We received multiple timeframe requests for the OHLC data. The standards are varying across 1m, 15m, 30m, 1hr and so on. Since this required most users to save the data using custom code, we decided to roll up our upcoming implementation library with code snippets and a how-to video that can solve for any timeframe easily. By any, I mean any!
Losing this has also allowed us to increase the number of instrument subscriptions on a single socket. And we see this as a more impactful benefit. Hence the OHLC timeframes were removed and we’ll be issuing a small snippet of code with which you’ll be able to consume the data as you desire.