I want to understand ProtoOATickData

Created at 27 Dec 2019, 08:42
BO

bolatfx

Joined 13.08.2018

I want to understand ProtoOATickData
27 Dec 2019, 08:42

It is ProtoOATickData sequence contained in ProtoOAGetTickDataRes, but 0-th but is on the easy-to-understand timestamp and tick value,

I do not know the meaning of the later elements.

for example,
0 timestamp:1577428963249 tick:10950900
1 timestamp:-100 tick:-100
2 timestamp:-6035 tick:-100
3 timestamp:-3907 tick:100
4 timestamp:-289 tick:100
5 timestamp:-1641 tick:-100
6 timestamp:-100 tick:100
7 timestamp:-200 tick:-100
8 timestamp:-203 tick:-100

@bolatfx
Replies

Panagiotis Charalampous
27 Dec 2019, 09:06

Hi bolatfx,

The first value represents an actual timestamp and an actual price (to get the price just divide by 100.000)

0 timestamp:1577428963249 tick:10950900

The rest of the values represent the difference from the previous value. Let me know if this is clear.

Best Regards,

Panagiotis

@PanagiotisCharalampous

bolatfx
27 Dec 2019, 09:16

RE:

PanagiotisCharalampous said:

Hi bolatfx,

The first value represents an actual timestamp and an actual price (to get the price just divide by 100.000)

0 timestamp:1577428963249 tick:10950900

The rest of the values represent the difference from the previous value. Let me know if this is clear.

Best Regards,

Panagiotis

Thanks, Panagiotis.

I want to confirm further,

1. Isn't it sorted in timestamp order?

2. Is the 0th element the last tickdata?

@bolatfx

Panagiotis Charalampous
27 Dec 2019, 09:23

RE: RE:

bolatfx said:

PanagiotisCharalampous said:

Hi bolatfx,

The first value represents an actual timestamp and an actual price (to get the price just divide by 100.000)

0 timestamp:1577428963249 tick:10950900

The rest of the values represent the difference from the previous value. Let me know if this is clear.

Best Regards,

Panagiotis

Thanks, Panagiotis.

I want to confirm further,

1. Isn't it sorted in timestamp order?

2. Is the 0th element the last tickdata?

Yes that is correct

Best Regards,

Panagiotis

@PanagiotisCharalampous

kerrifox19
30 Dec 2019, 13:53

RE: RE: RE:

Hope you have got everything.

@kerrifox19

douglascvas
20 Feb 2020, 12:10

Sorry I am not 100% sure I got it.

0 timestamp:1577428963249 tick:10950900
1 timestamp:-100 tick:-100
2 timestamp:-6035 tick:-100

So timestamp 1 is 1577428963249 + (-100) or 1577428963249 - (-100)?

@douglascvas

Panagiotis Charalampous
20 Feb 2020, 12:13

Hi douglascvas,

Timestamp 1 is 1577428963249 + (-100)

Best Regards,

Panagiotis

@PanagiotisCharalampous

douglascvas
23 Feb 2020, 04:04

RE:

PanagiotisCharalampous said:

Hi douglascvas,

Timestamp 1 is 1577428963249 + (-100)

Best Regards,

Panagiotis