Custom-bar columns - Meridian

Identity

Column	Type	Meaning
`time`	timestamp	Canonical row time
`bar_start_ts`	timestamp	First trade in the bar
`bar_end_ts`	timestamp	Last trade in the bar
`exchange`	string	Canonical exchange
`product`	string	Canonical product
`bar_type`	string	Dollar, volume, tick, or imbalance
`threshold_key`	string	Stable stored configuration key
`threshold`	float	Closing threshold used for the bar
`bar_sequence`	integer	Continuous sequence within the source run

Prices and volume

Column	Unit	Meaning
`open_price`	quote	First trade price
`high_price`	quote	Highest trade price
`low_price`	quote	Lowest trade price
`close_price`	quote	Last trade price
`coin_volume`	coin	Total base quantity
`dollar_volume`	USD/quote	Sum of price multiplied by quantity
`trade_count`	trades	Number of aggTrade records
`buy_coin_volume`	coin	Taker-buy base volume
`sell_coin_volume`	coin	Taker-sell base volume
`vol_delta`	coin	Buy volume minus sell volume

Microstructure

Column	Meaning
`vwap`	Quantity-weighted average price
`vpin`	Absolute buy/sell volume imbalance divided by total classified volume
`trade_entropy`	Entropy of log-scaled trade quantities within the bar
`poc`	Price level with the greatest summed quantity

Provenance

Column	Meaning
`source`	Original trade source
`source_run_id`	Historical or live materialization run
`provenance_type`	Native backfill or live provenance classification

Imbalance bars may additionally include algorithm-state fields such as expected ticks, warmup, ending EMA tick sign, and ending cumulative imbalance.