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Available Data Fields

Data Structure Overview​

The system provides market data through two main interfaces:

  1. The data object (passed to onBar function) - Contains arrays of historical values
  2. The candle object (passed to onNewBar method) - Contains single row of current values

Both objects share the same fields but are structured differently:

// Single candle data structure (used in onNewBar)
interface Candle {
  open: number;          // Opening price
  high: number;         // Highest price
  low: number;          // Lowest price
  close: number;        // Closing price
  buy_volume: number;   // Buy volume
  sell_volume: number;  // Sell volume
  number_of_buys: number;    // Number of buy transactions
  number_of_sells: number;   // Number of sell transactions
  minute: string;           // Timestamp
  token_address: string;    // Token identifier
}

// Historical data structure (used in onBar)
interface Data {
  open: number[];          // Array of opening prices
  high: number[];         // Array of highest prices
  low: number[];          // Array of lowest prices
  close: number[];        // Array of closing prices
  buy_volume: number[];   // Array of buy volumes
  sell_volume: number[];  // Array of sell volumes
  number_of_buys: number[];    // Array of buy transaction counts
  number_of_sells: number[];   // Array of sell transaction counts
  minute: string[];           // Array of timestamps
  token_address: string[];    // Array of token identifiers
}

Usage Context​

  • In strategy's onBar: The data object contains arrays where each field is an array of historical values
  • In indicator's onNewBar: The candle object contains a single row where each field is the current value

This dual structure allows for both historical analysis and real-time processing of market data. When using the data object, each array contains the full history up to the current bar, while the candle object provides just the latest values.