Interface CandleBuilderOptions

interface CandleBuilderOptions {
    intervalSec: number;
    lateTickPolicy: LateTickPolicy;
    sessionAnchorSec: number;
    volumeMode: VolumeMode;
}

Properties

intervalSec: number
lateTickPolicy: LateTickPolicy
sessionAnchorSec: number

UTC-seconds of a known session open. Buckets align to it so e.g. 5-minute bars start at 09:15, not at an arbitrary epoch floor. Defaults to 0 (epoch).

volumeMode: VolumeMode

'ltq-sum' accumulates last-traded-qty; 'day-delta' diffs cumulative day volume.