Data Sources

Use subscribe(...) at top level to attach market data to your script.

Subscribe

subscribe(source)
subscribe(source, { exchange?: string, symbol?: string, timeframe?: number | string, bucket?: number })
subscribe(source, exchange, symbol)

Use the options-object form whenever you need a custom timeframe, when you want to override exchange and symbol in the same call, or when you want to select a VD/CVD bucket.

Pass one of the data.* constants as the source:

Common Rules

• subscribe() is top-level only.
• Duplicate subscriptions are reused.
• Aggregated exchange keys like "binance:bybit" are normalized for keying.
• Scalar reads that are out of range return NaN.
• BOOK and VOLUME native helpers may return null; guard them before reading properties.

Data Retention

Retention is tracked per subscription.

• Free plan: 10,000 retained bars for data.OHLCV, data.OI, data.VD, data.CVD, data.STAT, and data.VOLUME
• Free plan: 5,000 retained bars for data.BOOK
• Pro: 20,000 retained bars for non-BOOK sources
• Pro: 10,000 retained bars for data.BOOK
• If a TA period exceeds retained history, the runtime warns and uses the available window.

Exchange Aggregation

All scripting data sources except data.OHLCV support aggregated exchange strings.

• data.OHLCV: single exchange only
• data.OI, data.VD, data.CVD, data.STAT, data.BOOK, data.VOLUME: aggregated exchanges supported

Use a colon-separated exchange string such as "binancef:bybitf", or build one with agg(...):

const ex = agg("bybitf", "binancef")
const oi = subscribe(data.OI, { exchange: ex })

agg(...) sorts and deduplicates exchange ids for you, so agg("bybitf", "binancef", "bybitf") returns "binancef:bybitf".

Offsets

Most accessors accept offset?:

• 0 (default) = current bar
• 1 = previous bar
• 2 = two bars ago

Offsets are always evaluated on that subscription's own clock:

• htf.close(1) means the previous higher-timeframe bar
• htf.unix(1) means the previous higher-timeframe bar timestamp

Higher Timeframes

//@version=2
indicator("Higher Timeframe Subscription", false)
const htf = subscribe(data.OHLCV, { timeframe: "1h" })

function onBar(index) {
  plot("HTF Close", htf.close(), { color: color.blue })
}

options.timeframe accepts either:

• a positive integer number of seconds, such as 3600
• a timeframe string such as 5m, 1h, 4h, 1D, 1W, 3M, or 1Y

Rules and behavior:

• Requested timeframes must be greater than or equal to the script/chart timeframe.
• Lower-timeframe requests return inert accessors and emit a warning.
• Calendar-based timeframes (W, M, Y) align to UTC calendar boundaries.
• While a higher-timeframe bar is still active, accessors such as htf.close() keep returning that current higher-timeframe value on each lower-timeframe script bar.

Derived Series with calc

subscription.calc(fn) -> numericSeries | objectSnapshotSeries

calc(fn) is top-level only. The callback receives the same accessor type as the parent subscription and runs on the subscription's own clock. Return either a number or a flat object of numbers; use NaN for missing numeric values.

//@version=2
indicator("HTF EMA", false)

const htf = subscribe(data.OHLCV, { timeframe: "1h" })
const htfEma = htf.calc(src => ta.ema(src.close(), 20))

function onBar(index) {
  plot("HTF Close", htf.close(), { color: color.blue })
  plot("HTF EMA", htfEma(), { color: color.orange })
}

Inside calc(fn):

• plotting is not allowed
• entities are not allowed
• log() is not allowed
• indicator(), subscribe(), and input.*() are not allowed
• chart-bar helpers such as unix(), barIndex(), and barCount() are not allowed

Source Pages

• OHLCV
• OI
• VD
• CVD
• STAT
• BOOK
• VOLUME