Type Members

1.  final case class StreamAggregatesVWAPRequestV1(instrumentCriteria: Option[InstrumentCriteria] = _root_.scala.None, aggregate: String = "", unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   StreamAggregatesVWAPRequestV1

   StreamAggregatesVWAPRequestV1

   instrumentCriteria

   InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used.

   aggregate

   Aggregate value (1s, 1m, 1h).

   Annotations

   @SerialVersionUID()

2.  final case class StreamAggregatesVWAPResponseV1(aggregate: String = "", _class: String = "", code: String = "", exchange: String = "", sequenceId: String = "", price: Double = 0.0, tsEvent: Option[<error>] = _root_.scala.None, uid: String = "", unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   StreamAggregatesVWAPResponseV1

   StreamAggregatesVWAPResponseV1

   aggregate

   Aggregate (interval).

   _class

   Instrument class, empty when instrument not mapped.

   code

   Instrument code, empty when instrument not mapped.

   exchange

   Instrument exchange.

   sequenceId

   Sequence ID for event. Sortable in lexicographic order.

   price

   Price for the trade.

   tsEvent

   Event generation timestamp (event created by Kaiko), after normalization.

   uid

   UID is timestamp truncated to interval of OHLCV.

   Annotations

   @SerialVersionUID()