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