Use GET /v1/companies/{company_ref}/chart for company and listed-fund price charts. company_ref accepts an NGX ticker such as DANGCEM or VETBANK, or a Rangler company UUID.
The same route handles exchange-traded funds and returns asset_type: "fund" for them. See ETF market data for ETF discovery, linked fund/company IDs, factsheets, and thin-trading behavior.
Choose a range
Use a named period when you need a rolling window:
- one day (
1d) — intraday, see below
- one week (
1w)
- one month (
1m)
- three months (
3m)
- year to date (
ytd)
- one year (
1y)
- all available history (
all)
The API reference selector shows these seven primary values. Older integrations may
continue sending 7d, 30d, 90d, 6m, 5y, or max; they remain accepted but
are not offered to new integrations in the selector.
Use inclusive from and to dates for an exact range. An explicit from date overrides period.
Intraday
period=1d returns every intraday observation rather than a single daily close. It
requires format=detailed because the line and ohlcv formats are keyed by date.
When the current market day has no observations yet, the named one-day request
returns the latest available session. Check as_of_date and the coverage dates to
identify the session represented by the response.
Observations run from 09:30 to 16:00 West Africa Time at roughly five-minute spacing,
so the window opens half an hour after the exchange does.
One-week requests remain daily by default, so existing integrations do not need to
change. To request the optional hourly one-week series for a company, add
interval=hourly and use format=detailed:
Use each point’s timestamp as its chart key because an hourly response contains
multiple observations with the same date. The hourly option is not currently
available for listed funds.
coverage.frequency and coverage.freshness are intraday for one-day and hourly
one-week responses. Daily responses use daily and end_of_day respectively.
Paid access returns every observation Rangler has for the requested range. Rangler does not shorten chart history according to the paid package.
Detailed data
format=detailed is the default. Each point includes date, timestamp, OHLCV fields where available, value_traded, vwap, trade_count, daily change, and candle_ready.
Percentage changes are fractional: 0.05 means 5%.
Line data
Use format=line for compact [date, close] points. Line responses retain older close-only history.
Map the response into the object shape expected by your line-chart library:
Render candlesticks safely
Use format=ohlcv for compact [date, open, high, low, close, volume] arrays.
The OHLCV response contains only usable candles. Rangler omits a date when a required field is missing or non-positive, when the high and low cannot contain the open and close, or when the candle close does not agree with the close-history value for that date. The response reports the number in coverage.omitted_incomplete_candles.
This prevents chart libraries from interpreting a missing or broken value as zero. A bad daily row also cannot replace a valid close in the longer line series. Use format=line if you need every available close.
Check coverage and freshness
Every response includes a coverage block:
This example shows DANGCEM with period=max&format=ohlcv using production data audited on August 23, 2026. Coverage varies by company and grows as new observations are ingested. Use the block returned with each response rather than hard-coding these values.
These are unadjusted prices. The one-day and optional hourly one-week series are
delayed rather than live. Other requests return end-of-day observations. Do not
describe these as real-time quotes or use them as a split-adjusted total-return
series.
