Price Data
Status: Scaffolded - Content pending Last Updated: 2025-12-11
What This Means
Price data is the foundation of all trading decisions. This includes the current price of any ticker you're analyzing, plus historical price action.
What We Get
Current Price (Snapshot)
Real-time price information:
| Data Point | What It Tells You |
|---|---|
| Last Price | Most recent trade price |
| Bid / Ask | Current best buy and sell prices |
| Bid Size / Ask Size | How many shares/contracts at those prices |
| Today's Open | Where price started today |
| Today's High | Highest price so far today |
| Today's Low | Lowest price so far today |
| Volume | How many shares traded today |
| VWAP | Volume-weighted average price |
Note: Snapshots include after-hours pricing when markets are extended.
Historical Bars (Candles)
Past price action - the amount depends on your trade style:
| Trade Style | Timeframe | How Far Back | Bars Shown to AI |
|---|---|---|---|
| SCALP | 1-minute | 2 days | 20 bars |
| DAY | 1-minute | 5 days | 240 bars |
| SWING | 1-hour | 60 days | 200 bars |
| INVESTMENT | 1-day | 2 YEARS | 60 bars |
Each bar contains: Open, High, Low, Close, Volume
Important: We Pull More Than We Show
The system pulls more historical bars than it sends to the AI.
Example - DAY style:
- We pull: Up to 5,000 bars within the 5-day lookback (~1,950 bars for 1-minute)
- AI sees: Only the last 240 bars
Why?
- Keeps token count manageable for the AI
- Indicators (calculated by API) already reflect full historical context
- AI only needs recent price action for pattern recognition
Crypto Exception: SCALP and DAY crypto trades pull 7 days instead of 2/5 days due to 24/7 market coverage.
Previous Day Data
Key reference points from yesterday:
| Data Point | Why It Matters |
|---|---|
| Previous Day's Close (PDC) | Major support/resistance level |
| Previous Day's High (PDH) | Resistance if we're below it |
| Previous Day's Low (PDL) | Support if we're above it |
How We Use It
- Technical Agent: Identifies support/resistance, chart patterns
- Macro Agent: Compares ticker movement to market
- Supervisor: Sets entry zones, stops, targets
What We DON'T Have
- Level 2 order book (full depth)
- Dark pool data (pending)
- Streaming tick-by-tick data (we get real-time tick data at the moment of each run, not continuous streaming)