Interface FootprintBar

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

Properties

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

Properties

Optionalauction

auction?: { highAsk: number; highBid: number; lowAsk: number; lowBid: number }

Bid and ask volume of every print, before any size filter, at the bar's exact high and low prices. An extreme that traded on both sides is an unfinished auction. Absent on manually assembled bars.

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 counted (those passing any size filter), not occupied rows.

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