| Name | Type | Description | Notes |
|---|---|---|---|
| timestamp | DateTime | ||
| symbol | String | ||
| open | Float | [optional] | |
| high | Float | [optional] | |
| low | Float | [optional] | |
| close | Float | [optional] | |
| trades | Integer | [optional] | |
| volume | Integer | [optional] | |
| vwap | Float | [optional] | |
| last_size | Integer | [optional] | |
| turnover | Integer | [optional] | |
| home_notional | Float | [optional] | |
| foreign_notional | Float | [optional] |