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Version: Python

How to create Open, High, Low, Close (OHLC) plots

This guide shows you how to use the ohlcPlot method to create Open, High, Low and Close (OHLC) plots. These typically show four prices of a security or commodity per time slice: the open and close of the time slice, and the highest and lowest values reached during the time slice.

This plotting method requires a dataset that includes one column containing the values for the X axis (time), and one column for each of the corresponding four values (open, high, low, close).

Data sourcing​

From a table​

When data is sourced from a table, the following syntax can be used:

.plot_ohlc(series_name="series_name", t, x="X", open="Open", high="High",low="Low", close="Close").show()

  • plot_ohlc is the method used to create an OHLC chart.
  • "series_name" is the name (as a string) you want to use to identify the series on the chart itself.
  • source is the table that holds the data you want to plot.
  • "X" is the name (as a string) of the column to be used for the X axis.
  • "Open" is the name of the column (as a string) holding the opening price.
  • "High" is the name of the column (as a string) holding the highest price.
  • "Low" is the name of the column (as a string) holding the lowest price.
  • "Close" is the name of the column (as a string) holding the closing price.
  • show tells Deephaven to draw the plot in the console.
from deephaven.plot.figure import Figure
from deephaven import agg as agg
from deephaven import read_csv


crypto_trades = read_csv(
    "https://media.githubusercontent.com/media/deephaven/examples/main/CryptoCurrencyHistory/CSV/CryptoTrades_20210922.csv"
)


agg_list = [
    agg.last(cols=["CloseTime = Timestamp"]),
    agg.first(cols=["OpenTime = Timestamp"]),
    agg.max_(cols=["High = Price"]),
    agg.min_(cols=["Low = Price"]),
]

btc_bin = crypto_trades.where(filters=["Instrument=`BTC/USD`"]).update(
    formulas=["TimestampBin = lowerBin(Timestamp, MINUTE)"]
)

t_ohlc = (
    btc_bin.agg_by(agg_list, by=["TimestampBin"])
    .join(table=btc_bin, on=["CloseTime = Timestamp"], joins=["Close = Price"])
    .join(table=btc_bin, on=["OpenTime = Timestamp"], joins=["Open = Price"])
)

ohlc_plot = (
    Figure()
    .figure_title("BTC OHLC - Aug 22 2021")
    .plot_ohlc(
        series_name="BTC",
        t=t_ohlc,
        x="TimestampBin",
        open="Open",
        high="High",
        low="Low",
        close="Close",
    )
    .show()
)

This query plots the OHLC chart as follows:

  • ohlc_plot is the name of the variable that will hold the chart.
  • plot_ohlc is the method.
  • "BTC" is the name of the series to be used in the chart.
  • t_ohlc is the table from which our data is being pulled.
  • TimestampBin is the name of the column to be used for the X axis.
  • "Open", "High", "Low", and "Close", are the names of the columns containing the four respective data points to be plotted on the Y axis.

Shared Axes​

Just like XY series plots, the Open, High, Low and Close plot can also be used to present multiple series on the same chart, including the use of multiple X or Y axes. We can build on the previous example:

from deephaven import agg
from deephaven.plot.figure import Figure

btc_bin = crypto_trades.where(filters=["Instrument=`BTC/USD`"]).update(
    formulas=["TimestampBin = lowerBin(Timestamp, MINUTE)"]
)

eth_bin = crypto_trades.where(filters=["Instrument=`ETH/USD`"]).update(
    formulas=["TimestampBin = lowerBin(Timestamp, MINUTE)"]
)

agg_list = [
    agg.last(cols=["CloseTime = Timestamp"]),
    agg.first(cols=["OpenTime = Timestamp"]),
    agg.max_(["High = Price"]),
    agg.min_(["Low = Price"]),
]

btc_ohlc = (
    btc_bin.agg_by(agg_list, by=["TimestampBin"])
    .join(table=btc_bin, on=["CloseTime = Timestamp"], joins=["Close = Price"])
    .join(table=btc_bin, on=["OpenTime = Timestamp"], joins=["Open = Price"])
)

eth_ohlc = (
    eth_bin.agg_by(agg_list, by=["TimestampBin"])
    .join(table=eth_bin, on=["CloseTime = Timestamp"], joins=["Close = Price"])
    .join(table=eth_bin, on=["OpenTime = Timestamp"], joins=["Open = Price"])
)

ohlc_plot = (
    Figure()
    .figure_title("BTC and ETC OHLC - Aug 22 2021")
    .plot_ohlc(
        series_name="BTC",
        t=btc_ohlc,
        x="TimestampBin",
        open="Open",
        high="High",
        low="Low",
        close="Close",
    )
    .x_twin()
    .plot_ohlc(
        series_name="ETH",
        t=eth_ohlc,
        x="TimestampBin",
        open="Open",
        high="High",
        low="Low",
        close="Close",
    )
    .show()
)

This query plots the OHLC chart as follows:

  • ohlc_plot is the name of the variable that will hold the chart.
    • plot_ohlc plots the first series.
    • "BTC" is the name of the first series to be used in the chart.
    • btc_ohlc is the table from which the data is being pulled.
    • where("Instrument=`BTC/USD`") filters the table to only the AAPL Ticker.
    • TimestampBin is the name of the column to be used for the X axis.
    • "Open", "High", "Low", and "Close", are the names of the columns containing the four respective data points to be plotted on the Y axis.
  • x_twin is used to show different Y axes.
  • plot_ohlc plots the second series.
    • "ETH" is the name of the second series to be used in the chart.
    • eth_ohlc is the table from which the data is being pulled.
    • where("Instrument=`ETH/USD`") filters the table to only the MSFT Ticker.
    • TimestampBin is the name of the column to be used for the X axis.
    • "Open", "High", "Low", and "Close", are the names of the columns containing the four respective data points to be plotted on the Y axis.
  • figure_title() provides the title for the chart.

In this plot, the opening, high, low and closing price of BTC and ETH are plotted. The x_twin method is used to show the value scale for BTC on the left Y axis and the value scale for ETH on the right Y axis.