counts how often a session exceeds or respects the prior session’s period-N ADR baseline conditioned on whether the previous session itself exceeded or respected its ADR. returns frequency and percentage breakdowns for each yesterday-today combination and a per-day detail table. configurable via period (rolling window length used to compute the ADR baseline; default 5).
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Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
ticker symbol. format varies by market_type: stocks use a plain symbol (e.g., SPY), forex uses a 6-character pair (e.g., EURUSD), crypto uses a contract pair (e.g., BTCUSD), futures uses the root symbol (e.g., ES).
"SPY"
"EURUSD"
"BTCUSD"
"ES"
market venue for the ticker. one of: forex, futures, crypto, stock. determines supported symbols and whether session-based intraday aggregation is available.
forex, futures, crypto, stock "stock"
"forex"
inclusive start date, YYYY-MM-DD, interpreted in the request timezone. sessions on or after this date are included in the calculation.
"2024-01-01"
inclusive end date, YYYY-MM-DD, interpreted in the request timezone. sessions on or before this date are included in the calculation.
"2024-12-31"
optional session start time, HH:MM:SS, interpreted in the request timezone. omit together with end_time to use daily OHLC data. provide together with end_time to aggregate intraday bars into a custom session (forex, futures, and crypto only; ignored for stocks).
optional session end time, HH:MM:SS, interpreted in the request timezone. omit together with start_time to use daily OHLC data. provide together with start_time to aggregate intraday bars into a custom session (forex, futures, and crypto only; ignored for stocks).
rolling window length used to compute the ADR baseline. outcomes are bucketed by whether each pair of consecutive sessions exceeded or respected their prior period-session ADR.
IANA timezone used to interpret all date and time parameters and to group sessions into calendar days. defaults to America/New_York.
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