Bar utilities

Utilities for preparing and transforming historical price bars before using them with indicators.

Use alternate price

bars.Use() selects which price element to analyze before most indicator calls — for example the median (HL2) or typical (HLC3) price instead of Close. It cannot be used with indicators that require the full OHLCV bar profile.

// median price (HL2) into an SMA
var results = bars
  .Use(CandlePart.HL2)
  .ToSma(20);

🚩 Incompatible indicators

Some indicators require the full OHLCV bar profile and cannot be used with .Use():

• Indicators that explicitly use multiple price points (ATR, Stochastic, etc.)
• Volume-based indicators (OBV, CMF, etc.) unless using CandlePart.Volume
• Candlestick pattern indicators

candlePart parameter

The price element to use for calculations.

CandlePart enum options

enum / value	description
CandlePart.Open 0	Open price
CandlePart.High 1	High price
CandlePart.Low 2	Low price
CandlePart.Close 3	Close price
CandlePart.Volume 4	Volume
CandlePart.HL2 5	(High+Low)/2
CandlePart.HLC3 6	(High+Low+Close)/3
CandlePart.OC2 7	(Open+Close)/2
CandlePart.OHL3 8	(Open+High+Low)/3
CandlePart.OHLC4 9	(Open+High+Low+Close)/4

Incremental and streaming variants

The bar-part selector also has incremental and live streaming variants that emit TimeValue results:

// BufferList — incremental, single-threaded
BarPartList parts = bars.ToBarPartList(CandlePart.HL2);

// StreamHub — chain into a live pipeline
BarHub barHub = new();
BarPartHub partHub = barHub.ToBarPartHub(CandlePart.HLC3);
EmaHub emaHub = partHub.ToEmaHub(20);  // chain downstream indicators

See Buffer lists and Stream hubs for full usage guides.

Sort bars

bars.ToSortedList() sorts any collection of TBar (or ISeries) and returns an IReadOnlyList ordered by ascending Timestamp. Library indicators expect chronological bars, so use this when you cannot guarantee the sort order from your data source.

// sort, then use inline with indicators
var results = bars
  .ToSortedList()
  .ToRsi(14);

Pre-sorted data

Most providers already return bars in chronological order. Sorting large datasets has a cost, so skip this step when the order is guaranteed.

Validate bar history

bars.Validate() is an advanced check of your IReadOnlyList<IBar>. It detects duplicate timestamps and out-of-sequence (non-ascending) dates, throwing an InvalidBarsException if either is found. On success it returns the validated collection, so it can be used inline.

try
{
  var results = bars
    .Validate()
    .ToRsi(14);
}
catch (InvalidBarsException ex)
{
  Console.WriteLine($"Invalid bars: {ex.Message}");
}

When to use

.Validate() performs thorough checks and has a cost. Use it when data quality is uncertain — importing from untrusted sources, production data-quality gates, or debugging unexpected results — but avoid re-validating the same dataset repeatedly. To simply fix ordering, use Sort bars instead.

Resize bar history

bars.Aggregate() combines intraday bars into larger timeframes — minute to hourly, hourly to daily, or any custom TimeSpan.

// using the BarInterval enum
IReadOnlyList<Bar> hourlyBars = minuteBars.Aggregate(BarInterval.OneHour);

// using a custom TimeSpan
IReadOnlyList<Bar> customBars = minuteBars.Aggregate(TimeSpan.FromMinutes(45));

param	description
newSize BarInterval	Target period size: Month, Week, Day, FourHours, TwoHours, OneHour, ThirtyMinutes, FifteenMinutes, FiveMinutes, ThreeMinutes, TwoMinutes, OneMinute.
timeSpan TimeSpan	Any value greater than TimeSpan.Zero, for custom periods.

Each aggregated bar takes the first Open, highest High, lowest Low, last Close, summed Volume, and the period's starting Timestamp.

Periods are fixed calendar buckets, not rolling windows, in the clock your timestamps already use; no time zone is applied. Month starts on the 1st of each month. Week starts Monday 00:00 and runs through Sunday. Day and shorter sizes start at midnight. A custom TimeSpan counts its buckets from DateTime.MinValue, so a size that does not divide 24 hours evenly, such as 7 minutes, does not restart at midnight. The streaming aggregator hubs use the same boundaries for every size except Month, which they do not support.

🚩 Partially populated periods

Partial period windows at the start, end, or market open/close can be misleading. For example, a lone 4:00pm minute bar aggregated into 15-minute bars yields a 4:00pm bar holding just one minute of data, while the prior 3:45pm bar holds the full 15 minutes. Filter out partial periods if they could skew your analysis.

Streaming aggregator hubs

For live feeds, the aggregator hubs convert small bars or raw ticks into larger period bars in real time. Both accept a BarInterval or custom TimeSpan (BarInterval.Month is not supported in streaming — use the TimeSpan overload):

// bar → bar (e.g. 1-minute bars to 5-minute bars)
BarHub barHub = new();
BarAggregatorHub fiveMinHub = barHub.ToBarAggregatorHub(BarInterval.FiveMinutes);

// tick → bar (raw trades to 1-minute OHLCV)
TradeTickHub tickHub = new();
TradeTickAggregatorHub oneMinHub = tickHub.ToTradeTickAggregatorHub(BarInterval.OneMinute);

Both aggregator hubs accept a GapFillMode to control how silent buckets — periods with no upstream input — are handled:

value	behavior
None (default)	Silent buckets are omitted from the output stream.
ForwardFill	Silent buckets are filled with zero-volume bars, carrying the prior bar's Close into Open, High, Low, and Close.
Interpolate	Silent buckets are filled with zero-volume bars whose Open, High, Low, and Close are linearly interpolated between the prior bar's Close and the next real bar's Open (the next real tick's price, for ticks), evenly spaced across the missing buckets.

// bar → bar
BarAggregatorHub fiveMinHub = barHub.ToBarAggregatorHub(BarInterval.FiveMinutes, GapFillMode.Interpolate);

// tick → bar
TradeTickAggregatorHub oneMinHub = tickHub.ToTradeTickAggregatorHub(BarInterval.OneMinute, GapFillMode.Interpolate);

An optional fillGaps boolean overload also remains for convenience: fillGaps: false (default) is equivalent to GapFillMode.None, and fillGaps: true is equivalent to GapFillMode.ForwardFill. Volume is always 0 on a synthesized bar, regardless of mode. Interpolate prices are not rounded; a quotient that does not terminate (e.g. two silent buckets, which divide the move into thirds) carries full decimal precision.

Interpolate also looks ahead: each synthesized bar uses the next real bar's Open, so its value is not knowable at its own timestamp. A backtest that trades on interpolated bars acts on data it could not have had yet; use ForwardFill when look-ahead matters. When a late or revised input changes that next bar, the hub regenerates the affected gap bars, so revising the Open of the bar after a long gap costs time proportional to the gap length.

Extended candle properties

bar.ToCandle() and bars.ToCandles() convert a bar into an extended CandleProperties format with additional calculated candle measurements (body size, wicks, etc.).

// single bar
CandleProperties candle = bar.ToCandle();

// collection of bars
IReadOnlyList<CandleProperties> candles = bars.ToCandles();

// access extended properties
decimal? bodySize = candle.Body;
decimal? upperWick = candle.UpperWick;
bool isBullish = candle.IsBullish;

Return type

CandleProperties

The CandleProperties record class extends the basic Bar type with calculated properties.

property	description
Timestamp DateTime	Close date
Open decimal	Open price
High decimal	High price
Low decimal	Low price
Close decimal	Close price
Volume decimal	Volume
Size decimal?	High-Low
Body decimal?	|Open-Close|
UpperWick decimal?	Upper wick size
LowerWick decimal?	Lower wick size
BodyPct double?	Body/Size
UpperWickPct double?	UpperWick/Size
LowerWickPct double?	LowerWick/Size
IsBullish bool	Close>Open direction
IsBearish bool	Close<Open direction

See also

• Result utilities — work with indicator results after calculation
• Additional helper utilities — math and numerical methods for custom indicators
• Indicator catalog — discover indicator metadata programmatically