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token_reference_for_file_exports [2016/12/12 11:30] tickstory |
token_reference_for_file_exports [2019/05/22 06:37] tickstory [Bar] |
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* **{Open}**, **{High}**, **{Low}**, **{Close}** - The OHLC prices of the bar. Prices are based off the bid price of the tick data. | * **{Open}**, **{High}**, **{Low}**, **{Close}** - The OHLC prices of the bar. Prices are based off the bid price of the tick data. | ||
* **{Volume}** - The traded volume for that bar. | * **{Volume}** - The traded volume for that bar. | ||
- | + | * **{BarTickCount}** - The number of tick/price movements that occurred within a bar. | |
+ | * **{BarMaxSpread}** - The maximum spread that occurred in the bar, expressed in decimal (eg. 0.00021 for a 2.1 pip spread). | ||
+ | * **{BarMaxSpreadInt}** - The maximum spread that occurred within a bar, expressed as an integer. For a 4-digit symbol, this will appear as "2" for a 2.1 pip spread and for a 5-digit symbol, it would appear as "21". | ||
===== Tick ===== | ===== Tick ===== | ||
**(These fields only applicable when using 'Tick' time frame)** | **(These fields only applicable when using 'Tick' time frame)** | ||
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* **{AskPrice}** - The ask price for the current tick. | * **{AskPrice}** - The ask price for the current tick. | ||
* **{AskVolume}** - The ask volume for the current tick. | * **{AskVolume}** - The ask volume for the current tick. | ||
- | + | * **{BidAskSpread}** - The bid-ask spread of the tick expressed in decimal (eg. 0.00021 for a 2.1 pip spread). | |
+ | * **{BidAskSpreadInt}** - The bid-ask spread of the tick, expressed as an integer. For a 4-digit symbol, a spread of 2.1 pips would appear as "2" and for a 5-digit symbol, it would appear as "21". | ||
===== Special ===== | ===== Special ===== | ||