Message: TickBar

File: WebAPI/historical_2.proto

Description

Tick bar.

Used in

NonTimedBarReport

Fields

bar_utc_time

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.

scaled_close_price

Type: sint64

Description: Close price.

scaled_volume (deprecated)

Type: uint64

Description: Note: Use ‘volume’ instead.

volume

Type: cqg.Decimal

Description: Exchange volume.

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.