You raise an interesting question. You could mark the period as beginning with the currency of the six-shooter and ending with John Browning's automatic rifle and semi-automatic pistol. Or you could date it from the end of the Civil War until WWI. Zane Grey would agree with that, I think (Under the Tonto Rim). You could even legitimately argue that it began with the vaqueros and still lives today in certain places. "Junior Bonner", "The Misfits"!

Or you might take a different tact altogether. The discovery of gold at Sutter's Mill began a western movement that radically altered the nature of the entire country. The slower, more gradual populating of the West was supplanted by a radical influx from around the world and the clash of cultures was impossible to foresee or forestall. Throw in the upturn of inventiveness and sweeping technological advances and you could point to any of hundreds of markers of the era.