trade29.sc.constants.SCBaseData#
- class trade29.sc.constants.SCBaseData(value, names=<not given>, *values, module=None, qualname=None, type=None, start=1, boundary=None)#
An enumeration of sc.BaseData arrays.
See the Sierra Chart docs for more detail on what each array contains.
Attributes
SC_OPEN
Bar price at open.
SC_HIGH
Bar high price.
SC_LOW
Bar low price.
SC_LAST
Bar price at close. The last price of the bar.
SC_VOLUME
The trade volume at the bar.
SC_NUM_TRADES
The number of trades for the bar for intraday data. For daily or bigger timeframe will return open interest data.
SC_OHLC_AVF
The average price of open, high, low, and close prices for the bar.
SC_HLC_AVG
The average price of high, low, and close prices for the bar.
SC_HL_AVG
The average price of high and low prices for the bar.
SC_BIDVOL
The volume of trades that occured at the bid price or lower for the bar.
SC_ASKVOL
The volume of trades that occured at the ask price or higher for the bar.
SC_UPVOL
The volume of trades for the bar where the trades occured at a higher price than the trade before or the symbol traded at the same price as before and previously it traded higher.
SC_DOWNVOL
The volume of trades for the bar where the trades occurred at a lower price than the trade before or the symbol traded at the same price as before and previously it traded down.
SC_BIDNT
The number of trades at the bid price or lower for the bar.
SC_ASKNT
The number of trades at the ask price or lower for the bar.
SC_ASKBID_DIFF_HIGH
The maximum difference between the ask volume and the bid volume for the bar.
SC_ASKBID_DIFF_LOW
The minimum difference between the ask volume and the bid volume for the bar.
SC_ASKBID_NUM_TRADES_DIFF_HIGH
The maximum difference between the number of trades at the ask price or higher and the number of trades at the bid price or lower for the bar.
SC_ASKBID_NUM_TRADES_DIFF_LOW
The minimum difference between the number of trades at the ask price or higher and the number of trades at the bid price or lower for the bar.