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

PropTypeDefaultDescription
idstring-Optional AuctionIntent instance id
rangeModeIdstring-Optional sessionRangeMode id to read
volumePriceIdstring-Optional sessionVolumePrice id to read
auctionOpenstring09:30Local auction open time
auctionEndstring15:00Local auction end time
timeZonestringAmerica/New_YorkTimezone used to resolve auction open/end
deadBucketnumber-Range bucket treated as resting/balance
minBucketnumber-Reserved VolumePrice bucket filter; auction context reads all buckets
rowSizenumber-Price row size for VolumePrice profile evidence
plotbooleantruePlot auction intent state changes
plotNamestringSession Auction IntentPlot series name
plotPaddingnumber0Padding added to plotted close values

Output parameters

Data attributeValues
getCurrentIntentReturn the latest auction intent snapshot
getEventsReturn auction intent state-change events
getAuctionDecisionReturn the resolved auction decision, when available

SQL example

TICK sessionRangeMode
        TICK sessionVolumePrice
        TICK sessionAuctionIntent auctionOpen="09:30" auctionEnd="15:00"

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