FMZ Trading Data Structures and Their Field Semantics
Summary
This FMZ reference describes the fields returned by common market, account, order, position, and instrument-information structures. It covers trades, tickers, OHLC records, orders and conditional orders, order books and depth, balances, assets, futures positions, and market trading constraints. For each, it explains field meanings and types, how platform functions return the structures, and where values may be normalized or unavailable.
The practical emphasis is on interpreting data correctly in trading systems. Examples include volume units varying by spot or contract markets, missing open-interest or position fields being represented as zero, market-order price or amount fields having special meanings, and raw exchange data differing from standardized platform fields. It also describes conditional-order types and event or database return structures in the later material. This is platform documentation rather than a trading strategy; exchange support, field definitions, and data quality can vary, so users may need to inspect raw exchange information for precise calculations.
Key ideas
- FMZ structures standardize market, account, order, position, and instrument data returned by platform functions.
- Ticker and candle fields can reflect different volume units depending on whether the instrument is spot or a contract.
- Some fields may be absent or represented by zero when an exchange does not provide the underlying data.
- Conditional orders include take-profit, stop-loss, OCO, and exchange-dependent generic forms.
- Raw exchange information may be needed when standardized position or order fields are insufficient.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.