Tick

Ticks:

Any data about every tick. ESB can access to last 100 ticks. For example, Ask[23] means the 23rd tick before the current tick.

NameParametersDescription
[TICK] AskReturns Ask price
[TICK] BidReturns Bid price
[TICK] SpreadReturns Spread
[TICK] Duration from Previous TickDuration from previous tick in seconds
[TICK] Speed (Price Change Duration)Returns speed of price changes in unit of points per seconds