Interface SecuritySeries

interface SecuritySeries {
    bucketStart: (null | number)[];
    close: (null | number)[];
    high: (null | number)[];
    isNew: boolean[];
    low: (null | number)[];
    oi: (null | number)[];
    open: (null | number)[];
    volume: (null | number)[];
}

Properties

bucketStart close high isNew low oi open volume

Properties

bucketStart

bucketStart: (null | number)[]

Time of the first source bar in the bucket being read, UTC seconds.

close

close: (null | number)[]

high

high: (null | number)[]

isNew

isNew: boolean[]

True on the first source bar of each bucket.

low

low: (null | number)[]

oi

oi: (null | number)[]

Open interest as at the last source bar of the bucket, null where no bar in it carried any. A level rather than a flow, so it is the latest reading and never the sum the way volume is.

open

open: (null | number)[]

volume

volume: (null | number)[]

Null on a bucket none of whose bars carried volume.

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Properties