Interface FootprintBar

interface FootprintBar {
    cells: FootprintCell[];
    close?: number;
    delta: number;
    high?: number;
    low?: number;
    maxDelta?: number;
    minDelta?: number;
    open?: number;
    rowSize?: number;
    time: number;
    tradeCount?: number;
}

Properties

cells close? delta high? low? maxDelta? minDelta? open? rowSize? time tradeCount?

Properties

cells

cells: FootprintCell[]

Optionalclose

close?: number

delta

delta: number

Net delta = Σ(askVol − bidVol).

Optionalhigh

high?: number

Optionallow

low?: number

OptionalmaxDelta

maxDelta?: number

OptionalminDelta

minDelta?: number

Lowest/highest running trade delta within this bar, including initial zero. Absent when only aggregated price rows are available.

Optionalopen

open?: number

Actual traded prices, before ladder rounding. Absent for empty/legacy bars.

OptionalrowSize

rowSize?: number

Effective ladder step: instrument tick size multiplied by rowTicks.

time

time: number

OptionaltradeCount

tradeCount?: number

Number of classified trade records, not the number of occupied rows.

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Properties