docs(history): clarify that channel choice affects OHLC candle values#3786
docs(history): clarify that channel choice affects OHLC candle values#3786aditya520 wants to merge 1 commit into
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Add a warning callout and worked example (MSFT, 2026-05-29) showing how different channels produce different candle highs/lows due to sampling rate differences. Helps users pick the right channel for settlement, backtesting, and exact-price workflows. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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| | Channel | Candle high | | ||
| | ---------------------------------- | ----------- | | ||
| | `real_time` / `fixed_rate@50ms` | `450.01` | |
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🟡 Example candle high (450.01) contradicts the sample price data (max 450.00000)
The worked example at lines 134–139 lists four specific prices "published around market close" on fixed_rate@50ms, the highest being 450.00000. However, the candle high table at line 145 claims the real_time / fixed_rate@50ms candle high is 450.01 — a value that exceeds every price shown in the sample data. This is internally contradictory: a candle high cannot exceed the maximum published price within the window. Either the sample data table is missing rows that include a 450.01 tick, or the candle high should be 450.00000 (or 450.00). As written, the example will confuse developers trying to learn how channel resolution affects candle values, which undermines the purpose of the new documentation.
Prompt for agents
The candle high for real_time / fixed_rate@50ms is listed as 450.01 but the sample data table (lines 134-139) only shows prices up to 450.00000. These must be reconciled: either add the missing price tick(s) that produced the 450.01 high to the sample data table, or correct the candle high to match the data shown (e.g. 450.00). The explanation paragraph at lines 149-152 may also need updating depending on which values are corrected.
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Summary
<Callout type="warn">near the base URL section explaining that{channel}materially affects both/{channel}/priceand/{channel}/historyresults.pyth_lazer_id=1292, 2026-05-29) showing how the 15:59 one-minute candle high differs acrossreal_time/fixed_rate@50ms,fixed_rate@200ms, andfixed_rate@1000ms.history.mdx. No API or code changes.Context: [[i-ctkicqtd]]