Dollar-bar mechanics
This small example is illustrative arithmetic, not a Meridian market-data response. Assume a dollar threshold of$1,000:
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 callcustom_bars_catalog:
threshold_key, begin, and end.
Query the stored bars
Validate the result
For tick bars, confirm each completed row’strade_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.