Api V2 Technicals Get

Combined per 5-minute bar timeseries of VWAP deviation, opening-range breakout, unusual volume spikes (all classes), and momentum divergence — plus the underlying close — for the most recent session.

Session window depends on symbols.asset_type:

• INDEX → 09:30–16:00 ET (cash session only)
• otherwise (ETF, EQUITY) → 04:00–20:00 ET (extended hours)

Each bar represents a 5-minute bucket; timestamp is the START of the bucket (e.g. 10:30 → 10:30:00–10:34:59). The bar aggregates whichever 1-minute underlying bars have landed in the bucket: close is the latest 1-minute close, volumes are summed, high / low use max / min. While the 5-minute window is still active the bar updates as new 1-minute bars arrive; once the window closes the bar becomes immutable.

bars is returned newest-first (bars[0] is the most recent 5-minute bucket), matching the convention used by the other timeseries endpoints.

Cash indices have no native volume; VWAP and volume-spike rolling stats are computed against a proxy ETF's per-bar volume when one is configured (SPX→SPY, NDX→QQQ, RUT→IWM, DJX→DIA). The active proxy is reported in the top-level volume_proxy field; null for equities/ETFs.

The "most recent session" is the trading day of the latest bar in underlying_quotes for the symbol — i.e. the live session if it's in progress, otherwise the most recent completed session. Bars before 09:30 ET have opening_range fields nulled out (the ORB window is 09:30–09:59 ET, so it doesn't exist yet).

ORB anchor: orb_high / orb_low come from the most recent ET date that has cash-session data (>= 09:30 ET), which can differ from session_date for ETFs in pre-market. While in pre-market of a new trading day, the response shows the previous session's ORB through every pre-market bar; once today's 09:30 ET data arrives, ORB switches to today's values. INDEX symbols never carry pre-market data, so ORB and session always agree for them.

Pass intervals=N to get only the last N 5-minute buckets (trailing from the most recent existing bar). The response metadata (session_start_et / session_end_et) still reports the canonical session boundaries; bars is the trimmed tail.

404 when symbol isn't in the symbols table; 200 with an empty bars list when the symbol exists but has no quote data.

Dealer hedging is intentionally excluded — its underlying view is a point-in-time snapshot, not a timeseries. Use /api/technicals/dealer-hedging for the current-state read.

delay_minutes builds every bar from 1-minute bars at least that old (see src/api/delayed_read.py).