counts sessions where intraday price extends past the prior day high or low to configurable retracement and extension levels of the prior day range. returns per-level break counts, percentages, and a per-day detail table with the maximum bullish and bearish levels reached. configurable via range_size (prior range bucket), day_type (breakout/breakdown/double), and breakout_criteria (wick or close).
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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).
size filter for the prior session's range relative to ADR. any includes all prior sessions; other values restrict to specific size buckets.
0, 1, 2, 3, 4, 5 filter for the current session direction. one of: all, breakout (broke prior high), breakdown (broke prior low), or double (broke both).
price criterion that registers a level hit. wick counts a hit when the session high or low touches the level; close counts a hit only when the session closes beyond it.
first upside level above the prior session high, as a multiple of the prior session range.
second upside level above the prior session high, as a multiple of the prior session range.
third upside level above the prior session high, as a multiple of the prior session range.
fourth upside level above the prior session high, as a multiple of the prior session range.
fifth upside level above the prior session high, as a multiple of the prior session range.
sixth upside level above the prior session high, as a multiple of the prior session range.
seventh upside level above the prior session high, as a multiple of the prior session range.
eighth upside level above the prior session high, as a multiple of the prior session range.
first downside level below the prior session low, as a negative multiple of the prior session range.
second downside level below the prior session low, as a negative multiple of the prior session range.
third downside level below the prior session low, as a negative multiple of the prior session range.
fourth downside level below the prior session low, as a negative multiple of the prior session range.
fifth downside level below the prior session low, as a negative multiple of the prior session range.
sixth downside level below the prior session low, as a negative multiple of the prior session range.
seventh downside level below the prior session low, as a negative multiple of the prior session range.
eighth downside level below the prior session low, as a negative multiple of the prior session range.
weekday filter limiting the calculation to specific sessions (e.g., ['Monday', 'Friday']). when omitted, all weekdays are included.
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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