Market Data Objects

Response Body Parameters

MarketDataObject

Parameter	Type	Description
bestAsk	number	Best ask for provided symbol
bestBid	number	Best bid for provided symbol
bids	array	Returns an array of MarketDataBidsObject
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

MarketDataBidsObject

Parameter	Type	Description
cumulativeQuantity	number	Cumulative quantity from top of book
quantity	number	Size of order
quote	number	Quoted amount by Aquanow

MarketImpactProjectionObject

Parameter	Type	Description
depth	number	Depth of each market impact value
mi	number	Market impact

PreTradeSummaryObject

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

AvailableSymbols

Parameter	Type	Description
"ETH-CAD"	string	An example of available symbols