| Name | Type | Description | Notes |
|---|---|---|---|
| timestamp | datetime | ||
| symbol | str | ||
| open | float | [optional] | |
| high | float | [optional] | |
| low | float | [optional] | |
| close | float | [optional] | |
| trades | int | [optional] | |
| volume | int | [optional] | |
| vwap | float | [optional] | |
| last_size | int | [optional] | |
| turnover | int | [optional] | |
| home_notional | float | [optional] | |
| foreign_notional | float | [optional] |