Consolidated cross-exchange OHLCV candles for a symbol (all four venues' trades merged onto one timeline). Answers: "Show me BTC 1h candles", "What's the 24h range?". Use for stop placement, position sizing (ATR), R:R and realized-volatility math — the exact-candle complement to get_market_state's approximate price block. Intervals: 5m, 15m, 1h, 4h, 1d (default 1h); limit 1..=200 candles (default 100), oldest first. The consolidated tape holds 31 days, so limit × interval must fit inside it: 1d ≤ 31, 4h ≤ 186, 1h and finer reach the full 200 — beyond that is an error, not a clamp. ZEC and ENA keep a 14-day tape that started filling when they were added, so their longer windows return fewer candles than asked — count what comes back. The NEWEST candle may be partial:true (bucket still forming) — exclude it from ATR/RV math. Fields: t = bucket open epoch ms, o/h/l/c = USD, v = traded volume in BASE units (BTC, ETH, ...), NOT USD — multiply by price for approximate notional. delta = taker-buy minus taker-sell volume inside the candle, BASE units like v (positive = net aggressive buying); the running sum of delta over the returned candles is the CVD of that window. Read-only.
