Indicator

Fathom Levels

High, low, open, close, POC and value area of sessions, weeks and months.

What the indicator shows

For each session, week and month: open (O), high (H), low (L), midpoint (MP) and, for past periods, close (C).
For sessions and weeks: POC (P), 70% value area (VH / VL) and VWAP (VW).
Current period levels move; past period levels are fixed.

How to use it

The previous period’s extremes and close act as support and resistance: watch how price reacts when it reaches them.
The previous session’s POC and value area show where the market accepted price. Price settling outside that area is looking for a new value.
Use days, weeks and months to choose how many periods to keep on screen. In confirmed mode, count the current period: weeks: 2 to receive the previous week.

How it is computed

Publishes the last days sessions, weeks weeks and months months, current period included. days, weeks and months cannot all be 0.
A session runs from 6:00 pm to 5:00 pm New York time; a week, from Sunday 6:00 pm to Friday 5:00 pm; a month groups the sessions that open during that month: the session of October 1, 2026 opens on September 30 at 6:00 pm, so it counts in September.
Levels are computed on finished timeframe-second bars. The close C only exists for past periods. The POC, the value area (70% of the volume, built like session-profile’s) and the VWAP are only published for sessions and weeks.
On an alias (NQ.front), periods before the last rollover are computed on the current contract, thinly traded at the time: their levels are not very representative.

When it updates

Levels of the current period are sent in progress (current: true) and updated on every finished bar.
The period change is processed when the first bar of the new session closes (6:05 pm with timeframe: 300, 7:00 pm with timeframe: 3600): the levels of the period that ends are sent final, with the close C, if they stay in the window; those leaving it are removed (remove, with final: true).
With a count of 1 (weeks: 1 by default, or days: 1), the only period published is the current one: its levels never become final and are removed when the period changes. In confirmed mode you therefore receive no level of that period, only their removes (ignore a remove for an unknown id); use weeks: 2 to get the previous week. With skipCurrent, a count of 1 publishes nothing.
No reset: past periods stay published while they are in the window.

Identifier: key-levels
Objects received: level
Historical cost: 1 compute unit per trade

The same params work in real time, on historical data and in exports. Parameters you omit take their default values.

Subscribe message

{
  "t": "subscribe",
  "sub": "key-levels",
  "instrument": "NQ.front",
  "indicator": "key-levels",
  "params": {
    "days": 2,
    "months": 0,
    "skipCurrent": false,
    "timeframe": 300,
    "weeks": 1
  },
  "mode": "live",
  "from": "live"
}

Parameters

As soon as a parameter differs from its default, the subscription counts as a custom configuration. To change a parameter, open a new subscription.

Parameter	Type	Default	Allowed values	Unit	Description
`days`	integer	`2`	0 to 30	—	Number of sessions published, current session included. `days`, `weeks` and `months` cannot all be 0.
`months`	integer	`0`	0 to 12	—	Number of months published, current month included (no POC, value area or VWAP). `days`, `weeks` and `months` cannot all be 0.
`skipCurrent`	boolean	`false`	true · false	—	Hide the levels of the current period.
`timeframe`	integer	`300`	`1` · `5` · `10` · `15` · `30` · `60` · `120` · `180` · `300` · `600` · `900` · `1800` · `3600`	—	Bar duration in seconds: from 1 second (`1`) to 1 hour (`3600`).
`weeks`	integer	`1`	0 to 12	—	Number of weeks published, current week included. `days`, `weeks` and `months` cannot all be 0.

Objects received

Each object keeps the same id from one update to the next. Its data is in the data field. Prices are in ticks: multiply them by the instrument’s tick size (GET /v1/instruments) to get points.

`level` sent in progress

Level; in progress during the current period, final once it ends, removed when the period leaves the window. With a count of 1, the level is removed without ever being final.

id format: <period>:<key>:<label>. The object is sent in progress (final: false), then sent again on every change; each version fully replaces the previous one. Once it can no longer change, its last version carries final: true, except for objects whose description says they are removed without a final version.

Field	Type	Unit	Present	Description
`current`	boolean	—	always	`true`: level of the current period, which can still change.
`key`	string	—	always	Session: its closing date `YYYY-MM-DD`; week: the date of the Sunday it opens; month: `YYYY-MM`.
`label`	string · `MP` \| `L` \| `H` \| `O` \| `C` \| `P` \| `VH` \| `VL` \| `VW`	—	always	`MP` midpoint ((high + low) / 2), `L` low, `H` high, `O` open, `C` close (past periods only), `P` POC, `VH` value area high, `VL` value area low, `VW` VWAP. `P`, `VH`, `VL` and `VW`: sessions and weeks only.
`period`	string · `day` \| `week` \| `month`	—	always	Period: session (`day`), week or month.
`price`	number	ticks	always	Price of the level.

Example messages

Messages as the WebSocket sends them to the subscription above, taken from a real NQ session. Historical data returns the same objects, with the same cursor, without the sub field.

Object in progress

{
  "sub": "key-levels",
  "cursor": "20720.0.0",
  "t": "upsert",
  "id": "day:2026-09-24:VH",
  "final": false,
  "ts": "1790208000058746563",
  "data": {
    "period": "day",
    "key": "2026-09-24",
    "label": "VH",
    "price": 123177,
    "current": true
  }
}

Object in progress

{
  "sub": "key-levels",
  "cursor": "20720.0.2",
  "t": "upsert",
  "id": "week:2026-09-20:VW",
  "final": false,
  "ts": "1790208000058746563",
  "data": {
    "period": "week",
    "key": "2026-09-20",
    "label": "VW",
    "price": 122951.4386543437,
    "current": true
  }
}

Final object

{
  "sub": "key-levels",
  "cursor": "20720.451308.9",
  "t": "upsert",
  "id": "day:2026-09-24:MP",
  "final": true,
  "ts": "1790287500006398661",
  "data": {
    "period": "day",
    "key": "2026-09-24",
    "label": "MP",
    "price": 122395,
    "current": false
  }
}

JSON schemas

To validate or type your data: the JSON schemas of the parameters and of data, also available from GET /v1/indicators. The SDK can generate types from them.

Parameters schema

JSON

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://fathomcharts.com/schemas/key-levels/params.json",
  "type": "object",
  "additionalProperties": false,
  "properties": {
    "days": {
      "description": "Number of sessions published, current session included. `days`, `weeks` and `months` cannot all be 0.",
      "type": "integer",
      "default": 2,
      "minimum": 0,
      "maximum": 30
    },
    "months": {
      "description": "Number of months published, current month included (no POC, value area or VWAP). `days`, `weeks` and `months` cannot all be 0.",
      "type": "integer",
      "default": 0,
      "minimum": 0,
      "maximum": 12
    },
    "skipCurrent": {
      "description": "Hide the levels of the current period.",
      "type": "boolean",
      "default": false
    },
    "timeframe": {
      "description": "Bar duration in seconds: from 1 second (`1`) to 1 hour (`3600`).",
      "type": "integer",
      "default": 300,
      "enum": [
        1,
        5,
        10,
        15,
        30,
        60,
        120,
        180,
        300,
        600,
        900,
        1800,
        3600
      ]
    },
    "weeks": {
      "description": "Number of weeks published, current week included. `days`, `weeks` and `months` cannot all be 0.",
      "type": "integer",
      "default": 1,
      "minimum": 0,
      "maximum": 12
    }
  },
  "allOf": [
    {
      "description": "`days`, `weeks` and `months` cannot all be 0.",
      "not": {
        "properties": {
          "days": {
            "const": 0
          },
          "months": {
            "const": 0
          },
          "weeks": {
            "const": 0
          }
        },
        "required": [
          "days",
          "weeks"
        ]
      },
      "x-field": "days"
    }
  ]
}

data field schema