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I've been running through the PRO historical data recently trying to figure out what each element of it means.
What I've found is that in runner change, trd gives a list of tuples including price and amount matched. Each time a message is received, it only includes trd with the changed prices updated. The prices not included in a trd message I assume are staying the same. tv then gives what appears to be the sum of the volumes of prices included in the message. The actual total volume for a runner at a particular time is the sum of volumes for every price including the ones in the message and the unchanged ones.
For example
message1: {"op":"mcm", "clk":"x", "pt":"100", "mc":[{"id":"1.1111", "rc": [{"trd":[[1,a],[2,b],[3,c]], "id":234, "ltp":1, "tv":a+b+c}], "con":true, "img":false}]}
messgae2: {"op":"mcm", "clk":"x", "pt":"150", "mc":[{"id":"1.1111", "rc": [{"trd":[[2,d],[3,e]], "id":234, "ltp":2, "tv":d+e}], "con":true, "img":false}]}
the actual total volume for runner 234 after message 1 is a+b+c and after message 2 it is a+d+e from what I can tell
What is the usefulness of tv if it only sums the updated volumes for updated odds/prices? It doesn't give the change in total volume for the runner OR the total volume itself. Am I not seeing something important?
Thanks for reading and if you can help I'd greatly appreciate it!
What I've found is that in runner change, trd gives a list of tuples including price and amount matched. Each time a message is received, it only includes trd with the changed prices updated. The prices not included in a trd message I assume are staying the same. tv then gives what appears to be the sum of the volumes of prices included in the message. The actual total volume for a runner at a particular time is the sum of volumes for every price including the ones in the message and the unchanged ones.
For example
message1: {"op":"mcm", "clk":"x", "pt":"100", "mc":[{"id":"1.1111", "rc": [{"trd":[[1,a],[2,b],[3,c]], "id":234, "ltp":1, "tv":a+b+c}], "con":true, "img":false}]}
messgae2: {"op":"mcm", "clk":"x", "pt":"150", "mc":[{"id":"1.1111", "rc": [{"trd":[[2,d],[3,e]], "id":234, "ltp":2, "tv":d+e}], "con":true, "img":false}]}
the actual total volume for runner 234 after message 1 is a+b+c and after message 2 it is a+d+e from what I can tell
What is the usefulness of tv if it only sums the updated volumes for updated odds/prices? It doesn't give the change in total volume for the runner OR the total volume itself. Am I not seeing something important?
Thanks for reading and if you can help I'd greatly appreciate it!