pub struct CCIndicesOHLCV {Show 26 fields
pub unit: String,
pub timestamp: i64,
pub type_: String,
pub market: String,
pub instrument: String,
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
pub first_message_timestamp: i64,
pub last_message_timestamp: i64,
pub first_message_value: f64,
pub high_message_value: f64,
pub high_message_timestamp: i64,
pub low_message_value: f64,
pub low_message_timestamp: i64,
pub last_message_value: f64,
pub total_index_updates: i32,
pub volume: f64,
pub volume_top_tier: f64,
pub volume_direct: f64,
pub volume_top_tier_direct: f64,
pub quote: f64,
pub quote_top_tier: f64,
pub quote_direct: f64,
pub quote_top_tier_direct: f64,
}Expand description
Indices & Reference Rates: Historical OHLCV+
Fields§
§unit: StringThe unit of the historical period update: MINUTE for minute, HOUR for hour and DAY for day.
timestamp: i64The timestamp in seconds of the histo period, for minute it would be every minute at the beginning of the minute, for hour it would be start of the hour and for daily it is 00:00 GMT/UTC
type_: StringType of the message.
market: StringThe index family - a group of indices sharing common characteristics like methodology, type of securities, geographical region, sector, or company size. It’s a crucial categorization in data analysis, aiding in performance comparison of different indices and understanding broader market trends.
instrument: StringThe specific financial asset pair that an index is tracking in unmapped format. In most cases this is a combiation of the base and quote assets of the pair.
open: f64The initial value (price) of an index at market opening on a trading period. It’s a significant data point used to understand the initial market sentiment, calculate various technical indicators, and for visual representation in charts to identify trends or patterns over time.
high: f64The maximum value an index (price) reaches during a specific trading period. It’s a significant data point used to understand the index’s potential and volatility, calculate the range of daily movement, and for visual representation in charts to identify trends or patterns over time.
low: f64The minimum value (price) an index reaches during a specific trading period. It’s a vital data point used to understand the index’s volatility and risk, calculate the range of daily movement, and for visual representation in charts to identify trends or patterns over time.
close: f64The last value (price) of an index at the end of a trading period. It’s a critical data point used for performance comparison, calculations like daily return or volatility, and for visual representation in charts to identify trends or patterns over time.
first_message_timestamp: i64The timestamp in seconds of the initial index update in the time period (only available when we have at least one index update in the time period).
last_message_timestamp: i64The timestamp in seconds of the last index update in the time period (only available when we have at least one index update in the time period).
first_message_value: f64The open value (price) based on the inital index update in the time period (only available when we have at least one index update in the time period).
high_message_value: f64The maximum value an index (price) based on all the index updates in the time period (only available when we have at least one index update in the time period).
high_message_timestamp: i64The timestamp in seconds of the maximum value an index (price) based on all the index updates in the time period (only available when we have at least one index update in the time period).
low_message_value: f64The minimum value an index (price) based on all the index updates in the time period (only available when we have at least one index update in the time period).
low_message_timestamp: i64The timestamp in seconds of the the minimum value an index (price) based on all the index updates in the time period (only available when we have at least one index update in the time period).
last_message_value: f64The last value (price) of an index based on the last index update in the time period (only available when we have at least one index update in the time period).
total_index_updates: i32The total number of message updates seen in this time period (0 when there no messages in the time period).
volume: f64The total number of base asset parts traded for the index instrument in the time period. It’s a critical metric that provides insights into market liquidity and activity level. High volumes indicate high investor interest and liquidity, while low volumes suggest the opposite.
volume_top_tier: f64The total number of top tier base asset parts traded for the index instrument in the time period. It’s a critical metric that provides insights into market liquidity and activity level. High volumes indicate high investor interest and liquidity, while low volumes suggest the opposite.
volume_direct: f64The total number of direct base asset parts traded for the index instrument in the time period. It’s a critical metric that provides insights into market liquidity and activity level. High volumes indicate high investor interest and liquidity, while low volumes suggest the opposite.
volume_top_tier_direct: f64The total number of top tier direct base asset parts traded for the index instrument in the time period. It’s a critical metric that provides insights into market liquidity and activity level. High volumes indicate high investor interest and liquidity, while low volumes suggest the opposite.
quote: f64The total number of quote (counter) asset parts traded for the index instrument in the time period. This offers insight into market activity and liquidity and is used widely in numerical analysis and data visualization.
quote_top_tier: f64The total number of top tier quote (counter) asset parts traded for the index instrument in the time period. This offers insight into market activity and liquidity and is used widely in numerical analysis and data visualization.
quote_direct: f64The total number of direct quote (counter) asset parts traded for the index instrument in the time period. This offers insight into market activity and liquidity and is used widely in numerical analysis and data visualization.
quote_top_tier_direct: f64The total number of top tier direct quote (counter) asset parts traded for the index instrument in the time period. This offers insight into market activity and liquidity and is used widely in numerical analysis and data visualization.