Candlestick bars
Open, high, low, close, volume, interval, source, session, and correction behavior.
Developer guidance for building accurate, responsive financial charts without hiding data-source, session, adjustment, or freshness assumptions.
Developer overview
A Charting Trader API combines data semantics with visualization performance. The chart should disclose whether bars are built from trades, bid, ask, or midpoint; whether prices are adjusted; how sessions are defined; and how live updates merge with history. Visual polish cannot compensate for ambiguous data.
Do not choose an interface from a marketing checklist alone. Verify schemas, units, timestamps, permissions, failure behavior, testing conditions, and data-use terms for the exact product and account. A production integration should be able to recover authoritative state after a disconnect without guessing.
Capability map
Use these responsibilities to define architecture, acceptance tests, and provider evidence.
Open, high, low, close, volume, interval, source, session, and correction behavior.
Trades, quotes, partial bars, sequence handling, throttled rendering, and gap recovery.
Input series, parameters, warm-up windows, precision, and reproducible calculations.
Drawings, alerts, trade markers, notes, timestamps, and persistence.
Consistent aggregation, timezone, session, adjustment, and navigation.
Keyboard controls, text alternatives, high contrast, and data-table fallback.
Implementation
const adapter = {
instruments: "provider identifiers",
timestamps: "UTC + source context",
numbers: "exact decimals",
streaming: "snapshot + recovery",
orders: "idempotent state machine",
credentials: "server-side only",
evidence: "docs + tests + logs"
};
Related research
A weighted evaluation framework for workflow fit, data, execution, security, recovery, and cost.
Read guide →Server-side credential patterns, least privilege, rotation, monitoring, and incident response.
Read guide →FAQ
It is an interface or component system for supplying and displaying financial time series, quotes, trades, indicators, annotations, and related interactions.
Bars may be built from trades, bid, ask, midpoint, or another source. The API should document the input, interval, session, and correction rules.
Apply ordered data to a defined partial bar, detect gaps, and reconcile with authoritative history when the stream is uncertain.
It can describe calculated features or provide research assistance, but output should cite inputs, state uncertainty, and not be presented as guaranteed financial advice.