Type of statistic value.
Code | Meaning |
---|---|
1 | Count |
2 | Average volume |
3 | Total volume |
4 | Distribution |
5 | Ratio |
6 | Liquidity |
7 | Volume weighted average price (VWAP) |
8 | Volatility |
9 | Duration |
10 | Tick |
11 | Average value |
12 | Total value |
13 | High |
14 | Low |
15 | Midpoint |
16 | First |
17 | Last |
18 | Final |
19 | Exchange best |
20 | Exchange best with volume |
21 | Consolidated best |
22 | Consolidated best with volume |
23 | Time weighted average price (TWAP) |
24 | Average duration |
25 | Average price |
26 | Total fees |
27 | Total benefits |
28 | Median value |
29 | Average liquidity |
30 | Median duration |