detects outside days driven by an intraday volatility spike beyond the prior session’s high or low, then measures how often price reverses back into the prior range. spike magnitude filtered via max_spike_threshold, with a per-day detail table.
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"
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"
excludes days whose adverse spike (in percent) meets or exceeds this value; 0 includes all days.
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