Open, High, Low, Close (OHLC)

The Open, High, Low and Close (OHLC) plot typically shows 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

Open, High, Low and Close Plots can be created using data from tables or arrays.

Creating a OHLC Plot using Data from a Table

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

.ohlcPlot("SeriesName", source, "Time", "Open", "High", "Low", "Close").show()

ohlcPlot is the method used to create an OHLC chart.
"SeriesName" 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.
"Time" 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.

tOHLC = db.t("LearnDeephaven","EODTrades")
     .where("Ticker=`AAPL`", "ImportDate=`2017-11-01`", "inRange(EODTimestamp, '2017-06-01T12:00 NY', '2017-07-31T12:00 NY')")

plotOHLC = ohlcPlot("AAPL", tOHLC, "EODTimestamp", "Open", "High", "Low", "Close")
    .xBusinessTime()
    .lineStyle(lineStyle(2))
    .chartTitle("AAPL OHLC - June-July 2017")
    .show()

from deephaven import Plot

tOHLC = db.t("LearnDeephaven","EODTrades")\
    .where("Ticker=`AAPL`", "ImportDate=`2017-11-01`", "inRange(EODTimestamp, '2017-06-01T12:00 NY', '2017-07-31T12:00 NY')")

plotOHLC = Plot.ohlcPlot("AAPL", tOHLC, "EODTimestamp", "Open", "High", "Low", "Close")\
    .xBusinessTime()\
    .lineStyle(Plot.lineStyle(2))\
    .chartTitle("AAPL OHLC - June-July 2017")\
    .show()

This query plots the OHLC chart as follows:

plotOHLC is the name of the variable that will hold the chart.
ohlcPlot is the method.
"AAPL" is the name of the series to be used in the chart.
tOHLC is the table from which our data is being pulled.
EODTimestamp 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.
xBusinessTime() limits the date to business days only.
lineStyle() and chartTitle() provide component formatting to the table. 2 refers to line width.

Creating an OHLC Plot using Data from an Array

When data is sourced from an array, the following syntax can be used:

.ohlcPlot("SeriesName",[Time], [Open], [High], [Low], [Close]).show()

ohlcPlot is the method used to create an OHLC chart.
"SeriesName" is the name (as a string) you want to use to identify the series on the chart itself.
[Time] is the array containing the data to be used for the X axis.
[Open] is the array containing the data to be used for the opening price.
[High] is the array containing the data to be used for the highest price.
[Low] is the array containing the data to be used for the lowest price.
[Close] is the array containing the data to be used for the closing price.
show tells Deephaven to draw the plot in the console.

OHLC Plots with 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:

t2OHLC = db.t("LearnDeephaven","EODTrades")
    .where("Ticker in `AAPL`, `MSFT`", "ImportDate=`2017-11-01`", "inRange(EODTimestamp, '2017-06-01T12:00 NY', '2017-07-31T12:00 NY')")

plotOHLC2 = ohlcPlot("AAPL", t2OHLC.where("Ticker = `AAPL`"),"EODTimestamp","Open","High","Low","Close")
    .lineStyle(lineStyle(2))
    .twinX()
    .ohlcPlot("MSFT", t2OHLC.where("Ticker = `MSFT`"),"EODTimestamp","Open","High","Low","Close")
    .xBusinessTime()
    .lineStyle(lineStyle(2))
    .chartTitle("AAPL vs MSFT OHLC - June-July 2017")
    .show()

from deephaven import Plot

t2OHLC = db.t("LearnDeephaven","EODTrades")\
    .where("Ticker in `AAPL`, `MSFT`", "ImportDate=`2017-11-01`", "inRange(EODTimestamp, '2017-06-01T12:00 NY', '2017-07-31T12:00 NY')")

plotOHLC2 = Plot.ohlcPlot("AAPL", t2OHLC.where("Ticker = `AAPL`"), "EODTimestamp", "Open", "High", "Low", "Close")\
    .lineStyle(Plot.lineStyle(2))\
    .twinX()\
    .ohlcPlot("MSFT", t2OHLC.where("Ticker = `MSFT`"), "EODTimestamp", "Open", "High", "Low", "Close")\
    .xBusinessTime()\
    .lineStyle(Plot.lineStyle(2))\
    .chartTitle("AAPL vs MSFT OHLC - June-July 2017")\
    .show()