ohlcPlot

The ohlcPlot method creates open, high, low, close (OHLC) plots using data from tables.

Syntax

ohlcPlot(seriesName, t, time, open, high, low, close)
ohlcPlot(seriesName, time, open high, low, close)
ohlcPlot(seriesName, sds, time, open, high, low, close)
ohlcPlot(seriesName, t, time, open, high, low, close)

Parameters

Parameter	Type	Description
seriesName	String	The name you want to use to identify the series on the plot itself.
t	table	The table that holds the data to be plotted.
sds	SelectableDataSet	A selectable data set (e.g., OneClick filterable table).
time	String	Column in t or sds that holds time data.
time	IndexableNumericData	Time data.
time	DateTime	Time data.
time	Date	Time data.
open	String	The column in t or sds that contains the open data.
open	IndexableNumericData	Open data.
open	double[]	Open data.
open	float[]	Open data.
open	int[]	Open data.
open	long[]	Open data.
open	short[]	Open data.
open	List<T>	Open data.
open	<T>[]	Open data.
high	String	The column in t or sds that contains the high data.
high	IndexableNumericData	High data.
high	double[]	High data.
high	float[]	High data.
high	int[]	High data.
high	long[]	High data.
high	short[]	High data.
high	List<T>	High data.
high	<T>[]	High data.
low	String	The column in t or sds that contains the low data.
low	IndexableNumericData	Low data.
low	double[]	Low data.
low	float[]	Low data.
low	int[]	Low data.
low	long[]	Low data.
low	short[]	Low data.
low	List<T>	Low data.
low	<T>[]	Low data.
close	String	The column in t or sds that contains the close data.
close	IndexableNumericData	Close data.
close	double[]	Close data.
close	float[]	Close data.
close	int[]	Close data.
close	long[]	Close data.
close	short[]	Close data.
close	List<T>	Close data.
close	<T>[]	Close data.

Returns

An open, high, low, close (OHLC) plot with a single axes.

Examples

The following example plots data from a Deephaven table.

import static io.deephaven.csv.CsvTools.readCsv
import static io.deephaven.api.agg.Aggregation.AggAvg

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

agg_list = [
    AggLast("CloseTime = Timestamp"),\
    AggFirst("OpenTime = Timestamp"),\
    AggMax("High = Price"),\
    AggMin("Low = Price"),
]

btcBin = cryptoTrades.where("Instrument=`BTC/USD`").update("TimestampBin = lowerBin(Timestamp, MINUTE)")
tOHLC = btcBin.aggBy(agg_list, "TimestampBin").\
 join(btcBin,"CloseTime = Timestamp","Close = Price").\
 join(btcBin,"OpenTime = Timestamp","Open = Price")

plotOHLC = ohlcPlot("BTC", tOHLC, "TimestampBin", "Open", "High", "Low", "Close")\
   .chartTitle("BTC OHLC - Aug 22 2021")\
   .show()

cryptoTrades

btcBin

tOHLC

plotOHLC

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. An example of this follows:

btcBin = cryptoTrades.where("Instrument=`BTC/USD`").update("TimestampBin = lowerBin(Timestamp, MINUTE)")
ethBin = cryptoTrades.where("Instrument=`ETH/USD`").update("TimestampBin = lowerBin(Timestamp, MINUTE)")

agg_list = [
    AggLast("CloseTime = Timestamp"),\
    AggFirst("OpenTime = Timestamp"),\
    AggMax("High = Price"),\
    AggMin("Low = Price"),
]

btcOHLC = btcBin.aggBy(agg_list, "TimestampBin").\
 join(btcBin,"CloseTime = Timestamp","Close = Price").\
 join(btcBin,"OpenTime = Timestamp","Open = Price")

ethOHLC = ethBin.aggBy(agg_list, "TimestampBin").\
 join(ethBin,"CloseTime = Timestamp","Close = Price").\
 join(ethBin,"OpenTime = Timestamp","Open = Price")

plotOHLC = ohlcPlot("BTC", btcOHLC, "TimestampBin", "Open", "High", "Low", "Close")\
   .chartTitle("BTC and ETC OHLC - Aug 22 2021")\
   .twinX()\
   .ohlcPlot("ETH", ethOHLC, "TimestampBin", "Open", "High", "Low", "Close")\
   .show()

btcBin

ethBin

btcOHLC

ethOHLC

plotOHLC

Related documentation

• How to use the Chart Builder
• How to create OHLC plots