Indicators
sessionAuctionIntent
Classify NY auction control lifecycle from RangeMode and VolumePrice evidence
sessionAuctionIntent (all)
Classify NY auction control lifecycle from RangeMode and VolumePrice evidence
Input parameters
| Prop | Type | Default | Description |
|---|---|---|---|
id | string | - | Optional AuctionIntent instance id |
rangeModeId | string | - | Optional sessionRangeMode id to read |
volumePriceId | string | - | Optional sessionVolumePrice id to read |
auctionOpen | string | 09:30 | Local auction open time |
auctionEnd | string | 15:00 | Local auction end time |
timeZone | string | America/New_York | Timezone used to resolve auction open/end |
deadBucket | number | - | Range bucket treated as resting/balance |
minBucket | number | - | Reserved VolumePrice bucket filter; auction context reads all buckets |
rowSize | number | - | Price row size for VolumePrice profile evidence |
plot | boolean | true | Plot auction intent state changes |
plotName | string | Session Auction Intent | Plot series name |
plotPadding | number | 0 | Padding added to plotted close values |
Output parameters
| Data attribute | Values |
|---|---|
getCurrentIntent | Return the latest auction intent snapshot |
getEvents | Return auction intent state-change events |
getAuctionDecision | Return the resolved auction decision, when available |
SQL example
TICK sessionRangeMode
TICK sessionVolumePrice
TICK sessionAuctionIntent auctionOpen="09:30" auctionEnd="15:00"