# Edgeful API ## Docs - [ADR average daily range by extension](https://edgeful.com/docs/api-reference/daily-reports/adr-average-daily-range-by-extension.md): measures by how much each session's high-to-low range exceeds the prior session's period-N ADR baseline, expressed as a percentage over ADR. returns the average and maximum percent-over-ADR, the current ADR, and a per-day detail table of exceeding sessions. configurable via `period` (rolling window… - [ADR average daily range by range to ADR by weekday](https://edgeful.com/docs/api-reference/daily-reports/adr-average-daily-range-by-range-to-adr-by-weekday.md): measures each session's high-to-low range as a percentage of the prior session's period-N ADR baseline, sliced by weekday. returns per-weekday average relative range, the current ADR, and a per-day detail table. configurable via `period` (rolling window length used to compute the ADR baseline; defau… - [ADR average daily range by streak](https://edgeful.com/docs/api-reference/daily-reports/adr-average-daily-range-by-streak.md): counts how often a session exceeds or respects the prior session's period-N ADR baseline conditioned on whether the previous session itself exceeded or respected its ADR. returns frequency and percentage breakdowns for each yesterday-today combination and a per-day detail table. configurable via `pe… - [ADR average daily range by weekday](https://edgeful.com/docs/api-reference/daily-reports/adr-average-daily-range-by-weekday.md): counts how often each session's high-to-low range exceeds or respects the prior session's period-N ADR baseline, sliced by weekday. returns per-weekday exceeded and respected frequencies and percentages, the current ADR, and a per-day detail table. configurable via `period` (rolling window length us… - [ADR average daily range standard](https://edgeful.com/docs/api-reference/daily-reports/adr-average-daily-range-standard.md): counts how often each session's high-to-low range exceeds or respects the prior session's period-N ADR baseline. returns exceeded and respected frequencies and percentages, the current ADR, and a per-day detail table. configurable via `period` (rolling window length used to compute the ADR baseline;… - [asian range breakout by extension](https://edgeful.com/docs/api-reference/daily-reports/asian-range-breakout-by-extension.md): computes the asian session range and measures how far subsequent session price extends beyond the asian high or low. reports average and maximum extension percentages with a per-day detail table. configurable via `start_date`, `end_date`, and session windows. - [ATR average true range by extension](https://edgeful.com/docs/api-reference/daily-reports/atr-average-true-range-by-extension.md): measures by how much each session's high-to-low range exceeds the prior session's period-N ATR baseline, expressed as a percentage over ATR. returns the average and maximum percent-over-ATR, the current ATR, and a per-day detail table of exceeding sessions. configurable via `period` (rolling window… - [ATR average true range by range to ATR by weekday](https://edgeful.com/docs/api-reference/daily-reports/atr-average-true-range-by-range-to-atr-by-weekday.md): measures each session's high-to-low range as a percentage of the prior session's period-N ATR baseline, sliced by weekday. returns per-weekday average relative range, the current ATR, and a per-day detail table. configurable via `period` (rolling window length used to compute the ATR baseline; defau… - [ATR average true range by streak](https://edgeful.com/docs/api-reference/daily-reports/atr-average-true-range-by-streak.md): counts how often a session exceeds or respects the prior session's period-N ATR baseline conditioned on whether the previous session itself exceeded or respected its ATR. returns frequency and percentage breakdowns for each yesterday-today combination and a per-day detail table. configurable via `pe… - [ATR average true range by weekday](https://edgeful.com/docs/api-reference/daily-reports/atr-average-true-range-by-weekday.md): counts how often each session's high-to-low range exceeds or respects the prior session's period-N ATR baseline, sliced by weekday. returns per-weekday exceeded and respected frequencies and percentages, the current ATR, and a per-day detail table. configurable via `period` (rolling window length us… - [ATR average true range standard](https://edgeful.com/docs/api-reference/daily-reports/atr-average-true-range-standard.md): counts how often each session's high-to-low range exceeds or respects the prior session's period-N ATR baseline. returns exceeded and respected frequencies and percentages, the current ATR, and a per-day detail table. configurable via `period` (rolling window length used to compute the ATR baseline;… - [CPI performance standard](https://edgeful.com/docs/api-reference/daily-reports/cpi-performance-standard.md): measures how `ticker` (`market_type`) performs on CPI release days between `start_date` and `end_date`. returns average open-to-close return on CPI days, win rate, and a per-day detail table, configurable via `pre_announcement` and `post_announcement`. - [CPI reaction standard](https://edgeful.com/docs/api-reference/daily-reports/cpi-reaction-standard.md): tracks intraday price reaction of `ticker` (`market_type`) in the minutes after each CPI release between `start_date` and `end_date`. returns the per-release move from the prior close through the post-announcement window and a per-day detail table. - [earnings performance standard](https://edgeful.com/docs/api-reference/daily-reports/earnings-performance-standard.md): measures how `ticker` (`market_type`) performs on its own earnings release days between `start_date` and `end_date`. returns average open-to-close return on earnings days, win rate, and a per-day detail table, configurable via `pre_announcement` and `post_announcement`. - [economic data volume standard](https://edgeful.com/docs/api-reference/daily-reports/economic-data-volume-standard.md): returns the per-session volume profile for `ticker` (`market_type`) between `start_date` and `end_date`, used to compare volume on economic-data release days against the baseline. the session window is configurable via `start_time`, `end_time`, and `timezone`. - [engulfing candles by daily candle](https://edgeful.com/docs/api-reference/daily-reports/engulfing-candles-by-daily-candle.md): counts sessions whose candle body engulfs the prior session's body, grouped by the prior session's candle color and direction. returns engulfing-candle frequency by prior-candle type and a per-day detail table. - [fibonacci levels by weekday](https://edgeful.com/docs/api-reference/daily-reports/fibonacci-levels-by-weekday.md): computes fibonacci retracement levels (23.6%, 38.2%, 50%, 61.8%, 78.6%) of the prior session's range and groups level interactions by weekday (monday-friday). - [fibonacci levels standard](https://edgeful.com/docs/api-reference/daily-reports/fibonacci-levels-standard.md): computes fibonacci retracement levels (23.6%, 38.2%, 50%, 61.8%, 78.6%) of the prior session's range. reports how often the next session's price interacts with each level. - [FOMC performance standard](https://edgeful.com/docs/api-reference/daily-reports/fomc-performance-standard.md): measures how `ticker` (`market_type`) performs on FOMC rate-decision days between `start_date` and `end_date`. returns average open-to-close return on FOMC days, win rate, and a per-day detail table, configurable via `pre_announcement` and `post_announcement`. - [gap fill by close](https://edgeful.com/docs/api-reference/daily-reports/gap-fill-by-close.md): counts how often each session opens with a gap up or down from the prior close, fills back through that close, and tracks whether the session then closes green or red. returns gap-up and gap-down filled counts split by closing color, their percentages, and a per-day detail table. - [gap fill by prev candle](https://edgeful.com/docs/api-reference/daily-reports/gap-fill-by-prev-candle.md): counts how often each session opens with a gap up or down from the prior close and fills, sliced by whether the prior candle closed green or red. returns gap-type counts, fill percentages split by prior-candle color, and a per-day detail table. configurable via `percentage` (fill threshold; default… - [gap fill by size](https://edgeful.com/docs/api-reference/daily-reports/gap-fill-by-size.md): counts how often each session opens with a gap up or down from the prior close and fills, bucketed by gap size in either dollar or percent terms. returns gap-type counts, fill percentages per size bucket, and a per-day detail table. configurable via `percentage` (fill threshold; default 100 = full f… - [gap fill by weekday](https://edgeful.com/docs/api-reference/daily-reports/gap-fill-by-weekday.md): counts how often each session opens with a gap up or down from the prior close and fills, sliced by weekday. returns gap-type counts, fill percentages per weekday, and a per-day detail table. configurable via `percentage` (fill threshold; default 100 = full fill back to prior close). - [gap fill standard](https://edgeful.com/docs/api-reference/daily-reports/gap-fill-standard.md): counts how often each session opens with a gap up or down from the prior close and whether intraday price retraces back through a configurable percentage of that gap. returns gap-type counts, fill percentages, and a per-day detail table. configurable via `percentage` (fill threshold; default 100 = f… - [green and red days by weekday standard](https://edgeful.com/docs/api-reference/daily-reports/green-and-red-days-by-weekday-standard.md): counts how often each weekday closes green (close > open) or red (close < open) across the lookback window. color basis configurable via `performance`. - [green and red streaks standard](https://edgeful.com/docs/api-reference/daily-reports/green-and-red-streaks-standard.md): tracks consecutive runs of green or red days at daily, weekly, and monthly granularity. reports streak length distributions and current streak state. color basis configurable via `performance`. - [high and low by weekday by close](https://edgeful.com/docs/api-reference/daily-reports/high-and-low-by-weekday-by-close.md): counts how often each weekday produces the weekly high or low based on closing prices. surfaces which session most frequently anchors the week's extremes. - [high and low by weekday by weekly candle](https://edgeful.com/docs/api-reference/daily-reports/high-and-low-by-weekday-by-weekly-candle.md): counts how often each weekday produces the weekly high or low using the weekly candle's high and low. identifies which session most often prints the week's extremes. - [high and low by weekday standard](https://edgeful.com/docs/api-reference/daily-reports/high-and-low-by-weekday-standard.md): counts how often each weekday produces the weekly high or low across the lookback window. returns frequency and percentage breakdowns by session. - [inside bars by breakout](https://edgeful.com/docs/api-reference/daily-reports/inside-bars-by-breakout.md): counts sessions whose high-low range falls inside the prior session's range (an inside bar), grouped by the prior session's breakout direction. Returns inside-bar frequency by breakout side and a per-day detail table. - [inside bars by open](https://edgeful.com/docs/api-reference/daily-reports/inside-bars-by-open.md): counts sessions whose high-low range falls inside the prior session's range (an inside bar), grouped by where the open lands within the prior session's range. Returns inside-bar frequency by open zone and a per-day detail table. Configurable via `days_to_use` (weekday filter). - [inside bars by prev day size](https://edgeful.com/docs/api-reference/daily-reports/inside-bars-by-prev-day-size.md): counts sessions whose high-low range falls inside the prior session's range (an inside bar), bucketed by the prior session's size relative to ADR. Returns inside-bar frequency by prior-day size bucket and a per-day detail table. Configurable via `custom_size_start` and `custom_size_end` (ADR-multipl… - [inside bars by weekday](https://edgeful.com/docs/api-reference/daily-reports/inside-bars-by-weekday.md): counts sessions whose high-low range falls inside the prior session's range (an inside bar), sliced by weekday. Returns inside-bar frequency per Monday-Sunday and a per-day detail table. - [inside bars standard](https://edgeful.com/docs/api-reference/daily-reports/inside-bars-standard.md): counts sessions whose high-low range falls inside the prior session's range (an inside bar). returns total inside-bar frequency and a per-day detail table. - [market session breakout by levels](https://edgeful.com/docs/api-reference/daily-reports/market-session-breakout-by-levels.md): computes the session range from the first window and counts how often the second session reaches each configured retracement and extension level beyond it. configurable via `start_date`, `end_date`, session windows, and breakout/breakdown levels. - [market session breakout by size](https://edgeful.com/docs/api-reference/daily-reports/market-session-breakout-by-size.md): computes the session range and groups breakouts of the second session by the size of the first session range, with optional custom size bands. configurable via `start_date`, `end_date`, session windows, and `custom_size_start`/`custom_size_end`. - [market session breakout by weekday](https://edgeful.com/docs/api-reference/daily-reports/market-session-breakout-by-weekday.md): computes the session range and counts how often the second session breaks the first session high or low, sliced by weekday. configurable via `start_date`, `end_date`, and session windows. - [market session breakout standard](https://edgeful.com/docs/api-reference/daily-reports/market-session-breakout-standard.md): computes the session range and counts how often the second session breaks the first session high or low, with a per-day detail table. configurable via `start_date`, `end_date`, and session windows. - [market session correlation by size](https://edgeful.com/docs/api-reference/daily-reports/market-session-correlation-by-size.md): computes the session range and correlates the size of the first session against the second session direction within configurable size bands. configurable via `start_date`, `end_date`, session windows, and `custom_size_start`/`custom_size_end`. - [market session correlation by weekday](https://edgeful.com/docs/api-reference/daily-reports/market-session-correlation-by-weekday.md): computes the session range and correlates the first session direction with the second session direction, sliced by weekday. configurable via `start_date`, `end_date`, and session windows. - [market session correlation standard](https://edgeful.com/docs/api-reference/daily-reports/market-session-correlation-standard.md): computes the session range and correlates the first session direction against the second session direction across the date range. configurable via `start_date`, `end_date`, and session windows. - [NFP performance standard](https://edgeful.com/docs/api-reference/daily-reports/nfp-performance-standard.md): measures how `ticker` (`market_type`) performs on NFP release days between `start_date` and `end_date`. returns average open-to-close return on NFP days, win rate, and a per-day detail table, configurable via `pre_announcement` and `post_announcement`. - [open to close range standard](https://edgeful.com/docs/api-reference/daily-reports/open-to-close-range-standard.md): computes how often a session closes within a given percentage range of its open. returns frequency and percentage statistics. threshold configurable via `range_percentage`, with optional filtering via `day_type`. - [opening stats by weekday](https://edgeful.com/docs/api-reference/daily-reports/opening-stats-by-weekday.md): counts where the daily open lands relative to the prior session's high and low, sliced by weekday. returns per-weekday counts and percentages of opens above the prior high, between the prior high and low, or below the prior low. - [opening stats standard](https://edgeful.com/docs/api-reference/daily-reports/opening-stats-standard.md): counts where the daily open lands relative to the prior session's high and low across the requested date range. returns aggregated counts and percentages of opens above the prior high, between the prior high and low, or below the prior low, plus a per-day detail table. - [opening week range by levels](https://edgeful.com/docs/api-reference/daily-reports/opening-week-range-by-levels.md): computes the high-low range of the first sessions of the week and measures how far the rest of the week extends beyond the opening week high or low in multiples of that range. returns hit counts at each configurable breakout and breakdown level. configurable via `days`, `week_range_size`, `day_type`… - [opening week range standard](https://edgeful.com/docs/api-reference/daily-reports/opening-week-range-standard.md): computes the high-low range of the first sessions of the week and counts how often the rest of the week breaks the opening week high, the opening week low, both, or neither. returns aggregated counts and a per-week detail table. configurable via `days` and `week_range_size`. - [outside days by close](https://edgeful.com/docs/api-reference/daily-reports/outside-days-by-close.md): counts sessions whose range fully engulfs the prior session's range (an outside day), grouped by where the close lands relative to the prior session's range. Returns outside-day counts by close zone and a per-day detail table. Configurable via `touch_type` (whether the prior range was touched or bro… - [outside days by size](https://edgeful.com/docs/api-reference/daily-reports/outside-days-by-size.md): counts sessions whose range fully engulfs the prior session's range (an outside day), bucketed by the session's size relative to ADR. Returns outside-day counts per size bucket, a per-day detail table, and the list of populated size buckets. - [outside days by weekday](https://edgeful.com/docs/api-reference/daily-reports/outside-days-by-weekday.md): counts sessions whose range fully engulfs the prior session's range (an outside day), sliced by weekday. Returns outside-day counts per Monday-Sunday and a per-day detail table. - [outside days standard](https://edgeful.com/docs/api-reference/daily-reports/outside-days-standard.md): counts sessions whose range fully engulfs the prior session's range (an outside day). returns total outside-day counts split by direction and a per-day detail table. - [overnight continuation by weekday](https://edgeful.com/docs/api-reference/daily-reports/overnight-continuation-by-weekday.md): measures how often the overnight gap direction continues into the regular session, grouped by weekday (monday-friday). surfaces which sessions follow through versus reverse. - [overnight continuation standard](https://edgeful.com/docs/api-reference/daily-reports/overnight-continuation-standard.md): measures how often the overnight gap direction continues into the regular session across the lookback window. returns continuation and reversal frequencies. - [performance by weekday standard](https://edgeful.com/docs/api-reference/daily-reports/performance-by-weekday-standard.md): computes average return and win rate by weekday (monday-friday) across the lookback window. return basis configurable via `performance`. - [pivot points by prev candle](https://edgeful.com/docs/api-reference/daily-reports/pivot-points-by-prev-candle.md): computes classic floor pivot levels (PP, R1-R3, S1-S3) from the prior session's high, low, and close. tracks how often the next session's open lands within each pivot zone. pivot formula configurable via `pp_type`. - [pivot points by weekday](https://edgeful.com/docs/api-reference/daily-reports/pivot-points-by-weekday.md): computes classic floor pivot levels (PP, R1-R3, S1-S3) from the prior session and groups level interactions by weekday (monday-friday). pivot formula configurable via `pp_type`. - [pivot points standard](https://edgeful.com/docs/api-reference/daily-reports/pivot-points-standard.md): computes classic floor pivot levels (PP, R1-R3, S1-S3) from the prior session's high, low, and close. reports the distribution of opens across pivot zones along with closing-level statistics. pivot formula configurable via `pp_type`. - [previous days range by levels](https://edgeful.com/docs/api-reference/daily-reports/previous-days-range-by-levels.md): counts sessions where intraday price extends past the prior day high or low to configurable retracement and extension levels of the prior day range. returns per-level break counts, percentages, and a per-day detail table with the maximum bullish and bearish levels reached. configurable via `range_si… - [previous days range by outside close](https://edgeful.com/docs/api-reference/daily-reports/previous-days-range-by-outside-close.md): counts sessions where intraday price broke the prior day high or low and classifies whether the session closed outside or back inside the prior range. returns break counts, close-above-high / close-below-low percentages, and a per-day detail table. configurable via `range_size` (prior range bucket). - [previous days range by prev close](https://edgeful.com/docs/api-reference/daily-reports/previous-days-range-by-prev-close.md): counts sessions where intraday price broke the prior day high or low, sliced by the prior session color (green vs red close). returns break and follow-through counts and percentages for each prior color, plus a per-day detail table. configurable via `performance` (close or open benchmark) and `range… - [previous days range by weekday](https://edgeful.com/docs/api-reference/daily-reports/previous-days-range-by-weekday.md): counts sessions where intraday price broke the prior day high or low, sliced by weekday. returns per-weekday break counts, follow-through percentages, and a per-day detail table. configurable via `performance` (close or open benchmark) and `range_size` (prior range bucket). - [previous days range standard](https://edgeful.com/docs/api-reference/daily-reports/previous-days-range-standard.md): counts sessions where intraday price broke the prior day high or low based on daily OHLC. returns break counts, green/red follow-through percentages, and a per-day detail table. configurable via `performance` (close or open benchmark) and `range_size` (prior range bucket). - [previous session correlation standard](https://edgeful.com/docs/api-reference/daily-reports/previous-session-correlation-standard.md): counts how often the current session closed green or red given the prior session color, measuring day-over-day color follow-through. returns prior-green and prior-red counts, conditional follow-through percentages, and a per-day detail table. configurable via `performance` (close-vs-prior-close or o… - [previous weeks range by open](https://edgeful.com/docs/api-reference/daily-reports/previous-weeks-range-by-open.md): counts weeks where price broke the prior week high, low, both, or stayed inside, sliced by whether the current week opened above or below the prior week midpoint. returns per-bucket break counts, the last prior week midpoint, and a per-week detail table. configurable via `start_date` and `end_date`… - [previous weeks range by outside close](https://edgeful.com/docs/api-reference/daily-reports/previous-weeks-range-by-outside-close.md): counts weeks where price broke the prior week high or low and classifies whether the week closed outside or back inside the prior range. returns break counts, close-above-high / close-below-low percentages, and a per-week detail table. configurable via `start_date` and `end_date` (analysis window). - [previous weeks range standard](https://edgeful.com/docs/api-reference/daily-reports/previous-weeks-range-standard.md): counts weeks where price broke the prior week high, low, both, or stayed inside, and tracks the high-then-low and low-then-high sequence on double-break weeks. returns bucket counts, sequence percentages, and a per-week detail table. configurable via `start_date` and `end_date` (analysis window). - [seasonality standard](https://edgeful.com/docs/api-reference/daily-reports/seasonality-standard.md): computes month-of-year and week-of-year average performance patterns from monthly and weekly close-to-close returns. returns aggregate summaries plus a per-year detail table. - [session reversal range by weekday](https://edgeful.com/docs/api-reference/daily-reports/session-reversal-range-by-weekday.md): measures intraday session reversal magnitude grouped by weekday (monday-friday). surfaces which sessions most often retrace their initial directional move. - [session reversal range standard](https://edgeful.com/docs/api-reference/daily-reports/session-reversal-range-standard.md): measures how far each session reversed against its eventual close: open-to-low for green sessions, open-to-high for red sessions. returns average and maximum reversal range in price and percent for green and red sessions, plus a per-day detail table. configurable via `start_date` and `end_date` (ana… - [SMA performance standard](https://edgeful.com/docs/api-reference/daily-reports/sma-performance-standard.md): tracks how `ticker` (`market_type`) performs when its session close is above versus below its N-day SMA between `start_date` and `end_date`. returns average forward return for each regime, win rate, and a per-day detail table, configurable via `period`. - [volume and range by weekday standard](https://edgeful.com/docs/api-reference/daily-reports/volume-and-range-by-weekday-standard.md): computes average traded volume and high-low range by weekday (monday-friday) across the lookback window. surfaces which session typically prints heavier volume or wider range. - [volume trends standard](https://edgeful.com/docs/api-reference/daily-reports/volume-trends-standard.md): computes rolling monthly and weekly volume trends to highlight rising or falling participation. returns aggregate summaries plus a per-year detail table. - [asian range breakout by close](https://edgeful.com/docs/api-reference/intraday-calculations/asian-range-breakout-by-close.md): computes the asian session range and identifies the first intraday candle that closes above the asian high or below the asian low, then compares to the daily close. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [asian range breakout by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/asian-range-breakout-by-weekday.md): computes the asian session range and counts sessions where intraday price first breaks the asian high or low, sliced by weekday with a per-day detail table. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [asian range breakout standard](https://edgeful.com/docs/api-reference/intraday-calculations/asian-range-breakout-standard.md): computes the asian session range and counts sessions where intraday price first breaks the asian high or low, paired with daily candle color, and a per-day detail table. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [average consecutive bars standard](https://edgeful.com/docs/api-reference/intraday-calculations/average-consecutive-bars-standard.md): measures the average run length of consecutive same-direction intraday bars over the configured window. aggregates separate averages for up-runs and down-runs across the date range, configurable via `start_time` and `end_time`. - [candle body ratio by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/candle-body-ratio-by-weekday.md): measures the ratio of each intraday candle's body to its full range, sliced by weekday. returns body-ratio distributions per monday-sunday and a per-day detail table. configurable via `timeframe` (intraday bar size) and `candlesize` (body-ratio threshold percentage). - [candle body ratio standard](https://edgeful.com/docs/api-reference/intraday-calculations/candle-body-ratio-standard.md): measures the ratio of each intraday candle's body to its full range. returns body-ratio totals split by direction and a per-day detail table. configurable via `timeframe` (intraday bar size) and `candlesize` (body-ratio threshold percentage). - [daily high low by session by candle](https://edgeful.com/docs/api-reference/intraday-calculations/daily-high-low-by-session-by-candle.md): breaks the day's high and low down by intraday session and tags each occurrence with the daily candle direction. returns session-level frequencies plus a per-day detail table, configurable via the three session time windows. - [daily high low by session by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/daily-high-low-by-session-by-weekday.md): breaks the day's high and low down by intraday session, sliced by weekday. returns session-level frequencies plus a per-day detail table, configurable via the three session time windows. - [daily high low by session standard](https://edgeful.com/docs/api-reference/intraday-calculations/daily-high-low-by-session-standard.md): breaks the day's high and low down by intraday session over the date range. returns session-level frequencies plus a per-day detail table, configurable via the three session time windows. - [engulfing candles by RR](https://edgeful.com/docs/api-reference/intraday-calculations/engulfing-candles-by-rr.md): counts intraday candles whose body engulfs the prior candle's body, then measures the RR follow-through achieved after each engulfing event. returns RR-bucket hit rates and a per-day detail table. configurable via `timeframe` (intraday bar size), `days_to_use` (weekday filter), and `candle_size` (en… - [engulfing candles by size](https://edgeful.com/docs/api-reference/intraday-calculations/engulfing-candles-by-size.md): counts intraday candles whose body engulfs the prior candle's body, bucketed by the engulfing candle's size. returns engulfing-candle counts per size bucket and a per-day detail table. configurable via `timeframe` (intraday bar size). - [engulfing candles standard](https://edgeful.com/docs/api-reference/intraday-calculations/engulfing-candles-standard.md): counts intraday candles whose body engulfs the prior candle's body. returns total engulfing-candle counts split by direction and a per-day detail table. configurable via `timeframe` (intraday bar size). - [fair value gaps by size](https://edgeful.com/docs/api-reference/intraday-calculations/fair-value-gaps-by-size.md): counts 3-candle FVG patterns and reports how often each is filled intraday, bucketed by gap size. returns per-bucket fill rates and a per-day detail table. configurable via `mitigation` (fill rule), `percentage` (fill threshold), and `fvg_filter` (all FVGs vs first per day). - [fair value gaps standard](https://edgeful.com/docs/api-reference/intraday-calculations/fair-value-gaps-standard.md): counts 3-candle FVG patterns and reports how often each is filled intraday. returns the overall fill rate and a per-day detail table. Configurable via `mitigation` (fill rule), `percentage` (fill threshold), and `fvg_filter` (all FVGs vs first per day). - [FOMC performance by averaged results](https://edgeful.com/docs/api-reference/intraday-calculations/fomc-performance-by-averaged-results.md): averages intraday price action of `ticker` (`market_type`) across the FOMC days listed in `dates`. returns the mean intraday curve and aggregate stats over the session window defined by `start_time`, `end_time`, and `timezone`. - [FOMC performance by individual days](https://edgeful.com/docs/api-reference/intraday-calculations/fomc-performance-by-individual-days.md): returns a per-FOMC-day breakdown of intraday price for `ticker` (`market_type`) across the days listed in `dates`. each entry covers the session window defined by `start_time`, `end_time`, and `timezone`, plus a per-day detail table. - [gap fill by fill time](https://edgeful.com/docs/api-reference/intraday-calculations/gap-fill-by-fill-time.md): counts how often each session's gap from the prior close fills before versus after a configurable cutoff minute into the session, using intraday bars. returns trim-window and full-session fill counts and percentages for gap up and gap down, plus a per-day detail table. configurable via `gap_fill_tim… - [gap fill by spike](https://edgeful.com/docs/api-reference/intraday-calculations/gap-fill-by-spike.md): measures the maximum adverse spike against the gap direction before each gap fills back through the prior close, using intraday bars. returns average and max spike in percent and dollar terms for gap up and gap down fills, plus a per-day detail table. configurable via `gap_size` (gap-size bucket), `… - [ICT opening retracement by fill time](https://edgeful.com/docs/api-reference/intraday-calculations/ict-opening-retracement-by-fill-time.md): measures when intraday price retraces back to the ICT reference candle level, bucketed by fill time. returns the share of sessions filled before vs after the threshold and a per-day detail table. configurable via `compare_candle` (ICT reference candle), `candle` (anchor side), and `retracement_fill_… - [ICT opening retracement by size](https://edgeful.com/docs/api-reference/intraday-calculations/ict-opening-retracement-by-size.md): measures intraday retracement back to the ICT reference candle level, bucketed by retracement size. returns hit rates per size bucket and a per-day detail table. configurable via `compare_candle` (ICT reference candle) and `candle` (anchor side). - [ICT opening retracement by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/ict-opening-retracement-by-weekday.md): measures intraday retracement back to the ICT reference candle level, sliced by weekday. returns monday-friday hit rates and a per-day detail table. configurable via `compare_candle` (ICT reference candle) and `candle` (anchor side). - [ICT opening retracement standard](https://edgeful.com/docs/api-reference/intraday-calculations/ict-opening-retracement-standard.md): counts sessions where intraday price retraces back to the ICT reference candle level. returns the overall retracement hit rate and a per-day detail table. configurable via `compare_candle` (ICT reference candle) and `candle` (anchor side). - [initial balance breakout by breakout](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-breakout.md): counts sessions where intraday price breaks the IB high or IB low based on the first IB period bars. returns breakout counts, directional split, and a per-day detail table. configurable via `breakout_criteria` (wick vs close) and `ib_size` (IB size bucket). - [initial balance breakout by close](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-close.md): measures whether the breakout candle closes outside the IB high or IB low for each session. returns close-outside counts, directional split, and a per-day detail table. configurable via `breakout_type` (direction filter) and `days_to_use` (weekday filter). - [initial balance breakout by double break](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-double-break.md): counts sessions where intraday price breaks both the IB high and the IB low during the same session. returns single-break vs double-break counts, first-break direction, and a per-day detail table. configurable via `breakout_criteria` (wick vs close). - [initial balance breakout by levels](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-levels.md): measures how often intraday price reaches configurable extension levels above the IB high and below the IB low. returns hit counts per level and a per-day detail table. configurable via `breakout_level_1`..`breakout_level_8` and matching breakdown levels (IB-size multiples). - [initial balance breakout by performance](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-performance.md): measures post-breakout continuation strength after intraday price breaks the IB high or IB low. returns follow-through vs breakback counts, directional split, and a per-day detail table. configurable via `breakout_criteria` and `breakback_criteria` (wick vs close). - [initial balance breakout by rejection](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-rejection.md): counts sessions where intraday price tags the IB high or IB low then closes back inside the IB range. returns rejection counts, session ending zone breakdown, and a per-day detail table. configurable via `ib_size` and `ib_ending_zone` (close-zone filter). - [initial balance breakout by retracement](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-retracement.md): measures how deep intraday price pulls back into the IB range after breaking the IB high or IB low. returns retracement-level hit counts and a per-day detail table. configurable via `level_one`, `level_two`, and `level_three` (IB-size fractions). - [initial balance breakout by size](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-size.md): measures IB breakout occurrence bucketed by IB size relative to the daily range. returns breakout counts per size bucket, directional split, and a per-day detail table. configurable via `custom_ib_start_size` and `custom_ib_end_size` (IB-size range). - [initial balance breakout by time](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-time.md): measures at what intraday time the IB high or IB low was first broken. returns breakout-time distribution, before/after threshold counts, and a per-day detail table. configurable via `ib_breakout_time` (minute threshold) and `break_type` (single_break, double_break, all). - [initial balance breakout by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-by-weekday.md): counts IB breakouts above the IB high or below the IB low sliced by weekday (monday-friday). returns per-weekday breakout counts, directional split, and a per-day detail table. configurable via `breakout_criteria` (wick vs close). - [initial balance breakout standard](https://edgeful.com/docs/api-reference/intraday-calculations/initial-balance-breakout-standard.md): computes the IB high and IB low from the first IB period bars and tracks standard breakout occurrence per session. returns total breakout counts, directional split, and a per-day detail table. configurable via `breakout_criteria` (wick vs close). - [intraday range window by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/intraday-range-window-by-weekday.md): measures the high-low range over the configured intraday window, sliced by weekday. returns average and distribution statistics across the date range, configurable via `start_window` and `end_window`. - [intraday range window standard](https://edgeful.com/docs/api-reference/intraday-calculations/intraday-range-window-standard.md): measures the high-low range over the configured intraday window across the date range. returns aggregate range statistics, configurable via `start_window` and `end_window`. - [intraday timing by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/intraday-timing-by-weekday.md): reports at what time the day's high or low typically occurs, sliced by weekday. aggregates timing distributions across the date range, configurable via `start_time`, `end_time`, and `session_color`. - [intraday timing standard](https://edgeful.com/docs/api-reference/intraday-calculations/intraday-timing-standard.md): reports at what time the day's high or low typically occurs across the date range. aggregates timing distributions over the configured intraday window, configurable via `start_time`, `end_time`, and `session_color`. - [intraday volume and range](https://edgeful.com/docs/api-reference/intraday-calculations/intraday-volume-and-range.md): measures the correlation between volume and range across the configured intraday window. aggregates paired volume-range statistics over the date range, configurable via `start_time` and `end_time`. - [intraday volume and range by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/intraday-volume-and-range-by-weekday.md): measures the correlation between volume and range across the configured intraday window, sliced by weekday. aggregates paired volume-range statistics over the date range, configurable via `start_time` and `end_time`. - [market open volume indicator](https://edgeful.com/docs/api-reference/intraday-calculations/market-open-volume-indicator.md): computes the volume signal at market open across the date range. compares opening-bar volume against the regular-hours baseline, configurable via `start_time` and `end_time`. - [opening candle continuation by close](https://edgeful.com/docs/api-reference/intraday-calculations/opening-candle-continuation-by-close.md): tracks whether the first candle's direction continues through the session, classified by where the session close lands relative to the opening candle. returns continuation counts and percentages bucketed by close location. configurable via `candle_size`, `compare_measure`, and `days_to_use`. - [opening candle continuation by size](https://edgeful.com/docs/api-reference/intraday-calculations/opening-candle-continuation-by-size.md): tracks whether the first candle's direction continues through the session, bucketed by the size of the opening candle. returns continuation counts and percentages per size band. configurable via `candle_size`, `performance_measure`, and `days_to_use`. - [opening candle continuation by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/opening-candle-continuation-by-weekday.md): tracks whether the first candle's direction continues through the session, sliced by weekday. returns per-weekday continuation counts and percentages. configurable via `candle_size` and `performance_measure`. - [opening candle continuation standard](https://edgeful.com/docs/api-reference/intraday-calculations/opening-candle-continuation-standard.md): tracks whether the first candle's direction continues through the session for the configured opening candle size. returns aggregated continuation counts and percentages across all sessions in the range. configurable via `candle_size` and `performance_measure`. - [opening range breakout by close](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-by-close.md): counts sessions where intraday price breaks the ORB high or low and classifies where the session close lands relative to the ORB range. returns counts and percentages for closes within the ORB range, above the ORB high, or below the ORB low, plus a per-day detail table. configurable via `orb_period`… - [opening range breakout by levels](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-by-levels.md): computes the opening range from the first bars of the session and measures how far intraday price extends beyond the ORB high or low in multiples of ORB size. returns hit counts at each configurable breakout and breakdown level. configurable via `orb_period`, `breakout_criteria`, ORB size band, and… - [opening range breakout by performance](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-by-performance.md): measures post-breakout performance after intraday price breaks the ORB high or low, including how often price returns back inside the ORB range. returns aggregated breakout and breakback counts and percentages. configurable via `orb_period`, `breakout_criteria`, `breakback_criteria`, and `orb_size`. - [opening range breakout by rejection](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-by-rejection.md): counts sessions where intraday price tags the ORB high or low and then closes back inside the opening range, classified by the zone where the session ends. returns rejection counts and percentages by ending zone. configurable via `orb_period`, `opening_range_size`, `orb_ending_zone`, `breakout_crite… - [opening range breakout by retracement](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-by-retracement.md): 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_o… - [opening range breakout by size](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-by-size.md): buckets sessions by the size of the opening range and counts ORB breakouts and breakdowns within each size band. returns per-bucket breakout statistics for the configured ORB period. configurable via `orb_period`, `breakout_criteria`, `custom_orb_start_size`, `custom_orb_end_size`, and `days_to_use`… - [opening range breakout by time](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-by-time.md): counts sessions where intraday price first breaks the ORB high or low within a configurable time window after the open and classifies single versus double breaks. returns aggregated counts and percentages by break type. configurable via `orb_period`, `orb_breakout_time`, `breakout_criteria`, `break_… - [opening range breakout by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-by-weekday.md): counts ORB breakouts and breakdowns sliced by weekday for the configured opening range period. returns per-weekday counts and percentages of sessions where intraday price breaks the ORB high or low. configurable via `orb_period`, `timeframe`, `type`, and `breakout_criteria`. - [opening range breakout standard](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-breakout-standard.md): computes the opening range from the first bars of the session and counts how often intraday price breaks the ORB high, the ORB low, both, or neither. returns aggregated breakout counts and percentages for the configured opening range period. configurable via `orb_period`, `timeframe`, `type`, and `b… - [opening range indicator](https://edgeful.com/docs/api-reference/intraday-calculations/opening-range-indicator.md): measures the size of the first bar of the session as the opening range and compares it against the remaining session range to quantify their correlation. returns mean opening range, mean remaining range, correlation coefficient, and a per-day detail table. configurable via `timeframe`. - [outside days by spike](https://edgeful.com/docs/api-reference/intraday-calculations/outside-days-by-spike.md): detects outside days driven by an intraday volatility spike beyond the prior session's high or low, then measures how often price reverses back into the prior range. spike magnitude filtered via `max_spike_threshold`, with a per-day detail table. - [overnight range breakout by size](https://edgeful.com/docs/api-reference/intraday-calculations/overnight-range-breakout-by-size.md): computes the overnight session range and counts how often regular-hours price breaks it, grouped by overnight range size buckets. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [overnight range breakout by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/overnight-range-breakout-by-weekday.md): computes the overnight session range and counts how often regular-hours price breaks it, sliced by weekday. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [overnight range breakout standard](https://edgeful.com/docs/api-reference/intraday-calculations/overnight-range-breakout-standard.md): computes the overnight session range and counts how often regular-hours price breaks the overnight high or low. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [power hour breakout by open](https://edgeful.com/docs/api-reference/intraday-calculations/power-hour-breakout-by-open.md): tracks price action during the last hour of the regular session and counts breakouts of the prior session range, grouped by where the power hour opened relative to the session range. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [power hour breakout by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/power-hour-breakout-by-weekday.md): tracks price action during the last hour of the regular session and counts breakouts of the prior session range, sliced by weekday. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [power hour breakout standard](https://edgeful.com/docs/api-reference/intraday-calculations/power-hour-breakout-standard.md): tracks price action during the last hour of the regular session and counts breakouts above or below the prior session range. configurable via `start_date`, `end_date`, `start_time`, `end_time`, and `timezone`. - [power hour continuation by open](https://edgeful.com/docs/api-reference/intraday-calculations/power-hour-continuation-by-open.md): tracks price action during the last hour of the regular session and measures whether the power hour continues or reverses the session direction, grouped by where the power hour opened relative to the session range. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [power hour continuation by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/power-hour-continuation-by-weekday.md): tracks price action during the last hour of the regular session and measures whether the power hour continues or reverses the session direction, sliced by weekday. configurable via `start_date`, `end_date`, `start_time`, and `end_time`. - [power hour continuation standard](https://edgeful.com/docs/api-reference/intraday-calculations/power-hour-continuation-standard.md): tracks price action during the last hour of the regular session and measures whether the power hour continues or reverses the session direction. configurable via `start_date`, `end_date`, `start_time`, `end_time`, and `timezone`. - [pre market range correlation standard](https://edgeful.com/docs/api-reference/intraday-calculations/pre-market-range-correlation-standard.md): tests whether pre-market range predicts regular-hours range. computes the correlation between pre-market and regular-hours high-low ranges across the date range. - [pre market volume indicator standard](https://edgeful.com/docs/api-reference/intraday-calculations/pre-market-volume-indicator-standard.md): computes the volume signal during pre-market across the date range. compares pre-market volume against the regular-hours baseline. - [session range by weekday standard](https://edgeful.com/docs/api-reference/intraday-calculations/session-range-by-weekday-standard.md): measures session range distribution by weekday across tokyo, london, and NY sessions. returns per-session aggregates plus a per-day detail table, configurable via the three session time windows. - [session volume by weekday standard](https://edgeful.com/docs/api-reference/intraday-calculations/session-volume-by-weekday-standard.md): measures session volume distribution by weekday across tokyo, london, and NY sessions. returns per-session volume aggregates across the date range, configurable via the three session time windows. - [weekly open retracement by spike](https://edgeful.com/docs/api-reference/intraday-calculations/weekly-open-retracement-by-spike.md): tests whether intraday price retraces back to the week's opening price, gated by a volatility spike threshold. excludes days whose spike exceeds `max_spike_threshold`, configurable via `start_time` and `end_time`. - [weekly open retracement by weekday](https://edgeful.com/docs/api-reference/intraday-calculations/weekly-open-retracement-by-weekday.md): tests whether intraday price retraces back to the week's opening price, sliced by weekday. aggregates retracement frequencies across the date range, configurable via `start_time` and `end_time`. - [weekly open retracement standard](https://edgeful.com/docs/api-reference/intraday-calculations/weekly-open-retracement-standard.md): tests whether intraday price retraces back to the week's opening price across the date range. aggregates retracement frequencies and depth statistics, configurable via `start_time` and `end_time`. - [authentication](https://edgeful.com/docs/authentication.md): authenticate Edgeful API requests with an API key. - [quickstart](https://edgeful.com/docs/quickstart.md): make your first authenticated request to the edgeful API in 5 minutes. - [welcome to edgeful API](https://edgeful.com/docs/welcome.md): public API reference for edgeful market analysis calculations. ## OpenAPI Specs - [openapi-public](https://edgeful.com/docs/openapi-public.json)