session range by weekday standard
Calculates the average daily range (high minus low) for the Tokyo, London, and New York sessions, grouped by weekday. Returns per-weekday session averages and a per-day breakdown with all three session ranges - used to size profit targets and stops to the typical range of the session and weekday being traded.
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"
session 1 start time, HH:MM:SS, interpreted in Asia/Tokyo.
session 1 end time, HH:MM:SS, interpreted in Asia/Tokyo.
session 2 start time, HH:MM:SS, interpreted in Europe/London.
session 2 end time, HH:MM:SS, interpreted in Europe/London.
session 3 start time, HH:MM:SS, interpreted in America/New_York.
session 3 end time, HH:MM:SS, interpreted in America/New_York.
intraday candle granularity used for the calculation. accepted values: 1min, 5min, 15min, 30min, 1hour. route-specific defaults are shown in the default field.
Response
Successful Response