Volumes
Normalized volume dictionaries available to Python V2.
| Key | Type | Meaning |
|---|---|---|
t | integer | Unix timestamp in milliseconds. |
volume | number | Aggregate volume. |
trades | integer, optional | Trade count. |
close_time | integer, optional | Exclusive period end. |
price | number, optional | Reference price. |
p | list, optional | MMT price levels. |
b | list, optional | MMT buy volume by level. |
s | list, optional | MMT sell volume by level. |
pg | number, optional | MMT price grouping. |
profiles = history.source("btc@volumes@binancef@mmt:timeframe=60")
latest = history.source("btc@volumes@binancef@mmt:timeframe=60", 0)MMT profiles use aligned p, b, and s arrays. Standalone records expose aggregate volume-bar fields.
See Volumes Source.