FTB-C000079 / Financial concept

Bar

A bar is an aggregate summary of eligible market events grouped by a declared sampling rule.

Also known asprice barmarket bar

Definitions

In plain terms

Bars can group trades by fixed time, event count, volume, value, or information-driven thresholds.

Technical

A bar contract defines source events, eligibility, grouping boundary, timestamp convention, session reset, OHLC or other statistics, partial-tail behavior, and revision handling.

Scope

A bar is not necessarily time-based and is not raw market data.

Examples

  • A governed dataset records bar explicitly and preserves the source context needed to interpret it.

Common misconceptions

  • Bar does not have one universal meaning or policy without its declared source, scope, and data contract.

Concept relationships

Prerequisites

Narrower concepts

Related

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D01-F01-A01 Primary
  • D01-F01-A02 Primary
  • D01-F01-A03 Primary
  • D01-F01-A04 Primary
  • D01-F01-A05 Primary
  • D01-F01-A06 Primary
  • D01-F01-A07 Primary
  • D06-F01-A01 Prerequisite

Evidence and governance

  1. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: preferred label, short definition, technical definition

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
Last reviewed
2026-07-26
Next review
2027-07-26
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.