# How to Get C5Game Intraday Price History

> `POST /v1/prices/history` returns C5Game intraday ask and bid OHLC at `5m`,
> `30m`, `1h`, or `1d`, with the last active listing count and the observations
> that formed each candle.

C5Game asks and bids come from independent collection passes. Intraday analysis
therefore needs a quote-quality check before the two closing prices are turned
into a spread.

## C5Game OHLC data

Coverage begins December 24, 2025. Each returned C5Game source object can
include:

| Field group | Meaning |
| --- | --- |
| Ask OHLC | First, highest, lowest, and last ask in the bucket |
| Bid OHLC | First, highest, lowest, and last bid when available |
| `ask_volume` | Last active listing count in the bucket |
| `sample_count` | Number of underlying observations |
| `open_time`, `close_time` | Actual first and last observation timestamps |

C5Game has no `bid_volume`. Missing buy-order depth is unknown and should not
be represented as zero.

The maximum query span depends on interval: 14 days at `5m`, 90 days at `30m`,
365 days at `1h`, and unlimited at `1d`.

## Query and classify the closes

Request up to 100 exact `market_hash_name` values, choose the date range and
interval, and set `sources` to `c5game`. Resolved items appear under `items`;
invalid or unavailable names can appear in `errors[]` without discarding the
successful results.

Treat a bucket as a usable two-sided close only when `close_ask` and
`close_bid` are positive and `close_bid <= close_ask`. A missing bid produces
an ask-only candle. A crossed close should remain excluded from spread and
exit-price calculations.

Keep `sample_count`, `open_time`, and `close_time` with the price series. A
bucket labeled `1h` can still contain a limited real observation window.
See the [price-history reference](/docs/api-reference/prices-history) for the
complete per-source object.

## Applicable endpoint

| Endpoint | Returns | Plans |
| --- | --- | --- |
| `POST /v1/prices/history` | C5Game ask and bid OHLC since December 24, 2025 | Scale, Enterprise |

## Intraday limits

- The aligned `bucket` is the UTC interval start. It is not the timestamp of
  the first C5Game observation; use `open_time` for that.
- A non-crossed pair is still not guaranteed to be a simultaneous C5Game
  orderbook observation because the source sides are collected independently.
- `ask_volume` is the last listing count, not completed-sale volume or the
  number of listings added during the candle.
- Use [long-term C5Game price history](/resources/how-to-get-c5game-price-history)
  when archive coverage from 2023 matters more than intraday OHLC.