Alphameta Kline

AlphaMeta Kline

Fetch candlestick / OHLCV data via Interactive Brokers — latest N bars, history by date range, and today's intraday minute curve. Supports 1m to month periods with split/dividend-adjusted pricing.

When to Use

• "NVDA 近一周走势" / "AAPL 1-week chart" — daily bars, 5 trading days
• "TSLA 近一个月" / "1-month chart" — daily bars, 22 trading days
• "TSLA 近一年日 K" / "AAPL 1-year chart" — daily bars, 252 trading days
• "TSLA 5 分钟 K 线 200 根" / "last 200 5m candles" — intraday bars with explicit count
• "AAPL 月 K 线" / "MSFT monthly chart" — monthly bars
• "NVDA 分时图" / "AAPL intraday today" — intraday mode
• "AAPL 2024 年日 K" / "price history Jan-Jun 2024" — history by date range
• "前复权日 K" / "forward adjusted chart" — add adj flag

Workflow

1. Resolve symbol — use standard ticker (NVDA, AAPL, SPY). AlphaMeta handles contract resolution via its position/quote database.

1. Determine mode:

• Explicit "intraday" or "today" → intraday mode
• Date-like first argument (YYYY-MM-DD, "today", "yesterday") → history mode
• Otherwise → latest N candles mode

1. Map time windows — translate natural-language ranges to (period, count). Use trading-day counts (1 year ≈ 252 trading days, 1 month ≈ 22):

• "1-week" → day, 5
• "1-month" → day, 22
• "3-months" → day, 66
• "6-months" → day, 126
• "1-year" → day, 252
• "today / intraday" → intraday mode

1. Execute command via REST API:

``bash curl -X POST "http://127.0.0.1:18080/api/v1/execute" \ -H "Content-Type: application/json" \ -d '{"cmd": "kline "}' ` Concrete examples: ``bash # Latest 100 daily bars curl ... -d '{"cmd": "kline AAPL day 100"}'

# Last 200 5m candles with split+dividend adjustment curl ... -d '{"cmd": "kline NVDA 5m 200 adj"}'

# History by date range (daily) curl ... -d '{"cmd": "kline AAPL 2025-01-01 2025-06-30 day"}'

# Today's intraday 1m chart (includes pre/after-market data) curl ... -d '{"cmd": "kline NVDA intraday"}' ```

1. Interpret results — summarize the OHLCV data: range high/low, close-to-close net move, volume patterns. Use ▲/▼ for direction. Calculate net move as (last_close - first_close) / first_close. Cite data source as AlphaMeta / Interactive Brokers.

Common Rationalizations

| Rationalization | Reality | | -------------------------------------------------- | ----------------------------------------------------------------------------------------------- | | "day 30 is roughly one month" | 30 trading bars ≈ 6 calendar weeks. For one calendar month use day 22 | | "Net move = (last open − first open) / first open" | Always use close-to-close: (last_close − first_close) / first_close | | "I'll pass the raw JSON to the user" | Raw JSON is unreadable. Must translate to prose: range high/low, net change, volume, trend | | "Count = calendar days" | Count = number of bars, not days. day 5 = 5 daily bars covering ~7 calendar days | | "Intraday works for any past date" | Intraday mode only supports today. For historical minute data use history mode with 1m period | | "Count is the exact number of bars returned" | Count is a minimum — for longer periods (week/month) IBKR may return more bars than requested |

Red Flags

• Intraday is today-only — calling intraday on a past date returns empty data. For historical minute bars use kline 1m
• Data availability varies by instrument — options, some ETFs, and crypto may return empty or very short histories. Verify with quote first
• All modes use useRTH=False (hardcoded) — the backend reqHistoricalDataAsync is called with useRTH=False for all three modes (_kline, _history, _intraday). The command does NOT accept a useRTH flag; any useRTH token in the command string is silently ignored. All results include pre-market and after-hours data. Mention this if the user expects strict trading-session data.
• adj only affects price fields — open/high/low/close are adjusted, volume is not
• History mode may return bars before the start date — IBKR includes the bar containing the start timestamp, which can be one bar earlier than expected. E.g. kline AAPL 2026-05-01 2026-05-07 day may include a bar dated 2026-04-30. Always compute the actual date range from the returned data.

Output

The API returns a JSON envelope. The candlestick data lives in result.bars:

{
  "success": true,
  "request_id": "req-xxx",
  "result": {
    "symbol": "AAPL",
    "period": "day",
    "count": 5,
    "adjust": "none",
    "bars": [
      {
        "date": "2026-05-08",
        "open": 287.86,
        "high": 294.76,
        "low": 287.5,
        "close": 293.86,
        "volume": 39300184,
        "average": 293.118,
        "barCount": 258450
      }
    ]
  },
  "execution_time_ms": 2558
}

Variations by mode:

• history: result has start, end instead of count
• intraday: date is ISO 8601 datetime (e.g. 2026-05-14T09:30:00), no adjust field

Always read from response.result.bars[]. Never pass raw JSON to the user — present results as prose with markdown formatting:

**{Symbol} — {Period} ({N} bars, {date range})**
Range: ${high} ~ ${low}  |  Close-to-close: ${first_close} → ${last_close} ({sign}{X.Y%})
Volume: avg {X} shares/day — {volume pattern note}
Trend: {1-2 sentence summary of price action, key levels, and pattern}

Examples

**NVDA — Daily (5 bars, May 6–12)**
Range: $196.16 ~ $223.75  |  Close-to-close: $207.26 → $219.48 (▲ +5.9%)
Volume: avg 126M shares/day — elevated throughout
Trend: Strong uptrend from $196 support, 5 consecutive green candles with above-average volume.

**NVDA — 1m Intraday (111 bars, May 14)**
Range: $229.36 ~ $233.22  |  Open: $231.34 → Now: $230.26 (▼ -0.5%)
Volume: heavy in first 2 minutes (1.4M shares), then tapered to ~10K/min
Trend: Opened with a spike to $233.22, then gradual selloff through the morning. Intraday low of $229.36 at 09:39, minor bounce to $230.26.

Intraday output should mention the opening spike/drop, session high/low, and whether volume confirms the trend. For multi-day history, highlight the directional bias, key support/resistance levels, and any volume anomalies.

Always attach ▲/▼ direction arrows to net move. Cite source: AlphaMeta / Interactive Brokers.

See the [alphameta](../alphameta) skill for server setup and command execution syntax.

Key Concepts

Price Adjustment

• Default (TRADES): split-adjusted only
• adj (ADJUSTED_LAST): split + dividend adjusted (flag syntax only — --adjust prefix is NOT supported)

Period Mapping

| Period | Aliases | Bar Size | |---|---|---| | 1m | minute | 1 minute | | 5m | — | 5 minutes | | 15m | — | 15 minutes | | 30m | — | 30 minutes | | 1h | hour | 1 hour | | day | d, 1d | 1 day | | week | w | 1 week | | month | m, 1mo | 1 month |

Data Source

Data is sourced from Interactive Brokers (IBKR) historical data feed. Quality depends on the exchange and contract type. For options, futures, and non-stock instruments, data availability may vary.

Error Handling

On failure the API returns a JSON error object instead of result:

{
  "success": false,
  "error": {
    "code": "COMMAND_ERROR",
    "message": "Symbol not found: INVALID999999"
  }
}

Surface error.message to the user — never silently retry.

| Situation | Reply | | ---------------------------------------- | --------------------------------------------------------- | | Service not running (health check fails) | Start the service: alphameta start | | error.code == "COMMAND_ERROR" | Surface error.message verbatim. Common messages: Symbol not found, Start must be before end | | No data returned for range | Expand the date range or switch to a shorter period | | Network / timeout | Retry; if persistent, check IBKR connection via /health |

Related Skills

• "What's this stock's current price?" → alphameta-market-data
• "What are the Greeks or technical indicators?" → alphameta-technical
• "What's the option chain for this symbol?" → alphameta-market-data

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

• Author: intelliscale
• Source: intelliscale/alphameta-skills
• License: MIT
• Homepage: https://alphameta.app

Install and usage instructions live in the source repository linked above.