market session breakout by size
Counts how often the second session breaks one side, both sides, or neither - bucketed by the size of the first session range as a percentage of session 1 low. Uses fixed buckets (0-0.99%, 1-1.99%, 2-2.99%, 3-3.99%, >4%) plus an optional custom range. Configurable via session windows, seperate_days, days_to_use, and custom_size_start/custom_size_end.
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. session 1 defines the reference range whose size buckets breakouts.
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 breakouts 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 lower bound of a custom session-1 size bucket. pair with custom_size_end to isolate sessions whose range falls within a specific band.
inclusive upper bound of the custom session-1 size bucket. pair with custom_size_start.
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"
weekday filter limiting the calculation to specific sessions (e.g., ['Monday', 'Friday']). defaults to all weekdays.
Response
Successful Response