asian range breakout by close
computes the asian session range and identifies the first intraday candle that closes above the asian high or below the asian low, then compares to the daily close. configurable via start_date, end_date, Tokyo start_time/end_time, and New York daily candle window bounds.
Authorizations
Use your Edgeful API key as the bearer token. In the API Reference authorization drawer, paste only the key (for example, ef_live_<random>).
Path Parameters
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"
Query Parameters
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.
Response
Successful Response