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Params

Stream

FieldTypeDescription
’h’integerHistory ID
’s’stringSymbol
’a’decimal stringAmount
’p’decimal stringPrice
’d’string

Trade side

open_long

open_short

close_long

close_short

’tc’string

Trade cause

normal market_liquidation backstop_liquidation settlement insolvency_liquidation game_settlement fulfill_rfq

’t’numberTimestamp in milliseconds
’li’numberLast ID — sequence number for this symbol. Monotonically increasing; use it to order updates and detect gaps.
‘it’integerInstrument type