Onetick Cloud
Period Quote & Trade Statistics
Real Time & Historical Market Data on Demand
ABOUT THE SERVICE
Displays trade and quote statistics for the given input symbols and time windows. Each returned statistic is specific to the supplied time window. Trade statistics include First, High, Low and Last , together with Average, StdDev, TWAP and Period VWAP for Price, plus the Trade Size Sum, and Trade Count. Quote statistics include Bid & Ask Price TWAP, together with MID and Spread First HIgh Low Last, Average, StdDev and TWAP, plus Quote Count.
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- Data Assets
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- US - Market Share
- Canada - Market Share
- European - Market Share
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- Python Queries Using Directed Graph Style API
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- Period Quote & Trade Statistics