Hi, I'm currently in conception and have no code. Before starting with code I'm trying to figure out how OHLCV data is being generated. I already know how it would be possible to convert OHLCV into historic ticker data (like this format: https://cex.io/api/trade_history/ATOM/EUR containing array of amount, time, order-type and price). But to create OHLCV for todays trades I would require to understand when the "snapshots" for OHLCV are created or if the entries are an agregation of multiple trades done for a given time-frame.

It doesn't make any sense to start any coding without concept here.