HistoricalTickBidAsk

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HistoricalTickBidAsk

FieldTypeDescription
timeint64The UNIX timestamp of the historical tick.
tickAttribBidAskTickAttribBidAskUnique attributes of the tick data.
priceBiddoubleBuy side price of the order
priceAskdoubleSell side price of the order
sizeBidstringNumber of shares in the buy side
sizeAskstringNumber of shares in the sell side