fxa_session_scan
Extract and summarize specific bars from any trading session across a date range, with daylight saving handled. Get session-specific candle data without filtering raw history yourself.
Instructions
Pull specific bars out of a trading session across a whole date range, and summarise them. Example: the first 5-minute candle of the New York session every day for six months (instrument SPX500, session nyse, timeframe M5, bars [1]). Session windows are evaluated in exchange-local time with daylight saving handled, so results do not shift by an hour in summer. Use this instead of pulling raw candles and filtering them yourself.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| to | No | ISO date YYYY-MM-DD | |
| bars | No | Which bars of the session to take, 1-based (1 = the opening bar). Use ["all"] for every bar in the session. Default [1]. | |
| from | No | ISO date YYYY-MM-DD | |
| session | No | One of: sydney, tokyo, london, newyork, nyse, overlap. "nyse" is the 09:30–16:00 New York cash session; "newyork" is the wider 08:00–17:00 FX session. | |
| timeframe | No | Default M5. | |
| daysOfWeek | No | Optional filter, e.g. ["Monday","Friday"] or [1,5]. | |
| instrument | Yes | ||
| includeRows | No | How many individual rows to return alongside the summary. Default 50. |