Intraday bars
Any timeframe, known at the bar's close
OHLC bars at any timeframe from 1 second to 6 hours - and from one expiry to the next - built from tick data, for the future, any single option or a combined premium such as the ATM straddle. A bar counts only once it has closed, so a backtest never trades on a bar still forming. VWAP, the volume profile and every technical indicator and candlestick pattern work on them.
Timeframes1s to 6h, and expiry to expiry
Onfutures, any option, any combination
Knownat the bar's close
Data points
6 fieldsFieldWhat it meansTypeOpen / High / Low / CloseThe bar's first, highest, lowest and last price.₹Volume & OIQuantity traded in the bar, and open interest at its close.numberOn any seriesThe future, a single option, or a combined premium such as the ATM straddle or a spread.seriesAnchoringBars start at the 09:15 open; expiry bars run from one expiry to the next.textExpiry barsOne bar from each expiry to the next - a whole weekly or monthly cycle as one candle.barsSecond bars1, 5, 10 or 30 seconds and up - a bar for every second (or step) that traded, for scalping and order-flow timing.bars
What you can do with it
tap a request to copy it, then paste it into the chatTrade intraday setups on the timeframe you use.
Use VWAP and the value area as levels.
Put indicators on an option or a straddle itself.