# Candles

Retrieve a mutual fund's NAV (net asset value) OHLC series.

## Making Requests

Use the `candles()` method on the `funds` resource, built with `FundCandlesRequest`. Funds report NAV, not traded volume, so there is **no volume column**, and only daily-and-coarser resolutions are available (no intraday).

```java
FundCandlesResponse candles(FundCandlesRequest request)
CompletableFuture<FundCandlesResponse> candlesAsync(FundCandlesRequest request)
```

### FundCandlesRequest

```java
FundCandlesRequest.of(FundResolution resolution, String symbol)
FundCandlesRequest.builder(FundResolution resolution, String symbol)
    .date(LocalDate date)        // a single day
    .from(LocalDate from)        // window start (inclusive)
    .to(LocalDate to)            // window end (exclusive)
    .countback(int n)            // N candles before `to`
    .build()
```

### FundResolution

A value type for the candle interval — daily and coarser only:

```java
FundResolution.DAILY     // also WEEKLY, MONTHLY, YEARLY
FundResolution.days(1)
FundResolution.weeks(1)
FundResolution.of("D")   // any raw wire token
```

#### Returns

`FundCandlesResponse` wrapping `List<FundCandle>`:

```java
public record FundCandle(
    @Nullable ZonedDateTime time,   // bar opening moment (America/New_York)
    @Nullable Double open,          // NAV at open
    @Nullable Double high,
    @Nullable Double low,
    @Nullable Double close)         // NAV at close — note: no volume
```

## Examples

### Java

```java
import com.marketdata.sdk.MarketDataClient;
import com.marketdata.sdk.funds.FundCandle;
import com.marketdata.sdk.funds.FundCandlesRequest;
import com.marketdata.sdk.funds.FundResolution;
import java.time.LocalDate;

try (MarketDataClient client = new MarketDataClient()) {
  var candles = client.funds().candles(
      FundCandlesRequest.builder(FundResolution.DAILY, "VFINX")
          .from(LocalDate.now().minusWeeks(2))
          .to(LocalDate.now())
          .build());

  for (FundCandle bar : candles.values()) {
    System.out.printf("%s  O=%.2f H=%.2f L=%.2f C=%.2f%n",
        bar.time(), bar.open(), bar.high(), bar.low(), bar.close());
  }
}
```

### Kotlin

```kotlin
import com.marketdata.sdk.MarketDataClient
import com.marketdata.sdk.funds.FundCandlesRequest
import com.marketdata.sdk.funds.FundResolution
import java.time.LocalDate

MarketDataClient().use { client ->
    val candles = client.funds().candles(
        FundCandlesRequest.builder(FundResolution.DAILY, "VFINX")
            .from(LocalDate.now().minusWeeks(2))
            .to(LocalDate.now())
            .build())

    for (bar in candles.values()) {
        println("${bar.time()} close=${bar.close()}")
    }
}
```