File: WebAPI/historical_2.proto
Parameters for Time and Sales request.
Type: uint32
Description: Contract ID for Time and Sales request.
Source: metadata_2.ContractMetadata.contract_id.
Type: uint32
Description: Source: TimeAndSalesParameters.Level.
Type: sint64
Description: Time and Sales period time to start from.
Type: sint64
Description: Optional Time and Sales period finish time.
Note: Latest allowed and available time is used if it is not specified.
Type: bool
Description: Includes Off Market trade quotes in report.
Type: bool
Description: Quotes from report include trade attributes.
Description: Level of requested Time and Sales data.
•LEVEL_TRADES = 1
Get trades with volumes and settlement quotes.
•LEVEL_TRADES_BBA_VOLUMES = 3
Get trades, settlement and best ask & bid quotes with volumes.