asian range breakout by weekday
Computes the Asian session range and, for each weekday, counts how often intraday price first CLOSES above the Asian high vs below the Asian low and pairs that direction with the daily candle color (green if close >= open, red if close < open). Returns per-weekday frequencies and percentages for closed-above / closed-below outcomes and their green/red splits, plus a per-day detail table. Configurable via Tokyo start_time/end_time, New York candle_start_time/candle_end_time, and timeframe (default 15min); weekday coverage depends on market_type (Mon-Sun for crypto, Mon-Fri otherwise).
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