Message: VolumeProfileLastQuotesCumulativeStatistics

File: WebAPI/historical_2.proto

Description

Volume profile cumulative statistics for the last quotes.

Used in

VolumeProfileReport

Fields

scaled_last_ask_price

Type: sint64

Description: Price of the last best ask quote within Volume Profile range.

scaled_last_bid_price

Type: sint64

Description: Price of the last best bid quote within Volume Profile range.

scaled_ask_trade_volume (deprecated)

Type: double

Description: Note: Use ask_trade_volume instead.

ask_trade_volume

Type: double

Description: Cumulative sum of trade volumes on ask side since the last best bid or best ask price update within Volume Profile range.

scaled_bid_trade_volume (deprecated)

Type: double

Description: Note: Use bid_trade_volume instead.

bid_trade_volume

Type: double

Description: Cumulative sum of trade volumes on bid side since the last best bid or best ask price update within Volume Profile range.