Base Model - Tick Data
Base Model - Tick Data
This model identifies directional trends by analysing consecutive tick-by-tick price movements in isolation, detecting micro-shifts in real-time and generating high-frequency signals without aggregation or smoothing context.
Supported Markets
Bonds
Commodities
Cryptocurrencies
Derivatives
Equities
Foreign Exchange
Indices
REITs
Tokenised Assets
Base URL
Request Endpoint
OHLC Input Data Lengths
Minimum Length
500 Periods
Maximum Length
10000 Periods
Request Header
Must be set to application/json
Request Body
Response Fields
Trend timestamp
Important: This endpoint only returns data for datetimes where a trend is identified. If no trend is detected for a specific time period, those datapoints will be omitted from the response. Check the timestamp field in the returned objects to identify which time periods are included.