The only structured Market Profile data product on the web

Auction Market Theory Analytics for Futures & Stock Traders

Daily TPO charts, volume profiles, and the only minute-by-minute playback of developing value areas, VPOCs, poor highs/lows, and excess — all available as structured data downloads.

Every Session, Dissected

Multi-Session Coverage

Asia, EU, Overnight, and RTH sessions — each with their own TPO profiles, volume profiles, trading ranges, and inventory analysis.

Cross-Level Analysis

Track how price interacts with previous session levels — PHOD, PLOD, PVPOC, PVAH, PVAL, previous IB, overnight VP levels, and more. Every cross logged with the exact period.

Session Similarity Engine

Find historically similar sessions using 7 different distance metrics: return-based, OHLC, EU return, TPO cosine similarity, Euclidean, Hamming, and our multi-metric SuperMatch algorithm.

Period-by-Period Breakdown

Every period (A→M) analyzed: trend, candle type, inside/outside bars, retrace into previous period, position relative to IB, and developing value area at each period's close.

// Sample session data
"sessionId": "2025-02-07",
"sessionType": "Trend Up",
"dailyOTF": "up",
"vpoc": 21847.50,
"vah": 21892.25,
"val": 21801.75,
"poorHigh": "yes",
"excessLow": "yes",
"trToIBRatio": 1.82,
"developingVAs": { // A→L snapshots
"avpoc": 21810.00, "avah": 21825.50, ...
"bvpoc": 21832.25, "bvah": 21847.50, ...
// ... through L period
}
"superMatches": [/* similar sessions */]
// ... 400+ total fields

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