Xbar xbar

The xbar function rounds values down to the nearest multiple of a specified bin width. It's commonly used for bucketing or binning data into fixed-size intervals.

Syntax

(xbar x bin)

• x - the value(s) to round
• bin - the bin width (the multiple to round to)

Examples

Basic numeric examples

↪ (xbar (- (til 10) 5) 3i)
[-6 -6 -3 -3 -3 0 0 0 3 3]

↪ (xbar (- (til 15) 5) 3)
[-6 -6 -3 -3 -3 0 0 0 3 3 3 6 6 6 9]

↪ (xbar (- (as 'F64 (til 9)) 5.0) 3.0)
[-6.00 -6.00 -3.00 -3.00 -3.00 0.00 0.00 0.00 3.00]

Working with lists of mixed types

↪ (xbar (list 10i 11i 12i 13i 14i [15i] [16i] [17i] [18i]) (list 4 4.0 [4i] [4] [4.0] 4i 4.0 [4i] [4.0]))
(
  8
  8.00
  [12]
  [12]
  [12.00]
  [12]
  [16.00]
  [16]
  [16.00]
)

↪ (xbar (list [-4i] [7i] [8i] 9i) (list [4] 4.0 4 4i))
(
  [-4]
  [4.00]
  [8]
  8
)

Date binning

↪ (xbar (list 2020.01.01 2020.01.02 2020.01.03 2020.01.04 [2020.01.05] [2020.01.06] [2020.01.07] [2020.01.08]) (list 2i 2 [2i] [2] 2i 2 [2i] [2]))
(
  2019.12.31
  2020.01.02
  [2020.01.02]
  [2020.01.04]
  [2020.01.04]
  [2020.01.06]
  [2020.01.06]
  [2020.01.08]
)

Time binning

↪ (xbar (list 10:20:30.400 10:20:30.800 10:20:31.200 10:20:32.000 10:20:33.500 10:20:33.900) (list [1000i] 1000 00:00:01.000 1000i [1000] [00:00:01.000]))
(
  [10:20:30.000]
  10:20:30.000
  10:20:31.000
  10:20:32.000
  [10:20:33.000]
  [10:20:33.000]
)

Timestamp binning

↪ (xbar (list 2025.02.03D12:13:14.123456789 2025.02.03D12:13:14.123456789) (list [10000i] 10000i))
(
  [2025.02.03D12:13:14.123450000]
  2025.02.03D12:13:14.123450000
)

↪ (xbar (list 2025.02.03D12:13:14.123456789 2025.02.03D12:13:14.123456789) (list [10000] 00:00:00.010))
(
  [2025.02.03D12:13:14.123450000]
  2025.02.03D12:13:14.120000000
)

Common Time Intervals (Milliseconds)

For time-series data bucketing, use these millisecond values:

Interval	Milliseconds
1 second	1000
1 minute	60000
5 minutes	300000
15 minutes	900000
1 hour	3600000
1 day	86400000

OHLCV Candle Example

To create candlestick data from tick trades:

;; Create time bucket column from timestamp
(set bucketed (table [price amount bucket]
    (list
        (at trades 'price)
        (at trades 'amount)
        (xbar (at trades 'timestamp) 60000))))  ;; 1-minute buckets

;; Aggregate into OHLCV candles
(select {
    bucket: bucket
    open: (first price)
    high: (max price)
    low: (min price)
    close: (last price)
    volume: (sum amount)
    from: bucketed
    by: bucket
})

See select for more aggregation examples.

Notes

• The function rounds down to the nearest multiple of the bin width
• Works with integers, floats, dates, times, and timestamps
• Both x and bin can be scalars or lists
• When both are lists, the operation is performed element-wise