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GET
/
report_calculation
/
market-session-correlation-by-size
/
{market_type}
/
{ticker}
cURL
curl --request GET \
  --url 'https://api.edgeful.com/report_calculation/market-session-correlation-by-size/<market_type>/<ticker>?session1_name=<session1_name>&session2_name=<session2_name>&start_date=<start_date>&end_date=<end_date>' \
  --header 'Authorization: Bearer <api-key>'
{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>",
      "input": "<unknown>",
      "ctx": {}
    }
  ]
}

Authorizations

​
Authorization
string
header
required

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
string
required

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).

Examples:

"SPY"

"EURUSD"

"BTCUSD"

"ES"

​
market_type
enum<string>
required

market venue for the ticker. one of: forex, futures, crypto, stock. determines supported symbols and whether session-based intraday aggregation is available.

Available options:
forex,
futures,
crypto,
stock
Examples:

"stock"

"forex"

Query Parameters

​
session1_name
string
required

display label for session 1 used in the response payload (e.g., Asian, London).

​
session2_name
string
required

display label for session 2 used in the response payload (e.g., NY, Rest of Day).

​
session1_start_time
string

session 1 start time, HH:MM:SS, interpreted in session1_timezone.

​
session1_end_time
string

session 1 end time, HH:MM:SS, interpreted in session1_timezone.

​
session1_timezone
string
default:America/New_York

IANA timezone used to interpret session 1 times. defaults to America/New_York.

​
session2_start_time
string

session 2 start time, HH:MM:SS, interpreted in session2_timezone.

​
session2_end_time
string

session 2 end time, HH:MM:SS, interpreted in session2_timezone.

​
session2_timezone
string
default:America/New_York

IANA timezone used to interpret session 2 times. defaults to America/New_York.

​
seperate_days
boolean
default:false

when true, treats session 1 and session 2 as falling on separate calendar days; when false, both sessions belong to the same calendar day.

​
performance
string
default:close

color basis for each session. close uses the close-to-close change; any other value uses the open-to-close change.

​
custom_size_start
number
default:0

inclusive lower bound of the session-1 size band, expressed as a multiple of the session-1 ADR.

​
custom_size_end
number
default:2

inclusive upper bound of the session-1 size band, expressed as a multiple of the session-1 ADR.

​
days_to_use
any[]

weekday filter limiting the calculation to specific sessions (e.g., ['Monday', 'Friday']). defaults to all weekdays.

​
start_date
string
required

inclusive start date, YYYY-MM-DD, interpreted in the request timezone. sessions on or after this date are included in the calculation.

Example:

"2024-01-01"

​
end_date
string
required

inclusive end date, YYYY-MM-DD, interpreted in the request timezone. sessions on or before this date are included in the calculation.

Example:

"2024-12-31"

Response

Successful Response