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.
Name | Parameters | Description |
[TICK] Ask | – | Returns Ask price |
[TICK] Bid | – | Returns Bid price |
[TICK] Spread | – | Returns Spread |
[TICK] Duration from Previous Tick | – | Duration from previous tick in seconds |
[TICK] Speed (Price Change Duration) | – | Returns speed of price changes in unit of points per seconds |