Symbology
The library requires information about the symbol in order to request and process data correctly. This information should be arranged in a specified format and supplied as a LibrarySymbolInfo object. This article explains the most challenging concepts of the LibrarySymbolInfo
implementation. You can find the complete list of interface parameters, and their descriptions, in the API section.
The library calls the resolveSymbol
method to request symbol information. To provide this information, create the LibrarySymbolInfo
object and pass it to ResolveCallback
as a parameter.
Refer to the Datafeed API topic for more information on how to supply the chart with data.
Symbol name
The library addresses a symbol by a unique identifier. You can use full_name
or ticker
to specify such an identifier for a certain symbol. If you provide both properties, the library considers ticker
as the higher priority property.
full_name
A string that has the EXCHANGE:SYMBOL
format. This string is displayed on the chart legend. If you do not specify full_name
manually, the library generates the property value using name
and exchange
.
ticker
If you need to address a symbol by a custom identifier (for example, numeric), you can use ticker
instead of full_name
. This identifier is not displayed to the users. Make sure you provide ticker
in LibrarySymbolInfo
and SearchSymbolResultItem.
Some Trading Platform features like Watchlist, Details, and Account Manager does not support ticker
, and the library uses full_name
to request data for them.
Resolutions
Resolution or time interval is a time period of the single bar. The library supports resolutions in seconds, minutes, hours, days, weeks, months, years, and ticks. To enable any resolution, specify the following properties:
DatafeedConfiguration.supported_resolutions
contains all resolutions supported by the chart.LibrarySymbolInfo.supported_resolutions
contains all resolutions supported by the symbol.
The resolutions should be listed in a specific format. For example, ["1", "15", "240", "D", "6M"]
stands for 1 minute, 15 minutes, 4 hours, 1 day, and 6 months. If a certain symbol does not support some chart resolutions, they are disabled in the UI for this symbol.
If a user switches to another symbol, that does not support the selected resolution, the library changes the resolution to the first available one for this symbol.
Resolution data
The library requests data from the datafeed based on the selected resolution. All resolutions that your datafeed explicitly supports should be listed in the *_multipliers
properties (seconds_multipliers
, daily_multipliers
, etc. ) and implemented in the getBars
method. You can also enable resolutions that your datafeed does not explicitly provide because the library can combine smaller intervals into larger ones to build new resolutions. For instance, it can build 2-minute bars from 1-minute bars.
The library cannot build daily, weekly, or monthly resolutions using intraday data.
Consider the following example. The datafeed has 1-minute and 2-minute bars. Also, you would like to support a 5-minute resolution. In this case, you should configure the LibrarySymbolInfo
properties as follows:
//...
"has_intraday": true,
"supported_resolutions": ["1", "2", "5"],
"intraday_multipliers": ["1", "2"], // The library can request 1-minute and 2-minute bars, and will build 5-minute bars from 1-minute data
//...
The example of getBars
implementation is demonstrated below:
getBars(symbolInfo, resolution, periodParams, onHistoryCallback, onErrorCallback) {
if (resolution === '1') {
const bars = getBarsFor1MinuteResolution(periodParams);
onHistoryCallback(bars);
return;
}
if (resolution === '2') {
const bars = getBarsFor2MinuteResolution(periodParams);
onHistoryCallback(bars);
return;
}
//...
}
function getBarsFor1MinuteResolution(periodParams) {
// Your custom logic
}
function getBarsFor2MinuteResolution(periodParams) {
// Your custom logic
}
Resolution in seconds
To enable resolution in seconds, you should additionally configure the following properties:
- Enable the
seconds_resolution
featureset. To do this, includeseconds_resolution
to theenabled_features
array. - Set
has_seconds
totrue
. - Specify
seconds_multipliers
that contains the resolutions provided by the datafeed.
Resolution in minutes (Intraday)
To enable intraday resolution (in minutes), you should additionally configure the following properties:
- Set
has_intraday
totrue
. - Specify
intraday_multipliers
that contains the resolutions that the datafeed provides.
Resolution in days
To enable resolution in days, you should additionally configure the following properties:
- Set
has_daily
totrue
. - Specify
daily_multipliers
that contains the resolutions that the datafeed provides.
Resolution in weeks / months
To enable resolution in weeks or months, you should additionally configure the following properties:
- Set
has_weekly_and_monthly
totrue
. - Specify
weekly_multipliers
ormonthly_multipliers
that contains the resolutions that the datafeed provides.
Resolution in ticks
To enable resolution in ticks, you should additionally configure the following properties:
- Enable the
tick_resolution
featureset. To do this, includetick_resolution
to theenabled_features
array. - Set
has_ticks
totrue
.
Time zone
The library arranges data based on the timezone
value. Make sure you specify this property to avoid potential issues.
If your time zone is not supported, you can request it on GitHub Issues 🔐 (restricted access).
Session
The library arranges data based on the session
value. Make sure you specify this property to avoid potential issues.
Refer to the Trading Sessions topic for more information on the session format.
subsession_id
The subsession ID of this symbol. The value of this property should match one of the id
s from subsessions
. Should usually be 'regular'
or 'extended'
depending on whether or not the symbol is in extended trading mode.
subsessions
Read more about extended sessions here
An array of objects describing the subsessions of this symbol.
Each object must have the properties id
, description
, and session
:
id
is a unique identifier for the subsession.description
is a description of subsession. For example'Regular Trading Hours'
.session
is a session string. See session for more information.'session-correction'
is an optional session correction string.
Price format
The library supports the decimal and fractional price formats. To configure how the price displays, specify the following properties:
pricescale
— a number of decimal places or fractions that the price has.minmov
— a number of units that represents the price tick.minmove2
— a fraction of a fraction.fractional
— a boolean value that shows whether the format is fractional or decimal.
These properties' values depend on the chosen format and are not visible to users.
Decimal format
pricescale
should be10^n
, wheren
is the number of decimal places. For example, if the price is1.01
, setpricescale
to100
.minmov
depends on the tick size that is calculated asminmov / pricescale
. For example, if the tick size is0.25
, setminmov
to25
.minmove2
should be0
or not specified.fractional
should befalse
or not specified.
Consider the following examples:
- The security's tick size is
0.01
. To display this security, setminmov = 1
,pricescale = 100
. - The security's tick size is
0.0125
. To display this security, setminmov = 125
,pricescale = 10000
. - The security's tick size is
0.20
. To display this security, setminmov = 20
,pricescale = 100
.
Variable tick size
If you need to adjust a tick size depending on a symbol price, you can additionally specify the variable_tick_size
property. This property should be a string
that contains prices and the corresponding tick sizes. The library overrides the pricescale
and minmov
properties to represent the desired tick size.
For example, the '0.01 10 0.02 25 0.05'
value specifies the following ticks:
- For prices less than or equal to 10, the tick size is
0.01
. Therefore,minmov = 1
,pricescale = 100
. - For prices greater than 10 but less than or equal to 25, the tick size is
0.02
. Therefore,minmov = 2
,pricescale = 100
. - For prices greater than 25, the tick size is
0.05
. Therefore,minmov = 5
,pricescale = 100
.
Note that you need to initialize pricescale
and minmov
regardless of whether you use variable_tick_size
or not.
How to display pips
You can display pips for symbols that have forex
or cfd
type. To do this, set minmove2
to 10
. In the UI, pips look smaller than the price digits.
If minmove2
is 0
for forex
/cfd
symbols, the spread is displayed in ticks, not pips.
Fractional format
The fractional price is displayed as x'y
(for example, 133'21
), where x
and y
are the integer and fractional parts, respectively. A single quote is used as a delimiter.
pricescale
should be2^n
. This value represents the number of fractions.minmov
depends on the tick size that is calculated asminmov / pricescale
. For example, if the tick size is1/4
, setminmov
to1
.minmove2
should be0
or not specified.fractional
should betrue
.
Consider the following examples:
- To display a security that has the
1/32
tick size, setminmov = 1
,pricescale = 32
. - To display a security that has the
2/8
tick size, setminmov = 2
,pricescale = 8
.
Fraction of a fraction format
The fraction of a fraction format is a particular case of the fractional format. It is displayed as x'y'z
(for example, 133'21'5
), where z
is a fractional part of y
. In this case, minmove2
differs from 0
and represents a fraction of a fraction. For example, the ZBM2023
tick size is 1/4 of a 32nd. To display this security, set minmov = 1
, pricescale = 128
, minmove2 = 4
. The price is displayed in the UI as follows:
119'16'0
represents119 + 16.0/32
119'16'2
represents119 + 16.25/32
119'16'5
represents119 + 16.5/32
119'16'7
represents119 + 16.75/32