computes the opening range from the first bars of the session and measures how far intraday price extends beyond the ORB high or low in multiples of ORB size. returns hit counts at each configurable breakout and breakdown level. configurable via orb_period, breakout_criteria, ORB size band, and per-level thresholds.
Documentation Index
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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"
length of the opening range window measured from the session open (e.g., 5min, 15min, 30min).
required intraday session start time, HH:MM:SS, interpreted in the request timezone. use the session preset that matches the market and trading session you want to analyze.
"09:30:00"
"08:00:00"
required intraday session end time, HH:MM:SS, interpreted in the request timezone. use the session preset that matches the market and trading session you want to analyze.
"16:00:00"
"17:00:00"
lower bound of the ORB-size range (in ORB-size units) used to filter sessions.
upper bound of the ORB-size range (in ORB-size units) used to filter sessions.
rule used to confirm a level hit; wick accepts a wick touch, close requires a candle close beyond the level.
which direction to include; all, breakout (above ORB high), or breakdown (below ORB low).
extension level 1 above the ORB high, expressed as a multiple of the ORB size.
extension level 2 above the ORB high, expressed as a multiple of the ORB size.
extension level 3 above the ORB high, expressed as a multiple of the ORB size.
extension level 4 above the ORB high, expressed as a multiple of the ORB size.
extension level 5 above the ORB high, expressed as a multiple of the ORB size.
extension level 6 above the ORB high, expressed as a multiple of the ORB size.
extension level 7 above the ORB high, expressed as a multiple of the ORB size.
extension level 8 above the ORB high, expressed as a multiple of the ORB size.
extension level 1 below the ORB low, expressed as a negative multiple of the ORB size.
extension level 2 below the ORB low, expressed as a negative multiple of the ORB size.
extension level 3 below the ORB low, expressed as a negative multiple of the ORB size.
extension level 4 below the ORB low, expressed as a negative multiple of the ORB size.
extension level 5 below the ORB low, expressed as a negative multiple of the ORB size.
extension level 6 below the ORB low, expressed as a negative multiple of the ORB size.
extension level 7 below the ORB low, expressed as a negative multiple of the ORB size.
extension level 8 below the ORB low, expressed as a negative multiple of the ORB size.
optional list of weekdays (e.g., Monday, Friday) to include; all weekdays are used when omitted.
intraday candle granularity used for the calculation. accepted values: 1min, 5min, 15min, 30min, 1hour. route-specific defaults are shown in the default field.
required IANA timezone used to interpret the requested intraday session window and group sessions into calendar days.
"America/New_York"
"Europe/London"
"Asia/Tokyo"
Successful Response