Day-type probabilities
quantdata_day_typeIdentify the current session's day type (trending up, down, range, trending range, reversal) using calibrated probabilities from past S&P 500 futures data. See how comparable sessions resolved.
Instructions
Day-type probabilities for the trading session in progress: a calibrated distribution over five classes (trending up, trending down, range, trending range, reversal) from a model trained on S&P 500 futures 5-minute bars. Answers 'what kind of day is this so far'. Descriptive statistics about how comparable past sessions resolved — not a forecast of today and not a recommendation. Check session_is_live before calling the read 'today', and check bars: fewer than 18 (90 minutes) means the distribution is provisional.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GLD or GC=F, not GOLD — GOLD is Barrick, the mining company. | |
| session | No | Omit for the US day session, the only window these numbers were measured on. 'asia' (09:00-16:00 Beijing) is accepted for 24-hour instruments only and is explicitly unvalidated — the pre-registered transfer test returned NO_GO. Only pass it if the user asks, and say it is unvalidated when you report it. |