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erbrokers.openapi-java-sdk.2.2.2.source-code.TickData.proto Maven / Gradle / Ivy

syntax = "proto3";
package com.tigerbrokers.stock.openapi.client.socket.data.pb;

option java_package = "com.tigerbrokers.stock.openapi.client.socket.data.pb";
option java_multiple_files = true;

message TickData {
  string symbol = 1;
  repeated Tick ticks = 2;
  int64 timestamp = 3;
  string source = 4;  // data source (Optional)

  message Tick {
    int64 sn = 1;        // The order in which upstream data arrives, for reference only.
    int64 time = 2;      // Execution time of transaction. 13-digit timestamp
    float price = 3;     // Transaction price.
    int32 volume = 4;    // Transaction volume.
    string type = 5;     // buy/sell direction. Active buy(+); Active sell(-); Neutral transaction(*)
    string cond = 6;     // The trade condition for irregular transaction. (Optional)
    string partCode = 7; // The market participant reports the transaction. (Optional)
  }
}