请教一下各位大佬,TickData部分字段的意思! 有对应的说明文档吗?
@dataclass
class TickData(BaseData):
"""
Tick data contains information about:
* last trade in market
* orderbook snapshot
* intraday market statistics.
"""
symbol: str
exchange: Exchange
datetime: datetime
name: str = ""
volume: float = 0
turnover: float = 0
open_interest: float = 0
last_price: float = 0
last_volume: float = 0
limit_up: float = 0
limit_down: float = 0
open_price: float = 0
high_price: float = 0
low_price: float = 0
pre_close: float = 0