Timeframes

Timeframes (also called resolutions) determine how market data is grouped and displayed. A 5-minute bar, for example, compresses all the trading activity within a 5-minute window into a single open, high, low, close, and volume record. The timeframe you choose has a direct impact on how your strategy behaves, what patterns it can detect, and how many trades it generates.

Stratifyre offers one of the widest ranges of timeframes available on any platform, from nanosecond-precision tick data all the way up to yearly bars.

Available resolutions

Tick (TBBO)

• What it is: Every individual quote and trade, recorded with nanosecond-precision timestamps. TBBO stands for “Top of Book Best Offer” and represents the most granular level of market data.
• When to use it: Ultra-high-frequency analysis, microstructure research, or when you need to see every single market event.
• Good for: Studying order flow, analyzing spread dynamics, building execution models.

Note

Tick data produces extremely large datasets. A single day of tick data for one actively traded stock can contain millions of records. Use tick data selectively – for specific instruments and time windows – rather than across your entire universe.

1-Second

• What it is: All trading activity within each one-second window condensed into OHLCV bars.
• When to use it: Short-term intraday strategies that need sub-minute precision but do not require every individual tick.
• Good for: Scalping strategies, detecting rapid momentum shifts, analyzing opening and closing auctions.

1-Minute

• What it is: OHLCV bars built from one-minute intervals. This is the most popular intraday resolution.
• When to use it: General-purpose intraday trading. Most technical indicators work reliably on 1-minute bars.
• Good for: Day trading, intraday momentum strategies, breakout detection, pattern recognition.

5-Minute

• What it is: OHLCV bars from 5-minute intervals. Smooths out some of the noise present in 1-minute data.
• When to use it: Intraday strategies where you want to filter out short-term noise while still capturing meaningful intraday moves.
• Good for: Intraday swing trades, trend-following within the day, cleaner chart patterns.

10-Minute

• What it is: OHLCV bars from 10-minute intervals.
• When to use it: A middle ground between the granularity of 5-minute and the smoothness of 15-minute bars.
• Good for: Traders who want fewer signals than 5-minute but more than 15-minute.

15-Minute

• What it is: OHLCV bars from 15-minute intervals. One of the most popular intraday timeframes for swing-style day traders.
• When to use it: Intraday strategies that focus on significant price moves and established trends rather than quick scalps.
• Good for: Intraday trend following, support/resistance trading, combining with higher timeframe filters.

30-Minute

• What it is: OHLCV bars from 30-minute intervals.
• When to use it: Traders who check charts a few times per day rather than continuously. Provides a clean picture of intraday structure.
• Good for: Part-time traders, options strategies that need intraday context, multi-day setups with intraday timing.

60-Minute (Hourly)

• What it is: OHLCV bars from 60-minute intervals.
• When to use it: Bridging the gap between intraday and daily analysis. Hourly bars reveal the broader intraday structure without the noise of shorter timeframes.
• Good for: Swing trading with intraday entries, identifying key intraday levels, multi-timeframe strategies where hourly serves as the intermediate frame.

Daily

• What it is: One bar per trading day, representing the full session’s open, high, low, close, and volume.
• When to use it: The backbone of swing and position trading. Most classic technical analysis – moving averages, RSI, MACD – was originally developed for daily charts.
• Good for: Swing trading, position trading, end-of-day screening, portfolio-level strategies.

Weekly

• What it is: One bar per trading week (Monday through Friday for equities).
• When to use it: Longer-term trend analysis and position trading where daily noise is a distraction.
• Good for: Trend following over weeks to months, identifying major support/resistance levels, portfolio rebalancing strategies.

Monthly

• What it is: One bar per calendar month.
• When to use it: Long-term analysis and asset allocation strategies.
• Good for: Macro trend identification, sector rotation strategies, long-term momentum (e.g., 12-month relative strength).

Yearly

• What it is: One bar per calendar year.
• When to use it: Very long-term analysis and research.
• Good for: Historical performance studies, long-term market regime analysis.

Choosing the right timeframe

The best timeframe depends on your trading style, holding period, and the type of patterns you are trying to capture:

Holding Period	Recommended Timeframe	Why
Seconds to minutes	Tick, 1-Second, or 1-Minute	You need granular data to time entries and exits precisely
Minutes to hours	1-Minute to 15-Minute	Captures intraday trends without excessive noise
Hours to days	15-Minute to Daily	Balances detail with clarity for multi-day positions
Days to weeks	Daily	The standard for swing trading, clean and well-studied
Weeks to months	Daily or Weekly	Filters out daily noise to reveal larger trends
Months to years	Weekly or Monthly	Long-term trend identification

Tip

A common best practice is to use multiple timeframes together. For example, use the daily chart to determine the overall trend direction and a 5-minute chart to time your entry. Stratifyre’s multi-timeframe strategy support makes this easy to set up. See Strategies for details.

Timeframe and indicator behavior

The same indicator can produce very different signals on different timeframes. A 14-period RSI on a 1-minute chart measures momentum over the last 14 minutes, while a 14-period RSI on a daily chart measures momentum over the last 14 trading days. Keep this in mind when interpreting indicator values and designing strategy rules.

Key considerations:

• Shorter timeframes generate more signals – and more noise. A 1-minute breakout scanner will fire far more often than a daily one.
• Longer timeframes produce smoother, more reliable signals – but you may enter or exit later than ideal.
• Moving averages need enough bars to warm up. A 200-period moving average on a daily chart needs 200 days of data. On a 1-minute chart, it only needs about 3.3 hours.
• Volatility looks different at each timeframe. A stock that appears calm on a daily chart may be very choppy on a 1-minute chart.

Timeframes and backtesting

When you run a backtest, the timeframe you choose affects:

• Backtest duration – A tick-level backtest over 5 years would be extremely data-intensive. Daily backtests can easily cover 20+ years.
• Fill accuracy – Shorter timeframes produce more realistic fill simulations because the engine can model intrabar price movement more precisely.
• Indicator precision – Indicators calculated on shorter timeframes respond faster to price changes, which can reveal opportunities (or generate false signals) that longer timeframes miss.

Note

You can always run a quick backtest on a longer timeframe to validate your idea, then re-run on a shorter timeframe for more precise results. This two-pass approach saves time during the strategy development process.

Next steps

• Learn about Extended Hours to understand how pre-market and after-hours data affects timeframes for US equities.
• Explore Supported Assets to see which timeframes are available for each asset class.
• Read about Instruments to understand how to reference specific symbols in your strategies and scanners.