Required Fields
| Field | Type | Description |
|---|---|---|
ask_count | integer:int64 | Number of ask-side trigger orders in the bucket. |
ask_size | number | Ask-side trigger size in the bucket. |
bid_count | integer:int64 | Number of bid-side trigger orders in the bucket. |
bid_size | number | Bid-side trigger size in the bucket. |
price_bucket | number | Rounded trigger price bucket. |