Fields included in Real-Time Tick & 1 Min. Bar Streaming

Below are the fields included in Real-Time Tick Streaming with TrueData Market API (WebSocket):

Format >> Symbol ID, Date-Time (Timestamp), LTP, LTQ, ATP (Average Traded Price – for the day), TTQ (Total Traded Qty – Volume for the day), Open, High, Low, Prev Close, OI (Open Interest), Prev Open Int Close, Day’s Turnover, Special Tag (”OHL” , "H", "L" or “”), Tick Sequence No, Bid, Bid Qty, Ask, Ask Qty

Fields:

  • Symbol ID,
  • Date-Time (Timestamp),
  • LTP,
  • LTQ,
  • ATP (Average Traded Price – for the day),
  • TTQ (Total Traded Qty – Volume for the day),
  • Open,
  • High,
  • Low,
  • Prev Close,
  • OI (Open Interest),
  • Prev Open Int Close,
  • Day’s Turnover,
  • Special Tag (”OHL” , "H", "L" or “”),
  • Tick Sequence No,
  • Bid,
  • Bid Qty,
  • Ask,
  • Ask Qty

Below are the fields included in Real-Time 1 Minute Bar Data Streaming with TrueData Market API (WebSocket):

Format >> Symbol ID, Date-Time (Timestamp), bar_open, bar_high, bar_low, bar_close (LTP), bar volume, OI

Fields:

  • Symbol ID,
  • Date-Time (Timestamp),
  • bar_open,
  • bar_high,
  • bar_low,
  • bar_close (LTP),
  • bar volume,
  • OI
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