Price Data

Access real-time price data as ticks or candles for any supported financial instrument. The Price Data rule is the primary data source for most strategies, providing Bid, Ask, Mid, and Spread values along with full OHLC candle data, body range metrics, derived price calculations (HL2, HLC3, HLOC4, HLCC4) for each price source, and complete candle objects. It supports configurable periods, frequencies, candle start times, anchor points, trading sessions, offsets, imputation, and time-of-day range filtering to deliver exactly the data your strategy needs.

How It Works

The Price Data rule streams price information for a specified financial instrument and delivers updates to downstream rules. It operates in one of two modes depending on the Period setting:

• Tick mode — Delivers every individual price update as it arrives from the market, providing the most current bid and ask prices along with the spread. This is ideal for scalping strategies or precise entry timing that require the highest resolution of price data.
• Candle mode — Aggregates tick data into candles of the specified period (Second, Minute, Hour, or Day). Each candle provides Open, High, Low, and Close values for Bid, Ask, and Mid price sources, along with body range metrics and derived calculations. This is the most common mode for technical analysis strategies.

The Frequency setting controls how often candles are created. For example, a Frequency of 5 with a Period of Minute creates a new candle every 5 minutes. The frequency is hidden when the Period is set to Day.

For candle mode, you can fine-tune when candles start within each period using the Candle Start settings. Minute periods allow you to specify the starting seconds (ss), Hour periods allow minutes and seconds (mm:ss), and Day periods offer either custom start/end times (hh:mm:ss) or predefined trading session times.

The Anchor Type determines the daily reset point for candle generation. You can anchor to a custom time (the first candle of the day generates at your specified timestamp) or to the first trading session of the day as published by the selected broker.

The Period Offset parameter allows you to access historical candle values. An offset of 1 returns the most recently closed candle, 2 returns the candle before that, and so on. For ticks, an offset of 0 outputs the latest tick data, but for candles an offset of 0 means the rule waits for the current candle to complete before executing.

When Imputed is enabled, the rule fills gaps in the data (such as periods with no trading activity) by carrying forward the last known values. This ensures downstream rules receive continuous data even during illiquid periods. This setting is hidden when the Period is Tick.

The Set Time Range option restricts price data output to specific times of day. When enabled, you can configure a timezone, start and end times, and which days of the week to include. This is useful for strategies that should only operate during certain market hours or sessions.

The rule provides comprehensive price data across three price sources (Bid, Ask, and Mid), each with full OHLC values, body high/low, body range, and total range. It also calculates several derived values commonly used as source inputs for indicators:

• HL2 — The midpoint of the High and Low: (High + Low) / 2
• HLC3 (Typical) — The typical price: (High + Low + Close) / 3
• HLOC4 — The average of all four OHLC values: (High + Low + Open + Close) / 4
• HLCC4 (Weighted) — A close-weighted average: (High + Low + Close + Close) / 4

These derived values are provided separately for each price source (Bid, Ask, and Mid), giving you maximum flexibility in choosing the right input for downstream indicators.

Inputs

Input	Description	Required	Default
Symbol	The broker account and financial instrument symbol for which to retrieve price data (e.g., EURUSD, GBPJPY, XAUUSD). This determines which market data feed the rule subscribes to.	Yes	—
Period	The time period over which to aggregate price data. Choose Tick for real-time bid/ask price updates as they occur, or select a time interval — Second, Minute, Hour, or Day — to create price candles aggregated over that period.	Yes	—
Frequency	How frequently to create new price data points. For example, a frequency of 5 with a period of Minute creates a new candle every 5 minutes. Must not be zero. Hidden when Period is Day.	No	1
Candle Start (ss)	For Minute periods, specifies the starting seconds within each minute for the price data (e.g., 00 for the beginning of the minute). Only shown when Period is Minute.	No	—
Candle Start (mm:ss)	For Hour periods, specifies the starting minutes and seconds within each hour for the price data. Only shown when Period is Hour.	No	—
Candle Time Type	For Day periods, specifies whether to use custom start/end times or predefined trading session times. Choose Custom to define your own daily time range, or Trading Session to use predefined market session times. Only shown when Period is Day.	No	Custom
Candle Start (hh:mm:ss)	For custom daily periods, specifies the starting hour, minute, and second for the price data. Only shown when Period is Day and Candle Time Type is Custom.	No	—
Candle End (hh:mm:ss)	For custom daily periods, specifies the ending hour, minute, and second for the price data. Only shown when Period is Day and Candle Time Type is Custom.	No	—
Anchor Type	Determines the daily reset point for price data used in candle generation. Choose Custom to anchor to a specific user-defined Anchor Time (the first candle of the day generates at this timestamp), or 1st Trading Session of the Day to anchor to the opening time of the instrument’s first trading session as published by the broker. Only shown when Period is not Tick.	No	Custom
Anchor Time	The time of day used to anchor the start of the first price candle for each day. Only used when Anchor Type is set to Custom.	No	00:00:00
Trading Session	For trading session daily periods, specifies which predefined market session to use. Only shown when Period is Day and Candle Time Type is Trading Session.	No	—
Period Offset	Delays the price data output by the specified number of periods. An offset of 1 outputs the previous period’s data. For ticks, an offset of 0 outputs the latest tick data, but for candles an offset of 0 means the rule waits for the current candle to complete.	No	1
Imputed	When enabled, allows the rule to execute using imputed data (derived from previous values when current data is unavailable). When disabled, the rule only executes when actual current data is available. Hidden when Period is Tick.	No	true
Set Time Range	When enabled, restricts price data output to occur only between the specified start and end times of day. This is useful for strategies that only need to process data during specific market hours.	No	false

Time of Day Range

The following settings are only shown when Set Time Range is enabled.

Input	Description	Required	Default
Timezone	The timezone for interpreting the start and end times for the time range restriction.	No	—
Start (hh:mm)	The time of day (hour and minute) when price data will begin to be output.	No	—
End (hh:mm)	The time of day (hour and minute) when price data will stop being output.	No	—
Days of Week	Select which days of the week to include within the time range restriction.	No	Mon–Fri

Outputs

Core Prices

Output	Description
Bid	The current bid price (the price at which buyers are willing to buy).
Ask	The current ask price (the price at which sellers are willing to sell).
Spread	The difference between the Ask and Bid prices, indicating the cost of trading.
Mid	The midpoint price calculated as (Bid + Ask) / 2.
Date Time	The timestamp associated with the current price data point or candle.

Bid Candle Data

Output	Description
Bid Open	The opening bid price for the current candle period.
Bid Close	The closing bid price for the current candle period.
Bid High	The highest bid price during the current candle period.
Bid Low	The lowest bid price during the current candle period.
Bid Body High	The highest price between the open or close bid prices for the candle.
Bid Body Low	The lowest price between the open or close bid prices for the candle.
Bid Body Range	The absolute difference between the bid open and bid close prices.
Bid Range	The absolute difference between the bid high and bid low prices.
Bid Candle	Complete candle object containing bid open, high, low, and close data.
Bid HL2	The average of the high and low bid prices: (High + Low) / 2.
Bid HLOC4	The average of the high, low, open, and close bid prices: (High + Low + Open + Close) / 4.
Bid HLC3 (Typical)	The average of the high, low, and close bid prices: (High + Low + Close) / 3.
Bid HLCC4 (Weighted)	The weighted average of the high, low, and double close bid prices: (High + Low + Close + Close) / 4.

Ask Candle Data

Output	Description
Ask Open	The opening ask price for the current candle period.
Ask Close	The closing ask price for the current candle period.
Ask High	The highest ask price during the current candle period.
Ask Low	The lowest ask price during the current candle period.
Ask Body High	The highest price between the open or close ask prices for the candle.
Ask Body Low	The lowest price between the open or close ask prices for the candle.
Ask Body Range	The absolute difference between the ask open and ask close prices.
Ask Range	The absolute difference between the ask high and ask low prices.
Ask Candle	Complete candle object containing ask open, high, low, and close data.
Ask HL2	The average of the high and low ask prices: (High + Low) / 2.
Ask HLOC4	The average of the high, low, open, and close ask prices: (High + Low + Open + Close) / 4.
Ask HLC3 (Typical)	The average of the high, low, and close ask prices: (High + Low + Close) / 3.
Ask HLCC4 (Weighted)	The weighted average of the high, low, and double close ask prices: (High + Low + Close + Close) / 4.

Mid Candle Data

Output	Description
Mid Open	The midpoint opening price for the candle period.
Mid Close	The midpoint closing price for the candle period.
Mid High	The highest mid price during the current candle period.
Mid Low	The lowest mid price during the current candle period.
Mid Body High	The highest price between the open or close mid prices for the candle.
Mid Body Low	The lowest price between the open or close mid prices for the candle.
Mid Body Range	The absolute difference between the mid open and mid close prices.
Mid Range	The absolute difference between the mid high and mid low prices.
Mid Candle	Complete candle object containing mid open, high, low, and close data.
Mid HL2	The average of the high and low mid prices: (High + Low) / 2.
Mid HLOC4	The average of the high, low, open, and close mid prices: (High + Low + Open + Close) / 4.
Mid HLC3 (Typical)	The average of the high, low, and close mid prices: (High + Low + Close) / 3.
Mid HLCC4 (Weighted)	The weighted average of the high, low, and double close mid prices: (High + Low + Close + Close) / 4.

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