IntradayVerlauf

IntradayVerlauf refers to the price path of a financial instrument within a single trading session. It records how the price evolves from market open to market close, including the opening price, intraday highs and lows, and the closing price, as well as the sequence of price changes. In practice, intraday Verlauf is built from intraday data at various granularities, such as 1-minute, 5-minute, or 15-minute bars, and can be visualized in charts as candlesticks or lines.

This intraday trajectory is characterized by patterns such as opening gaps, intraday reversals, or momentum-driven moves. Key metrics include the intraday range (high minus low), intraday return, and intraday volatility. Liquidity and trading activity often vary during the session, with higher volume near the open and close, which shapes the intraday Verlauf.

Traders and analysts use the intraday Verlauf to assess liquidity, detect short-term trends, manage risk, and backtest intraday strategies such as scalping or momentum trading. It also serves as input for market microstructure analysis, liquidity modeling, and real-time risk assessment.

Data for the intraday Verlauf comes from real-time or delayed market feeds provided by exchanges or data vendors. Challenges include timestamp alignment, data gaps during holidays or connectivity issues, and the presence of after-hours trading that may or may not be included depending on the definition of intraday Verlauf.