Data Bar Periods

Data Bar Periods

Our database has daily, weekly, and monthly data bars for each ticker symbol. For the stocks that we track, we also have intraday data bars available in 1-, 2-, 3-, 5-, 10-, 15-, 30-, 60-, and 120-minute durations, as well as increments that divide the day's trading into equal size bars: 39-minute (10 bars per day), 65-minute (6 bars per day), 78-minute (5 bars per day), 130-minute (3 bars per day), and 195-minute (2 bars per day).

Subscribers can create charts using any of the periods listed above. Non-members can only chart daily and weekly bars.

Mutual Funds only report one data point daily (after the market closes) and thus can only be charted as lines on daily charts.

Indexes that only have one data value per day are called “End-of-Day” indexes and have the phrase “(EOD)” at the end of their description. They are typically updated soon after the market closes. Indexes that have the phrase “(NBD)” are updated during the next business day (i.e., the next day that the market is open).

Data for 1-minute, 10-minute, 60-minute, and daily periods is pulled directly from our data feed. “Longer” bars are created by combining the appropriate shorter time-period bars. For instance, the bars used on weekly charts are created from daily data using the following technique:

  • Weekly Open = Open of the first daily bar for the given week (typically Monday's open)

  • Weekly High = Highest high for all the daily bars for that week

  • Weekly Low = Lowest low for all the daily bars for that week

  • Weekly Close = Close value for the last daily bar for that week (typically Friday's close)

Similar techniques are used to create 5-minute bars from 1-minute data, 30-minute bars from 10-minute data, monthly bars from daily data, etc.

Note: The weekly and monthly bars date indicates the start of the bar's period. For example, on a weekly bar, the date of the bar corresponds to the Monday of that week.

Note: For intraday bars, the first bar of the day may be shorter than the others. For example, since the US and Canada markets open at 9:30 AM, the first hourly bar of the day only covers 30 minutes, from 9:30 AM to 10:00 AM. Subsequent bars cover entire hours.

Note: The bars that divide the trading day into an equal number of bars per day (e.g., two 195-min bars per day) are designed to be used with securities that trade during regular stock market hours. These bars may not work properly with securities that use different trading hours, such as bonds or cryptocurrencies.

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