| Name | Type | Description | Notes |
|---|---|---|---|
| timestamp | Date | ||
| symbol | String | ||
| open | Number | [optional] | |
| high | Number | [optional] | |
| low | Number | [optional] | |
| close | Number | [optional] | |
| trades | Number | [optional] | |
| volume | Number | [optional] | |
| vwap | Number | [optional] | |
| lastSize | Number | [optional] | |
| turnover | Number | [optional] | |
| homeNotional | Number | [optional] | |
| foreignNotional | Number | [optional] |