Market Data: LiveTick By Tick Data

Halted and Unhalted ticks

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The Tick-By-Tick attribute has been introduced. The tick attribute pastLimit is also returned with historical Tick-By-Tick responses.

  • If tick has zero price, zero size and pastLimit flag is set – this is “Halted” tick.
  • If tick has zero price, zero size and followed immediately after “Halted” tick – this is “Unhalted” tick.