Daily statistics per symbol (ranking and spot range)

Per symbol and US trading session (ET): board spot open/high/low/close, the smallest and largest single cell of the session, and the mean and maximum over the session's frames of max(|smallest cell|, |largest cell|) (a measure of how concentrated the exposure is, useful for ranking a universe). Computed from 1-minute history, so every frame is one minute apart (frames counts them). Weight peakAbsMean by frames to average across days.

Sessions. date is the ET session date. By default a row covers the regular session, 09:30-16:00 ET (frames stamped 09:30 up to 15:59); extended=true covers 04:00-20:00 ET instead, including pre- and post-market. Weekends and NYSE market holidays have no session and no row, including for indices whose heatmap updates around the clock (SPX, SPXW, NDX, VIX). On early-close days the session simply has fewer frames. firstAt/lastAt are UTC timestamps. Today's row has complete: false until 30 minutes after the session ends, and changes as the session goes on.

Up to 50 symbols, 31 calendar days and 400 symbol-sessions (symbols x trading days) per call. Sessions with no data are omitted; a symbol with none is omitted. Served from the historical file store; finished sessions are cached, so repeat and overlapping calls are fast. Cost: 5 credits per call.