Level1MarketDataResponse
| Field Name | Data Type | Retrieves |
|---|---|---|
| Acknowledgement | ServerAcknowledgement | Response from the server (success or failure). Refer to the section ServerAcknowledgement |
| ArcaImbalanceVolume | google.protobuf.Int32Value | Pre-Open imbalance volume (positive is bid, negative is offer) |
| ArcaMatchVolume | google.protobuf.Int32Value | Total number of shares to be executed |
| Ask | Price | Last ask price for symbol |
| Bid | Price | Last bid price for symbol |
| BidTick2 | string | "Bid tick" for NASDAQ short sale rule |
| ChangeLast | Price | Change from last price |
| CompanyName | string | Company name represented by symbol |
| DispName | string | 'IBM' (Symbol formats are datafeed-specific. Check your Feed Handler help file for the correct format.) |
| High1 | Price | Value of highest transaction for current session |
| High52 | Price | Highest traded price for a share in the last 52 weeks |
| IntradayHighCount | google.protobuf.Int32Value | Number of intraday highs |
| Low1 | Price | Value of lowest transaction for current session |
| Low52 | Price | Lowest traded price for a share in the last 52 weeks |
| LrpAsk | Price | NYSE liquidity replenishment point for Asks |
| LrpBid | Price | NYSE liquidity replenishment point for bids |
| Open Interest | Long |
Open interest |
| SaleConditionVolume | google.protobuf.Int32Value | Volume of the most recent pre-market, post-market, or irregular trade |
| SymbolDesc | string | Symbol description |
| Trdprc1 | Price | Last traded price |
| Trdtim1 | google.protobuf.Duration | Trade time |
| Vwap | google.protobuf.DoubleValue | VWAP from the trade server |
| VwapVol | google.protobuf.Int32Value | VWAP Volume from the trade server |