Market Data Objects
Response Body Parameters
MarketDataObject
Parameter | Type | Description |
---|---|---|
| number | Best ask for provided symbol |
| number | Best bid for provided symbol |
| array | Returns an array of MarketDataBidsObject |
| string | Data type |
| number | Time in epoch milliseconds when this record was updated. |
| array | Precision level |
| number | bestAsk - bestBid |
| string | Currency |
MarketDataBidsObject
Parameter | Type | Description |
---|---|---|
| number | Cumulative quantity from top of book |
| number | Size of order |
| number | Quoted amount by Aquanow |
MarketImpactProjectionObject
Parameter | Type | Description |
---|---|---|
| number | Depth of each market impact value |
| number | Market impact |
PreTradeSummaryObject
Parameter | Type | Description |
---|---|---|
| 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 |
---|---|---|
| string | An example of available symbols |