> ## Documentation Index
> Fetch the complete documentation index at: https://docs.meridiandata.xyz/llms.txt
> Use this file to discover all available pages before exploring further.

# Custom-bar columns

> Fields returned by Meridian dollar, volume, tick, and imbalance bars.

## 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.