notbank
Version:
The Notbank for Node.js
24 lines (23 loc) • 630 B
text/typescript
export interface Level1Feed {
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;
CurrentDayNumTrades: number;
CurrentDayPxChange: number;
CurrentNotional: number;
Rolling24HrNotional: number;
Rolling24HrVolume: number;
Rolling24NumTrades: number; // Podría ser number o integer, según API
Rolling24HrPxChange: number;
TimeStamp: string; // POSIX timestamp stringified
}