interface Tick {
    cumDayVolume?: number;
    ltq?: number;
    oi?: number;
    price: number;
    time: number;
}

Properties

cumDayVolume?: number

Cumulative day volume (Quote mode).

ltq?: number

Last-traded quantity (LTP mode).

oi?: number

Open interest as at this tick, where the feed carries it. Unlike the two quantities above it is not accumulated into the bar: it replaces, because it is a level and not a flow (see Bar.oi). A feed that does not report it leaves the built bar without one, which is the honest result rather than a zero that reads as "nobody is holding this".

price: number
time: number