Tick & ITrade

Low-level types representing individual market ticks and trade data.

Namespace: MZpack

Tick (struct)

A single market tick with price, volume, and bar context.

Field	Type	Description
`Price`	`double`	Tick price
`Volume`	`long`	Tick volume
`BarIdx`	`int`	Bar index where the tick occurred
`IsFirstTickOfBar`	`bool`	`true` if this is the first tick of the bar

Breakdown of volume components for a single tick/price level.

Field	Type	Description
`Volume`	`long`	Total volume
`IcebergVolume`	`int`	Hidden (iceberg) volume detected
`DomPressureVolume`	`int`	DOM pressure volume
`MarketLimitVolume`	`int`	Limit portion of Market-Limit orders

Contract for a trade entity — either a single execution or a reconstructed aggregate trade.

Property	Type	Description
`Id`	`long`	Unique trade identifier (immutable during indicator load-unload cycle)
`Side`	`TradeSide`	Trade side: `Ask`, `Bid`, or `NA`
`Time`	`DateTime`	Trade timestamp
`Reconstructed`	`bool`	`true` if the trade is reconstructed from multiple executions
`Smart`	`bool`	Smart order flag

Property	Type	Description
`Volume`	`long`	Total trade volume
`IcebergVolume`	`int`	Iceberg volume component
`DomPressureVolume`	`int`	DOM pressure volume component
`DomSupportVolume`	`int`	DOM support volume component
`StartPrice`	`double`	Trade entry price
`StopPrice`	`double`	Trade exit price
`Hi`	`double`	Highest price level
`Lo`	`double`	Lowest price level
`POC`	`double`	Point of Control (price with highest volume)
`RangeTicks`	`int`	Number of distinct price levels

Property	Type	Description
`Ticks`	`List<Tick>`	Individual ticks composing the trade
`TickProfile`	`Dictionary<double, long>`	Price-to-volume mapping
`Trades`	`Dictionary<long, ITrade>`	Sub-trades (for reconstructed trades)
`View`	`ITradeView`	Chart visualization

Method	Returns	Description
`Equals(ITrade)`	`bool`	Compare trades by `Id`