Description
Specifies the outputs for timed bars request.
Members
| Member | Value | Description |
|---|---|---|
| tbrActualVolume | 0 | Actual volume |
| tbrAskFlagVolume | 11 | Volume of trade with 'buy' aggressor flag |
| tbrAskVolume | 2 | Ask volume |
| tbrBidFlagVolume | 12 | Volume of trade with 'sell' aggressor flag |
| tbrBidVolume | 3 | Bid volume |
| tbrCommodityOpenInterest | 10 | Commodity open interest |
| tbrCommodityTickVolume | 8 | Commodity tick volume |
| tbrCommodityVolume | 6 | Commodity volume |
| tbrContractOpenInterest | 9 | Contract open interest |
| tbrContractTickVolume | 7 | Contract tick volume |
| tbrContractVolume | 5 | Contract volume |
| tbrOpenInterest | 4 | Open interest |
| tbrTickVolume | 1 | Tick volume |