Message: PointAndFigureBar

File: WebAPI/historical_2.proto

Description

Point and Figure bar.

Type: sint64

Description: Bar start time (UTC).

Note: It is set only for the first bar of the following bar start times.

index

Type: sint32

Description: Bar index.

Note: Different bars with the same bar_utc_time always have different indexes. Greater index means later bar. It is set only if non-zero.

trade_date

Type: sint64

Description: Trade date (in time format).

Note: It is set only for the first bar of the following trade dates.

pf_scaled_open_price

Type: sint64

Description: Open price.

pf_scaled_high_price

Type: sint64

Description: High price (rounded to PF box).

pf_scaled_low_price

Type: sint64

Description: Low price (rounded to PF box).

pf_scaled_close_price

Type: sint64

Description: Close price.

scaled_high_price

Type: sint64

Description: High price (not rounded to PF box).

scaled_low_price

Type: sint64

Description: Low price (not rounded to PF box).

scaled_volume (deprecated)

Type: uint64

Description: Note: Use ‘volume’ instead.

volume

Type: cqg.Decimal

Description: Exchange volume.

tick_volume

Type: uint64

Description: Tick volume.

Type: bool

Description: Note: True if the P&F chart is plotting an X, False if the P&F chart is plotting an O.

continuation_segment

Type: ContinuationSegment

Description: Continuation segment the bar belongs to.

Note: It is set only for the first bar and for each first bar from the next continuation segment.