computes the asian session range and counts sessions where intraday price first breaks the asian high or low, paired with daily candle color, and a per-day detail table. configurable via start_date, end_date, Tokyo start_time/end_time, and New York daily candle window bounds.
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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"
asian range session start time, HH:MM:SS, interpreted in Asia/Tokyo.
asian range session end time, HH:MM:SS, interpreted in Asia/Tokyo.
daily candle window start time, HH:MM:SS, interpreted in America/New_York.
daily candle window end time, HH:MM:SS, interpreted in America/New_York.
intraday candle granularity used for the calculation. accepted values: 1min, 5min, 15min, 30min, 1hour. route-specific defaults are shown in the default field.
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