Interface FootprintTick

interface FootprintTick {
    price: number;
    qty: number;
    side: "bid" | "ask";
    time: number;
}

Hierarchy (View Summary)

ClassifiedTrade
- FootprintTick

Index

Properties

price qty side time

Properties

price

price: number

qty

qty: number

side

side: "bid" | "ask"

Whether the print hit the bid (sell-initiated) or the ask (buy-initiated).

time

time: number