Data Sample
ETF Tick Data
| Field | Type | |
|---|---|---|
|
Market |
str |
|
|
SecurityCode |
str |
|
|
Time |
DateTime |
|
|
LatestPrice |
float |
|
|
noOftransactions |
int |
|
|
Turnover |
int |
|
|
amount |
int |
|
|
Direction |
str |
|
|
bid1 |
float |
|
|
bid2 |
float |
|
|
bid3 |
float |
|
|
bid4 |
float |
|
|
bid5 |
float |
|
|
ask1 |
float |
|
|
ask2 |
float |
|
|
ask3 |
float |
|
|
ask4 |
float |
|
|
ask5 |
float |
|
|
bidVolume1 |
int |
|
|
bidVolume2 |
int |
|
|
bidVolume3 |
int |
|
|
bidVolume4 |
int |
|
|
bidVolume5 |
int |
|
|
askVolume1 |
int |
|
|
askVolume2 |
int |
|
|
askVolume3 |
int |
|
|
askVolume4 |
int |
|
|
askVolume5 |
int |
|
