Twelve Data
Completed U.S. equity and ETF candles are fetched by protected server-side jobs, stored, checked, and labeled before they can support customer-facing ORB analytics.
ORBLYTICS makes the provider, storage, freshness, and certification state visible before historical analytics are treated as available.
Provider data, ORBLYTICS-derived analytics, and unavailable product modes are labeled separately so one source is not mistaken for another.
Completed U.S. equity and ETF candles are fetched by protected server-side jobs, stored, checked, and labeled before they can support customer-facing ORB analytics.
Eligible delayed or completed-session SIP history can cross-check canonical candles. Asset identity, market calendars, early closes, clock state, and corporate actions are retained only as summarized internal evidence.
The free real-time IEX feed covers one venue, so it cannot certify ORB levels or fill missing canonical candles. Customer display remains off unless the applicable rights are documented.
Opening-range levels, confirmations, retests, target outcomes, matched sessions, and hit rates are derived by ORBLYTICS from the qualified stored sample.
Futures require a configured feed, certified history, and documented customer-display rights before a future product mode can expose them.
Availability is earned by completing each gate. A provider response alone is not enough to publish historical analytics.
Server-side jobs request the required historical window. Provider credentials and raw ingestion stay outside the browser.
Qualified candles and provider identity are stored so calculations do not depend on a temporary browser response.
Timestamps, session boundaries, candle completeness, policy version, and required sample coverage are checked.
Only eligible history can power customer-facing ORB cards. Missing or stale data produces an unavailable state instead of demo values.
These tickers define the production-readiness baseline. A broader U.S. search universe can appear only after each selected symbol passes its own history, freshness, policy, and display-rights checks.
Historical context can be useful without being identical to the current chart or executable market available through your broker.
A broker, exchange, and third-party provider can include different venues, corrections, or consolidation rules.
Regular-session boundaries, early closes, timezone handling, and premarket inclusion can change an ORB high or low.
Corrections, adjustments, timestamps, and minute aggregation can create small OHLCV differences.
A historical target touch does not model your fill, spread, slippage, liquidity, partial exits, fees, or taxes.
Confirm the current price, range levels, liquidity, order details, and account risk with your broker or an exchange-authorized feed. Historical analytics do not control orders or fills.