RealTimeBarTick

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RealTimeBarTick

FieldTypeDescription
reqIdint32Unique request identifier used for tracking across EWrapper
timeint64Trigger time for the request. Formatted as HH:MM:ss (UTC assumed if timezone note set.)
opendoubleThe bar’s open point
highdoubleThe bar’s high point
lowdoubleThe bar’s low point
closedoubleThe last execution price of the bar.
volumestringThe bar’s traded volume (only returned for TRADES data).
WAPstringWeighted Average Price of the returning bar.
countint32Total trades within the bar.