Required Fields
| Field | Type | Description |
|---|---|---|
mid_price | number | Defined by the generated JSON Schema block. |
snapshot_ts | string | Defined by the generated JSON Schema block. |
total_ask_size | number | Defined by the generated JSON Schema block. |
total_bid_size | number | Defined by the generated JSON Schema block. |
JSON Schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "TriggerLevelsHistoryItem",
"description": "One historical trigger-levels snapshot (15-minute cadence). levels is omitted when summary=true.",
"type": "object",
"required": [
"mid_price",
"snapshot_ts",
"total_ask_size",
"total_bid_size"
],
"properties": {
"levels": {
"type": "array",
"items": {
"description": "Aggregated currently open trigger orders at one rounded price bucket.",
"type": "object",
"required": [
"ask_count",
"ask_size",
"bid_count",
"bid_size",
"price_bucket"
],
"properties": {
"ask_count": {
"description": "Number of ask-side trigger orders in the bucket.",
"type": "integer",
"format": "int64",
"example": 9
},
"ask_size": {
"description": "Ask-side trigger size in the bucket.",
"type": "number",
"example": 18.75
},
"bid_count": {
"description": "Number of bid-side trigger orders in the bucket.",
"type": "integer",
"format": "int64",
"example": 12
},
"bid_size": {
"description": "Bid-side trigger size in the bucket.",
"type": "number",
"example": 31.25
},
"price_bucket": {
"description": "Rounded trigger price bucket.",
"type": "number",
"example": 64200
}
}
}
},
"mid_price": {
"type": "number"
},
"snapshot_ts": {
"type": "string"
},
"total_ask_size": {
"type": "number"
},
"total_bid_size": {
"type": "number"
}
}
}