RealTimeBarTick
RealTimeBarTick
| Field | Type | Description |
|---|---|---|
reqId | int32 | Unique request identifier used for tracking across EWrapper |
time | int64 | Trigger time for the request. Formatted as HH:MM:ss (UTC assumed if timezone note set.) |
open | double | The bar’s open point |
high | double | The bar’s high point |
low | double | The bar’s low point |
close | double | The last execution price of the bar. |
volume | string | The bar’s traded volume (only returned for TRADES data). |
WAP | string | Weighted Average Price of the returning bar. |
count | int32 | Total trades within the bar. |

