taker
Taker
XCore writes the taker statistics to stats/taker/taker.csv once an hour, at minute 45. Each line covers one symbol on one taker stream between the recorded from and to times. The interval normally lasts an hour; the first interval after the stream starts can be shorter.
| Heading | Description |
|---|---|
| from | Start of the reporting interval |
| to | End of the reporting interval |
| taker | Taker name |
| stream | Stream name |
| symbol | Symbol |
| instrument | Instrument |
| bid_count | Number of top-of-book (ToB) bid price updates during the period |
| bid_avg | Average bid price over the period |
| bid_open | Bid price at the start of the period |
| bid_high | Highest bid price recorded during the period |
| bid_low | Lowest bid price recorded during the period |
| bid_close | Bid price at the end of the period |
| ask_count | Number of top-of-book (ToB) ask price updates during the period |
| ask_avg | Average ask price over the period |
| ask_open | Ask price at the start of the period |
| ask_high | Highest ask price recorded during the period |
| ask_low | Lowest ask price recorded during the period |
| ask_close | Ask price at the end of the period |
| spread_avg | Average spread over the period |
| spread_open | Spread at the start of the period |
| spread_high | Highest spread recorded during the period |
| spread_low | Lowest spread recorded during the period |
| spread_close | Spread at the end of the period |