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custom_bars returns market-data bars generated from stored Binance Futures BTCUSDT individual aggTrades.

Arguments

ArgumentTypeRequiredDescription
exchangestringYesbinance or binance-futures
productstringYesInitially BTCUSDT
bar_typestringYesdollar, volume, tick, or imbalance
begintimestampYesInclusive start
endtimestampYesExclusive end
thresholdnumberNoExact stored threshold filter
threshold_keystringNoExact configuration key returned by the catalog
limitintegerNo1 to 10,000 rows; default 5,000
cursorstringNoInteger page offset
includeobjectNoCoverage, provenance, column metadata, and optional redacted source manifest
return_next_cursorbooleanNoMCP-only explicit pagination switch; defaults to false

Example arguments

{
  "exchange": "binance-futures",
  "product": "BTCUSDT",
  "bar_type": "tick",
  "begin": "2026-01-01T00:00:00Z",
  "end": "2026-01-02T00:00:00Z",
  "threshold": 1000,
  "limit": 100,
  "include": {
    "coverage": true,
    "provenance": true,
    "column_metadata": true,
    "source_manifest": false
  }
}

Exact no-results behavior

A valid exact query can complete with zero rows:
{
  "query_complete": true,
  "data_gap": false,
  "retry_recommended": false,
  "alternative_query_required": false,
  "result_status": "no_results",
  "no_results_reason": "no_stored_rows_matched_request",
  "rows": []
}
This is a complete answer for the requested filters. Do not automatically remove the threshold, widen the date range, or fetch alternatives unless the user asks.
Custom bars are market-data observations, not BUY, SELL, ENTER, or execution instructions.