I have some data which when decoded looks a bit like below. In the docs it says that batb or best available to back is levelpricevol triple delta of price changes. In plain English what are the 3 numbers associated with batb below please:-
Code:
{'op': 'mcm',
'clk': '5267057142',
'pt': 1506881163346,
'mc': [{'id': '1.134882321',
'rc': [{'batb': [[0, 34, 3.5], [1, 15, 3.5], [2, 6, 2]],
'batl': [[0, 130, 4.56]],
'ltp': 0.0,
'tv': 0.0,
'id': 6953192},
{'batb': [[0, 16, 5.81], [1, 9.6, 5.47], [2, 6, 2]],
'batl': [[0, 26, 4.52]],
'ltp': 0.0,
'tv': 0.0,
'id': 3413651},
{'batb': [[0, 38, 2.44], [1, 30, 2], [2, 6, 2]],
'ltp': 0.0,
'tv': 0.0,
'id': 3413653},
{'batb': [[1, 40, 9.12], [2, 6, 2]], 'ltp': 0.0, 'tv': 0.0, 'id': 3413655},
{'batb': [[0, 29, 7.36], [1, 17.5, 3], [2, 6, 2]],
'batl': [[0, 85, 4.75]],
'ltp': 0.0,
'tv': 0.0,
'id': 3413657},


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