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A dollar bar accumulates each aggTrade’s notional value: 
dollar_value = price × quantity
cumulative_dollar_value += dollar_value
The bar closes when: 
cumulative_dollar_value >= threshold

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Behavior at the threshold

The aggTrade that crosses the threshold remains wholly inside the closing bar. Meridian does not split a single aggTrade between two bars. The next bar starts with the following record. This means a bar’s final dollar_volume can exceed its configured threshold.

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Useful properties

  • Active periods naturally produce more bars.
  • Every completed bar represents approximately comparable traded notional.
  • Cross-period sampling is less dominated by quiet clock intervals.
  • trade_count and elapsed bar duration remain variable.

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Query example

{
  "exchange": "binance-futures",
  "product": "BTCUSDT",
  "bar_type": "dollar",
  "begin": "2026-01-01T00:00:00Z",
  "end": "2026-01-02T00:00:00Z",
  "threshold": 5000000,
  "limit": 1000
}
Use the catalog first rather than assuming that a particular threshold has already been materialized.