ATR average true range by streak
Compares each session’s high-to-low range to the prior session’s period-N ATR and tags the day as exceeded or respected, then groups today’s outcome by what happened yesterday. Returns frequency and percentage breakdowns for the two yesterday totals (exceeded vs respected) plus the four yesterday-to-today transition combinations, with a per-day detail table. Configurable via period (default 14).
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"
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).
rolling window length used to compute the ATR baseline. outcomes are bucketed by whether each pair of consecutive sessions exceeded or respected their prior period-session ATR.
IANA timezone used to interpret all date and time parameters and to group sessions into calendar days. choose a value from the docs dropdown; defaults to America/New_York.
Africa/Abidjan, Africa/Accra, Africa/Addis_Ababa, Africa/Algiers, Africa/Asmara, Africa/Asmera, Africa/Bamako, Africa/Bangui, Africa/Banjul, Africa/Bissau, Africa/Blantyre, Africa/Brazzaville, Africa/Bujumbura, Africa/Cairo, Africa/Casablanca, Africa/Ceuta, Africa/Conakry, Africa/Dakar, Africa/Dar_es_Salaam, Africa/Djibouti, Africa/Douala, Africa/El_Aaiun, Africa/Freetown, Africa/Gaborone, Africa/Harare, Africa/Johannesburg, Africa/Juba, Africa/Kampala, Africa/Khartoum, Africa/Kigali, Africa/Kinshasa, Africa/Lagos, Africa/Libreville, Africa/Lome, Africa/Luanda, Africa/Lubumbashi, Africa/Lusaka, Africa/Malabo, Africa/Maputo, Africa/Maseru, Africa/Mbabane, Africa/Mogadishu, Africa/Monrovia, Africa/Nairobi, Africa/Ndjamena, Africa/Niamey, Africa/Nouakchott, Africa/Ouagadougou, Africa/Porto-Novo, Africa/Sao_Tome, Africa/Timbuktu, Africa/Tripoli, Africa/Tunis, Africa/Windhoek, America/Adak, America/Anchorage, America/Anguilla, America/Antigua, America/Araguaina, America/Argentina/Buenos_Aires, America/Argentina/Catamarca, America/Argentina/ComodRivadavia, America/Argentina/Cordoba, America/Argentina/Jujuy, America/Argentina/La_Rioja, America/Argentina/Mendoza, America/Argentina/Rio_Gallegos, America/Argentina/Salta, America/Argentina/San_Juan, America/Argentina/San_Luis, America/Argentina/Tucuman, America/Argentina/Ushuaia, America/Aruba, America/Asuncion, America/Atikokan, America/Atka, America/Bahia, America/Bahia_Banderas, America/Barbados, America/Belem, America/Belize, America/Blanc-Sablon, America/Boa_Vista, America/Bogota, America/Boise, America/Buenos_Aires, America/Cambridge_Bay, America/Campo_Grande, America/Cancun, America/Caracas, America/Catamarca, America/Cayenne, America/Cayman, America/Chicago, America/Chihuahua, America/Ciudad_Juarez, America/Coral_Harbour, America/Cordoba, America/Costa_Rica, America/Coyhaique, America/Creston, America/Cuiaba, America/Curacao, America/Danmarkshavn, America/Dawson, America/Dawson_Creek, America/Denver, America/Detroit, America/Dominica, America/Edmonton, America/Eirunepe, America/El_Salvador, America/Ensenada, America/Fort_Nelson, America/Fort_Wayne, America/Fortaleza, America/Glace_Bay, America/Godthab, America/Goose_Bay, America/Grand_Turk, America/Grenada, America/Guadeloupe, America/Guatemala, America/Guayaquil, America/Guyana, America/Halifax, America/Havana, America/Hermosillo, America/Indiana/Indianapolis, America/Indiana/Knox, America/Indiana/Marengo, America/Indiana/Petersburg, America/Indiana/Tell_City, America/Indiana/Vevay, America/Indiana/Vincennes, America/Indiana/Winamac, America/Indianapolis, America/Inuvik, America/Iqaluit, America/Jamaica, America/Jujuy, America/Juneau, America/Kentucky/Louisville, America/Kentucky/Monticello, America/Knox_IN, America/Kralendijk, America/La_Paz, America/Lima, America/Los_Angeles, America/Louisville, America/Lower_Princes, America/Maceio, America/Managua, America/Manaus, America/Marigot, America/Martinique, America/Matamoros, America/Mazatlan, America/Mendoza, America/Menominee, America/Merida, America/Metlakatla, America/Mexico_City, America/Miquelon, America/Moncton, America/Monterrey, America/Montevideo, America/Montreal, America/Montserrat, America/Nassau, America/New_York, America/Nipigon, America/Nome, America/Noronha, America/North_Dakota/Beulah, America/North_Dakota/Center, America/North_Dakota/New_Salem, America/Nuuk, America/Ojinaga, America/Panama, America/Pangnirtung, America/Paramaribo, America/Phoenix, America/Port-au-Prince, America/Port_of_Spain, America/Porto_Acre, America/Porto_Velho, America/Puerto_Rico, America/Punta_Arenas, America/Rainy_River, America/Rankin_Inlet, America/Recife, America/Regina, America/Resolute, America/Rio_Branco, America/Rosario, America/Santa_Isabel, America/Santarem, America/Santiago, America/Santo_Domingo, America/Sao_Paulo, America/Scoresbysund, America/Shiprock, America/Sitka, America/St_Barthelemy, America/St_Johns, America/St_Kitts, America/St_Lucia, America/St_Thomas, America/St_Vincent, America/Swift_Current, America/Tegucigalpa, America/Thule, America/Thunder_Bay, America/Tijuana, America/Toronto, America/Tortola, America/Vancouver, America/Virgin, America/Whitehorse, America/Winnipeg, America/Yakutat, America/Yellowknife, Antarctica/Casey, Antarctica/Davis, Antarctica/DumontDUrville, Antarctica/Macquarie, Antarctica/Mawson, Antarctica/McMurdo, Antarctica/Palmer, Antarctica/Rothera, Antarctica/South_Pole, Antarctica/Syowa, Antarctica/Troll, Antarctica/Vostok, Arctic/Longyearbyen, Asia/Aden, Asia/Almaty, Asia/Amman, Asia/Anadyr, Asia/Aqtau, Asia/Aqtobe, Asia/Ashgabat, Asia/Ashkhabad, Asia/Atyrau, Asia/Baghdad, Asia/Bahrain, Asia/Baku, Asia/Bangkok, Asia/Barnaul, Asia/Beirut, Asia/Bishkek, Asia/Brunei, Asia/Calcutta, Asia/Chita, Asia/Choibalsan, Asia/Chongqing, Asia/Chungking, Asia/Colombo, Asia/Dacca, Asia/Damascus, Asia/Dhaka, Asia/Dili, Asia/Dubai, Asia/Dushanbe, Asia/Famagusta, Asia/Gaza, Asia/Harbin, Asia/Hebron, Asia/Ho_Chi_Minh, Asia/Hong_Kong, Asia/Hovd, Asia/Irkutsk, Asia/Istanbul, Asia/Jakarta, Asia/Jayapura, Asia/Jerusalem, Asia/Kabul, Asia/Kamchatka, Asia/Karachi, Asia/Kashgar, Asia/Kathmandu, Asia/Katmandu, Asia/Khandyga, Asia/Kolkata, Asia/Krasnoyarsk, Asia/Kuala_Lumpur, Asia/Kuching, Asia/Kuwait, Asia/Macao, Asia/Macau, Asia/Magadan, Asia/Makassar, Asia/Manila, Asia/Muscat, Asia/Nicosia, Asia/Novokuznetsk, Asia/Novosibirsk, Asia/Omsk, Asia/Oral, Asia/Phnom_Penh, Asia/Pontianak, Asia/Pyongyang, Asia/Qatar, Asia/Qostanay, Asia/Qyzylorda, Asia/Rangoon, Asia/Riyadh, Asia/Saigon, Asia/Sakhalin, Asia/Samarkand, Asia/Seoul, Asia/Shanghai, Asia/Singapore, Asia/Srednekolymsk, Asia/Taipei, Asia/Tashkent, Asia/Tbilisi, Asia/Tehran, Asia/Tel_Aviv, Asia/Thimbu, Asia/Thimphu, Asia/Tokyo, Asia/Tomsk, Asia/Ujung_Pandang, Asia/Ulaanbaatar, Asia/Ulan_Bator, Asia/Urumqi, Asia/Ust-Nera, Asia/Vientiane, Asia/Vladivostok, Asia/Yakutsk, Asia/Yangon, Asia/Yekaterinburg, Asia/Yerevan, Atlantic/Azores, Atlantic/Bermuda, Atlantic/Canary, Atlantic/Cape_Verde, Atlantic/Faeroe, Atlantic/Faroe, Atlantic/Jan_Mayen, Atlantic/Madeira, Atlantic/Reykjavik, Atlantic/South_Georgia, Atlantic/St_Helena, Atlantic/Stanley, Australia/ACT, Australia/Adelaide, Australia/Brisbane, Australia/Broken_Hill, Australia/Canberra, Australia/Currie, Australia/Darwin, Australia/Eucla, Australia/Hobart, Australia/LHI, Australia/Lindeman, Australia/Lord_Howe, Australia/Melbourne, Australia/NSW, Australia/North, Australia/Perth, Australia/Queensland, Australia/South, Australia/Sydney, Australia/Tasmania, Australia/Victoria, Australia/West, Australia/Yancowinna, Brazil/Acre, Brazil/DeNoronha, Brazil/East, Brazil/West, CET, CST6CDT, Canada/Atlantic, Canada/Central, Canada/Eastern, Canada/Mountain, Canada/Newfoundland, Canada/Pacific, Canada/Saskatchewan, Canada/Yukon, Chile/Continental, Chile/EasterIsland, Cuba, EET, EST, EST5EDT, Egypt, Eire, Etc/GMT, Etc/GMT+0, Etc/GMT+1, Etc/GMT+10, Etc/GMT+11, Etc/GMT+12, Etc/GMT+2, Etc/GMT+3, Etc/GMT+4, Etc/GMT+5, Etc/GMT+6, Etc/GMT+7, Etc/GMT+8, Etc/GMT+9, Etc/GMT-0, Etc/GMT-1, Etc/GMT-10, Etc/GMT-11, Etc/GMT-12, Etc/GMT-13, Etc/GMT-14, Etc/GMT-2, Etc/GMT-3, Etc/GMT-4, Etc/GMT-5, Etc/GMT-6, Etc/GMT-7, Etc/GMT-8, Etc/GMT-9, Etc/GMT0, Etc/Greenwich, Etc/UCT, Etc/UTC, Etc/Universal, Etc/Zulu, Europe/Amsterdam, Europe/Andorra, Europe/Astrakhan, Europe/Athens, Europe/Belfast, Europe/Belgrade, Europe/Berlin, Europe/Bratislava, Europe/Brussels, Europe/Bucharest, Europe/Budapest, Europe/Busingen, Europe/Chisinau, Europe/Copenhagen, Europe/Dublin, Europe/Gibraltar, Europe/Guernsey, Europe/Helsinki, Europe/Isle_of_Man, Europe/Istanbul, Europe/Jersey, Europe/Kaliningrad, Europe/Kiev, Europe/Kirov, Europe/Kyiv, Europe/Lisbon, Europe/Ljubljana, Europe/London, Europe/Luxembourg, Europe/Madrid, Europe/Malta, Europe/Mariehamn, Europe/Minsk, Europe/Monaco, Europe/Moscow, Europe/Nicosia, Europe/Oslo, Europe/Paris, Europe/Podgorica, Europe/Prague, Europe/Riga, Europe/Rome, Europe/Samara, Europe/San_Marino, Europe/Sarajevo, Europe/Saratov, Europe/Simferopol, Europe/Skopje, Europe/Sofia, Europe/Stockholm, Europe/Tallinn, Europe/Tirane, Europe/Tiraspol, Europe/Ulyanovsk, Europe/Uzhgorod, Europe/Vaduz, Europe/Vatican, Europe/Vienna, Europe/Vilnius, Europe/Volgograd, Europe/Warsaw, Europe/Zagreb, Europe/Zaporozhye, Europe/Zurich, Factory, GB, GB-Eire, GMT, GMT+0, GMT-0, GMT0, Greenwich, HST, Hongkong, Iceland, Indian/Antananarivo, Indian/Chagos, Indian/Christmas, Indian/Cocos, Indian/Comoro, Indian/Kerguelen, Indian/Mahe, Indian/Maldives, Indian/Mauritius, Indian/Mayotte, Indian/Reunion, Iran, Israel, Jamaica, Japan, Kwajalein, Libya, MET, MST, MST7MDT, Mexico/BajaNorte, Mexico/BajaSur, Mexico/General, NZ, NZ-CHAT, Navajo, PRC, PST8PDT, Pacific/Apia, Pacific/Auckland, Pacific/Bougainville, Pacific/Chatham, Pacific/Chuuk, Pacific/Easter, Pacific/Efate, Pacific/Enderbury, Pacific/Fakaofo, Pacific/Fiji, Pacific/Funafuti, Pacific/Galapagos, Pacific/Gambier, Pacific/Guadalcanal, Pacific/Guam, Pacific/Honolulu, Pacific/Johnston, Pacific/Kanton, Pacific/Kiritimati, Pacific/Kosrae, Pacific/Kwajalein, Pacific/Majuro, Pacific/Marquesas, Pacific/Midway, Pacific/Nauru, Pacific/Niue, Pacific/Norfolk, Pacific/Noumea, Pacific/Pago_Pago, Pacific/Palau, Pacific/Pitcairn, Pacific/Pohnpei, Pacific/Ponape, Pacific/Port_Moresby, Pacific/Rarotonga, Pacific/Saipan, Pacific/Samoa, Pacific/Tahiti, Pacific/Tarawa, Pacific/Tongatapu, Pacific/Truk, Pacific/Wake, Pacific/Wallis, Pacific/Yap, Poland, Portugal, ROC, ROK, Singapore, Turkey, UCT, US/Alaska, US/Aleutian, US/Arizona, US/Central, US/East-Indiana, US/Eastern, US/Hawaii, US/Indiana-Starke, US/Michigan, US/Mountain, US/Pacific, US/Samoa, UTC, Universal, W-SU, WET, Zulu Response
Successful Response