Timeframes & tick charts

OpenAlgo Charts handles the full range of timeframes - from seconds and ticks up to weeks - because the time axis is a logical index, not a fixed grid.

There are two sources of bars:

1. Historical bars come from your data feed at a chosen interval (5s, 1m, 1h, D, W, …). The chart just draws them.
2. Tick, volume, and sub-minute bars are aggregated live from a trade/quote stream using TickBarAggregator or CandleBuilder - OHLCV history alone cannot produce them.

History intervals

The OpenAlgo REST adapter passes the interval through verbatim, so any interval your broker supports works. Fetch the exact list at runtime instead of hard-coding it:

// OpenAlgo exposes the supported intervals per broker:
//   seconds:  5s, 10s, 15s, 30s, 45s, 60s ...
//   minutes:  1m, 3m, 5m, 10m, 15m, 30m ...
//   hours:    1h, 2h, 4h ...
//   days+:    D, W, M
const bars = await feed.getBars({
  symbol: 'RELIANCE', exchange: 'NSE', interval: '5s',
  from: dayStartUtcSeconds, to: nowUtcSeconds,
});
series.setData(bars);

To branch on the timeframe (does this need a session reset, does the axis need seconds), ask the registry rather than matching on the string. intervalParts('120m') and intervalParts('2h') both answer 2 hours, and isIntradayInterval, isDailyInterval, isSecondsInterval and isTickInterval answer the yes-or-no questions directly, for any registered code and not only for the built-in tokens. See Reading a code back.

Second timeframes (live)

CandleBuilder buckets a tick stream into interval OHLC. intervalSec can be any number of seconds - here, 5-second candles. Pass a sessionAnchorSec so buckets align to the session open (09:15) rather than an arbitrary epoch floor.

const chart = lib.createChart(el);
const series = chart.addSeries('candlestick');

// Build 5-second candles from a simulated tick stream.
const builder = new lib.CandleBuilder({ intervalSec: 5, volumeMode: 'ltq-sum' });
const bars = [];
let t = 1700000000, p = 100, seed = 99;
for (let i = 0; i < 3000; i++) {
seed = (seed * 1103515245 + 12345) & 2147483647;
p = Math.max(1, p + (seed / 2147483647 - 0.5) * 0.4);
t += 1; // one tick per second
const u = builder.onTick({ time: t, price: p, ltq: 10 });
if (u) { if (u.isNew) bars.push(u.bar); else bars[bars.length - 1] = u.bar; }
}
series.setData(bars);
chart.timeScale.fitContent(bars.length);
return chart;

Tick bars

TickBarAggregator makes bars from trade ticks by clock interval, calendar period, tick count, or traded volume:

import { TickBarAggregator } from 'openalgo-charts';
 
const agg = new TickBarAggregator({ mode: 'ticks', count: 100 });   // 100-tick bars
// or { mode: 'volume', perBar: 5000 }   - constant-volume bars
// or { mode: 'interval', seconds: 30 }  - 30-second bars
// or { mode: 'calendar', unit: 'month' } - months, quarters and years, which have no
//    fixed length; pass { timezone } so the boundary is local midnight where it should be
 
ws.onTrade((t) => {
  const u = agg.onTick({ time: t.timeSec, price: t.price, qty: t.qty });
  if (u.isNew) series.setData([...bars, u.bar]);   // append
  else series.update(u.bar);                       // mutate the forming bar
});

Here is a 250-tick chart built from a simulated trade stream:

const chart = lib.createChart(el);
const series = chart.addSeries('candlestick');
const agg = new lib.TickBarAggregator({ mode: 'ticks', count: 250 });
const bars = [];
let t = 1700000000, p = 100, seed = 3;
for (let i = 0; i < 12000; i++) {
seed = (seed * 1103515245 + 12345) & 2147483647;
p = Math.max(1, p + (seed / 2147483647 - 0.5) * 0.6);
t += 1;
const u = agg.onTick({ time: t, price: p, qty: 1 });
if (u.isNew) bars.push(u.bar); else bars[bars.length - 1] = u.bar;
}
series.setData(bars);
chart.timeScale.fitContent(bars.length);
return chart;