What you can ask for
- Range bars: a bar closes when the next trade would stretch its high-to-low beyond a size you choose, counted in ticks.
show me 40-tick range bars on NQ for yesterday's sessionis a 10-point bar, because NQ moves in quarter points. - Tick bars: a bar closes after a set number of trades.
- Volume bars: a bar closes after a set number of contracts.
What comes back
- A chart of the bars.
- A table of up to 3,000 bars, which you can download.
- Bar speed: how many bars formed per hour, so you can see when the market accelerates or goes quiet.
Limits
- The trade tape starts on 29 January 2026, so bars cover dates from then on.
- One request covers up to 8 hours of trading and up to 400,000 trades. For a longer window the Agent shortens it and says what it kept.
- Bars are built from trades that happened, with no smoothing, and a range bar never stretches beyond the size you asked for.
Range bars from your own platform can differ slightly from these, because platforms treat the trade that closes a bar in different ways. The Agent states its rule on every result so you can compare like with like.