notbank
Version:
The Notbank for Node.js
29 lines (28 loc) • 724 B
TypeScript
export interface Level1 {
OMSId: number;
InstrumentId: number;
BestBid: number;
BestOffer: number;
LastTradedPx: number;
LastTradedQty: number;
LastTradeTime: number;
SessionOpen: number;
SessionHigh: number;
SessionLow: number;
SessionClose: number;
Volume: number;
CurrentDayVolume: number;
CurrentDayNotional: number;
CurrentDayNumTrades: number;
CurrentDayPxChange: number;
Rolling24HrVolume: number;
Rolling24HrNotional: number;
Rolling24NumTrades: number;
Rolling24HrPxChange: number;
TimeStamp: string;
BidQty: number;
AskQty: number;
BidOrderCt: number;
AskOrderCt: number;
Rolling24HrPxChangePercent: number;
}