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

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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 TradeTickData {
  string symbol = 1;
  string type = 2;                // buy/sell direction. Active buy(+); Active sell(-); Neutral transaction(*).Futures are not supported
  string cond = 3;                // The trade condition for irregular transaction.(Futures are not supported)
  int64 sn = 4;                   // serial number
  int64 priceBase = 5;
  int32 priceOffset = 6;
  repeated int64 time = 7;        // The compressed transaction time is restored to the original time: time[i] = time[i] + time[i-1]
  repeated int64 price = 8;       // The compressed transaction price is restored to the original price: price[i] = (priceBase + price[i]) / 10^priceOffset
  repeated int64 volume = 9;      // volume
  repeated string partCode = 10;  // The market participant reports the transaction，Usually a ~ z characters.(Futures are not supported)
  string quoteLevel = 11;         // (Futures are not supported)
  uint64 timestamp = 12;

  string secType = 13; // STK Stocks, FUT Futures
  repeated MergedVol mergedVols = 14; // Original number of merges(Only futures are supported)

  message MergedVol {
    int32 mergeTimes = 1; // Original number of merges
    repeated int64 vol = 2; // original trading volume
  }
}