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Dollar-bar mechanics

This small example is illustrative arithmetic, not a Meridian market-data response. Assume a dollar threshold of $1,000:
TradePriceQuantityDollar valueRunning total
11002200200
21013303503
31024408911
410311031,014
Trade 4 crosses the threshold, so the completed bar contains all four records and reports $1,014 of dollar volume. The record is not split to force an exact $1,000 total.

Discover a stored threshold

First call custom_bars_catalog:
{
  "exchange": "binance-futures",
  "product": "BTCUSDT",
  "bar_type": "tick",
  "limit": 100
}
Select an entry’s exact threshold_key, begin, and end.

Query the stored bars

{
  "exchange": "binance-futures",
  "product": "BTCUSDT",
  "bar_type": "tick",
  "begin": "2026-01-01T00:00:00Z",
  "end": "2026-01-02T00:00:00Z",
  "threshold_key": "THE_KEY_RETURNED_BY_THE_CATALOG",
  "limit": 5,
  "include": {
    "coverage": true,
    "provenance": true,
    "column_metadata": true,
    "source_manifest": false
  }
}

Validate the result

For tick bars, confirm each completed row’s trade_count equals the configured integer threshold. Also retain source, source_run_id, provenance_type, coverage, and warnings. If the exact query returns result_status="no_results" and query_complete=true, the lookup is complete. Ask for alternatives explicitly before removing the threshold or widening the range.