Trades data in aggregated form, known as OHLC, candlesticks, klines etc. Not only most common
time based aggregation is supported, but volume and tick count based as well. Bars are computed
from tick-by-tick raw trade data, if in given interval no trades happened, there is no bar produced.
Represents a Tardis WebSocket message for book changes.
Represents a single level in the order book (bid or ask).
Represents a Tardis WebSocket message for book snapshots.
Derivative instrument ticker info sourced from real-time ticker & instrument channels.
Message that marks events when real-time WebSocket connection that was used to collect the
historical data got disconnected.
Represents a Tardis WebSocket message for trades.