Time and Sales

Response

timmcmacken@Tims-MacBook-Pro Python scripts % python3 -m timesales
{
  "series": {
    "data": [
      {
        "time": "2025-07-01T09:30:00",
        "timestamp": 1751376600,
        "price": 207.26004999999998,
        "open": 206.72,
        "high": 208.38,
        "low": 206.1401,
        "close": 207.53,
        "volume": 9876387,
        "vwap": 207.32529
      },
      {
        "time": "2025-07-01T09:45:00",
        "timestamp": 1751377500,
        "price": 208.29500000000002,
        "open": 207.53,
        "high": 209.11,
        "low": 207.48,
        "close": 209.0848,
        "volume": 6249782,
        "vwap": 208.49322
      },
      {
        "time": "2025-07-01T10:00:00",
        "timestamp": 1751378400,
        "price": 209.12,
        "open": 209.06,
        "high": 209.68,
        "low": 208.56,
        "close": 209.66,
        "volume": 4434833,
        "vwap": 209.1358
      }
    ]
  }
}

Definitions

Timesale (1min, 5min, 15min)

Timesale (tick)