Session clock bars from public quote feeds

From public quote pages to a program-ready table

Exchange-grade market data is typically paid, but simpler needs can be met from public quote pages if the download is reshaped into a program-ready table.

The construction path covers three ingest modes: dated daily history, delayed historical intraday bars, and a continuously updating quote page.

An end-of-day-series from dated daily history

A daily-history request is specified by symbol, start date, end date, and a character-separated output that a spreadsheet opens by default.

That request produces an end-of-day-series: a daily open-high-low-close-volume table requested by symbol and calendar bounds, usually delivered as character-separated rows.

Delayed-intraday-bar rows and clock repair

A delayed-intraday-bar is a short-interval open-high-low-close-volume row whose clock is offset by a stated quote delay, commonly specified in seconds.

A delayed intraday request can set bar width to 1,800 seconds, limit the window to one day, and request date, close, high, low, open, and volume. The documented maximum history is about 15 days.

Raw delayed rows put a timestamp in the first column that is not a readable session clock until it is converted. That first field is a leading-timestamp: an epoch-style mark that must be expanded into calendar date and clock time before session work.

Offset-reconstruction treats the first stamp as an absolute epoch and rebuilds later clocks by adding the delay interval times the bar index.

Live pages and session-clock-sync

A live quote page updates continuously but is not session-usable until a program extracts fields onto a chosen interval controlled in code.

Session-clock-sync waits until a chosen second of the local minute, then samples until the session hour cutoff in the exchange time zone. The live sampler sets the zone to America/New_York, waits for second zero, then polls while the local hour is at or before 16, sleeping the requested minutes converted to seconds.

The live parser returns date, hour, minute, second, and last price via pattern matching. Volume is omitted unless the filter is extended.

The aim of each path is an implementation-ready-table: quote fields rearranged so a program can read date, time, price, and, when parsed, volume without further descrambling.