measures how deeply intraday price pulls back into the opening range after breaking the ORB high or low, bucketed by configurable retracement levels. returns counts and percentages of sessions reaching each level. configurable via orb_period, opening_range_size, breakout_criteria, and level_one, level_two, level_three.
Documentation Index
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Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
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"
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"
length of the opening range window measured from the session open (e.g., 5min, 15min, 30min).
required intraday session start time, HH:MM:SS, interpreted in the request timezone. use the session preset that matches the market and trading session you want to analyze.
"09:30:00"
"08:00:00"
required intraday session end time, HH:MM:SS, interpreted in the request timezone. use the session preset that matches the market and trading session you want to analyze.
"16:00:00"
"17:00:00"
opening-range size bucket used to filter sessions; ANY includes all sizes.
0, 1, 2, 3, 4, 5 rule used to confirm an ORB breakout; wick accepts a wick touch, close requires a candle close beyond the level.
first retracement level back into the ORB range, expressed as a fraction of ORB size.
second retracement level back into the ORB range, expressed as a fraction of ORB size.
third retracement level back into the ORB range, expressed as a fraction of ORB size.
intraday candle granularity used for the calculation. accepted values: 1min, 5min, 15min, 30min, 1hour. route-specific defaults are shown in the default field.
required IANA timezone used to interpret the requested intraday session window and group sessions into calendar days.
"America/New_York"
"Europe/London"
"Asia/Tokyo"
Successful Response