always has to include time and either quote or [open,high,low,close] (when using aggregated values)
time: timestamp in milliseconds; if data is aggregated, should be the FIRST timestamp of the aggregated values
tick: an optional sequential tick number to detect missing updates and/or distinguish between multiple updates in the same millisecond
tickTime: optional timestamp in milliseconds; timestamp of the last tick considered for the provided values; only really required when pushing aggregated values
prev: optional; closing price of previous trading day; can be used by plugins (e.g. UI) to calculate intraday changes
volume: optional; number of shares/lots/contracts traded
push updates are identified by tick and time; if the same identifier is pushed twice, previous data will be overwritten
always has to include time and either
quote
or [open
,high
,low
,close
] (when using aggregated values)time: timestamp in milliseconds; if data is aggregated, should be the FIRST timestamp of the aggregated values tick: an optional sequential tick number to detect missing updates and/or distinguish between multiple updates in the same millisecond tickTime: optional timestamp in milliseconds; timestamp of the last tick considered for the provided values; only really required when pushing aggregated values prev: optional; closing price of previous trading day; can be used by plugins (e.g. UI) to calculate intraday changes volume: optional; number of shares/lots/contracts traded
push updates are identified by
tick
andtime
; if the same identifier is pushed twice, previous data will be overwritten