market session breakout by levels
Computes the session 1 range, then counts how often session 2 reaches each of 8 breakout levels above the session 1 high (0.5x to 4.0x of range) and 8 breakdown levels below the session 1 low (-0.5x to -4.0x). Returns per-level counts and percentages plus a per-day detail table with max bullish and bearish levels reached. Configurable via session windows, breakout and breakdown level multipliers, seperate_days (compare session 1 to next-day session 2), and days_to_use (weekday filter).
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
session 1 start time, HH:MM:SS, interpreted in session1_timezone. defines the range whose high and low anchor the breakout/breakdown levels.
session 1 end time, HH:MM:SS, interpreted in session1_timezone.
IANA timezone used to interpret session 1 times. defaults to America/New_York.
session 2 start time, HH:MM:SS, interpreted in session2_timezone. session 2 is the window where level interactions are measured.
session 2 end time, HH:MM:SS, interpreted in session2_timezone.
IANA timezone used to interpret session 2 times. defaults to America/New_York.
when true, treats session 1 and session 2 as falling on separate calendar days; when false, both sessions belong to the same calendar day.
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"
first upside level above session 1 high, expressed as a multiple of the session 1 range.
second upside level above session 1 high, as a multiple of the session 1 range.
third upside level above session 1 high, as a multiple of the session 1 range.
fourth upside level above session 1 high, as a multiple of the session 1 range.
fifth upside level above session 1 high, as a multiple of the session 1 range.
sixth upside level above session 1 high, as a multiple of the session 1 range.
seventh upside level above session 1 high, as a multiple of the session 1 range.
eighth upside level above session 1 high, as a multiple of the session 1 range.
first downside level below session 1 low, expressed as a negative multiple of the session 1 range.
second downside level below session 1 low, as a negative multiple of the session 1 range.
third downside level below session 1 low, as a negative multiple of the session 1 range.
fourth downside level below session 1 low, as a negative multiple of the session 1 range.
fifth downside level below session 1 low, as a negative multiple of the session 1 range.
sixth downside level below session 1 low, as a negative multiple of the session 1 range.
seventh downside level below session 1 low, as a negative multiple of the session 1 range.
eighth downside level below session 1 low, as a negative multiple of the session 1 range.
weekday filter limiting the calculation to specific sessions (e.g., ['Monday', 'Friday']). when omitted, all weekdays are included.
Response
Successful Response