File: WebAPI/historical_2.proto
Time bar.
Type: sint64
Description: Bar start time (UTC).
Type: sint64
Description: Open price.
Type: sint64
Description: High price.
Type: sint64
Description: Low price.
Type: sint64
Description: Close or last price (if the bar is not closed yet).
Type: uint64
Description: Note: Use ‘volume’ instead.
Type: cqg.Decimal
Description: Bar volume.
Type: sint64
Description: Trade date (in time format).
Note: It is set only for the first bar in a requested period and for each first bar of the following trade dates for intra-day bars. Trade date of the bar first day for daily and multi-day bars.
scaled_commodity_volume (deprecated)
Type: uint64
Description: Note: Use ‘commodity_volume’ instead.
Type: cqg.Decimal
Description: Commodity volume where available, for daily and multi-day bars only.
scaled_open_interest (deprecated)
Type: uint64
Description: Note: Use ‘open_interest’ instead.
Type: cqg.Decimal
Description: Open interest, for daily and multi-day bars only.
scaled_commodity_open_interest (deprecated)
Type: uint64
Description: Note: Use ‘commodity_open_interest’ instead.
Type: cqg.Decimal
Description: Commodity open interest, for daily and multi-day bars only.
Type: sint64
Description: Settlement price, provided for daily bars only. Note: not provided for Spread Bar requests.
Type: sint64
Description: Exchange close price, provided for daily bars only.
Type: uint64
Description: Tick volume.
Type: uint64
Description: Commodity tick volume where available, for daily and multi-day bars only.
Type: ContinuationSegment
Description: Continuation segments the bar belongs to. Used only for continuation bars with BAR_UNIT_MONTH and smaller BarUnit. For an outright contract the field lists only one segment and is set for the first bar and for each first bar from the next continuation segment. For a Synthetic Strategy (a Spread Bar request) the field lists segments of all legs whenever a single leg has contract changed.