.png%3Falt%3Dmedia%26token%3Dd3991618-4fd3-40b1-9716-847843ededa6)
.png%3Falt%3Dmedia%26token%3Dd3991618-4fd3-40b1-9716-847843ededa6)
Market Data Objects
Response Body Parameters
Parameter | Type | Description |
|---|---|---|
bestAsk | number | Best ask for provided symbol |
bestBid | number | Best bid for provided symbol |
bids | array | |
dataType | string | Data type |
lastUpdated | number | Time in epoch milliseconds when this record was updated. |
precision | array | Precision level |
spread | number | bestAsk - bestBid |
symbol | string | Currency |
Parameter | Type | Description |
|---|---|---|
cumulativeQuantity | number | Cumulative quantity from top of book |
quantity | number | Size of order |
quote | number | Quoted amount by Aquanow |
Parameter | Type | Description |
|---|---|---|
depth | number | Depth of each market impact value |
mi | number | Market impact |
Parameter | Type | Description |
|---|---|---|
summary | array | Pre-trade summary.
Array's first value is timestamp, second value is symbol of query, third value is side, fourth value is initial price, fifth value is average price of the trade, six value is market impact and the last value is the size used for calculations of average price and market impact |
Parameter | Type | Description |
|---|---|---|
"ETH-CAD" | string | An example of available symbols |
Last modified 2mo ago