Specifications

Application Program Interface specifications

• API Overview
• API Reference

Historical transactional data files specifications

• Historical TotalView-ITCH File
• Historical Time&Sales File

Market indicators specifications

• Definitions
• OHLCV Tick Data Overview
• Market Indicators Overview
• Market Indicators for Outstanding Orders
• Market Indicators for Order Creation Patterns
• Market Indicators for Order Cancellation Patterns
• Market Indicators for Order Execution Patterns
• The complete list of market indicators

Oscillators specifications

• Oscillators Overview
• The complete list of oscillators

Compressed file specification

• Compressed File (*.z8)