Aggregation action

Use this action with change({ id: 'Aggregation', context }).

Context

• id?: Get | Update (Update is assumed if omitted)
• aggregation fields for Update:
  • unit: Tick | Intraday | Day | Week | Month | Quarter | Year
  • size: number
  • spec: None | Nearest | Continue | PerCount | PerVolume | PerRange | PerSeconds | TopOfBook
  • isContractVolume: boolean
  • dividendsAdjust: boolean
  • backAdjust: boolean
  • daysToExpiration: number
  • contractRoll: expiration | combined

Behavior

Aggregation supports two sub-actions:

• Get: returns the current aggregation object in the same shape as aggregation Update fields.
• Update: merges provided aggregation fields into the current aggregation.

Only provided fields are changed.

TopOfBook is a specialized tick aggregation which fetches historical quote rows (best bid, best ask and their sizes) instead of the usual trade-based tick shape. It is primarily meant for consumers which read the raw container data directly, such as historical tables, and is not intended for normal chart visualization.

Example (Get):

const currentAggregation = chart.change({
    id: "Aggregation",
    context: { id: "Get" },
});