FMZ Market, Order, Candle, and Conditional-Order Data Structures
Summary
This reference describes the fields used by FMZ trading data structures, including market trades, tickers, candlestick records, orders, and conditional-order configurations. It covers identifiers, timestamps, prices, quantities, volume, open interest, order status, direction, contract details, and take-profit or stop-loss triggers. It also explains which exchange functions return arrays of these structures and how an empty array represents no records or pending orders.
Several implementation caveats matter for strategy development. Raw exchange information may be unavailable in backtests, unsupported open interest is represented as zero, and volume units may differ depending on the exchange and instrument. Market-order prices or quantities can have special meanings, and option tickers can fail when either side of the book is empty. The excerpt is a technical schema reference rather than a trading method, and its supplied material is incomplete, so it does not establish strategy performance or cover every structure in full.
Key ideas
- Trade and candlestick records provide standardized fields for executions and OHLC bars.
- Ticker and order fields can contain exchange-dependent values or fallback data.
- Volume units differ across spot and futures markets and may depend on available exchange data.
- Conditional orders can encode take-profit, stop-loss, OCO, or generic triggers, subject to exchange support.
- Some raw fields are absent in backtests, and option tickers may error when a bid or ask is missing.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.