computes the asian session range and measures how far subsequent session price extends beyond the asian high or low. reports average and maximum extension percentages with a per-day detail table. configurable via start_date, end_date, and session windows.
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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"
session 1 (asian session) start time, HH:MM:SS, interpreted in session1_timezone. defines the asian-range window whose high and low subsequent price is measured against.
session 1 (asian session) end time, HH:MM:SS, interpreted in session1_timezone.
session 2 (rest-of-day) start time, HH:MM:SS, interpreted in session2_timezone. the high and low of this session are compared to the asian range.
session 2 (rest-of-day) end time, HH:MM:SS, interpreted in session2_timezone.
IANA timezone used to interpret session 1 times. defaults to America/New_York.
IANA timezone used to interpret session 2 times. defaults to America/New_York.
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"
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