.), correct?

4

Are you sure there are trades in those minutes and not showing in results?

If there are not trades then we can’t show it.

To get a smooth OHLC chart usually people remove those times where there are no trades

5

I’m not sure there are trades during those times. It’s entirely possible there are none. I need those OHLCs to calculate the supertrend and for those I need a complete series of candles. Is there any way to forward fill or backward fill the missing candles in GraphQL maybe?

Also what about v2? Am I right in the assumption it only supports those 3 networks (eth, bsc, arbitrum) so less than v1? If so, could you please let us know if there is a roadmap/timeline for expanding v2 to all networks supported in v1?

6

Suggestions to get continuous OHLC data in cases where there are no trades in certain time slots,

  • Retrieve all trades locally and calculate the OHLC.
  • Alternatively, retrieve the OHLC data from a query and fill in the gaps in your local.

Yes, v2 supports only 3 networks so far. More coming, optimism especially.

Also, for supertrend, Tradingview charts might have these indicators built-in.
You might want to check TradingView Advanced Charts and Blockchain Data | Blockchain Data API (V2)

7

There are no trades AAve trades - Blockchain Data API

asdawewe
asdawewe1920×874 153 KB

here is an example, you can change time accordingly.

Now, if there are no trades, we can’t show data.

you can simply remove those time or repeat the same price of last candle.

we going to add more chains this quarter and upcoming quarter in v2 including solana dex trades