MMTMMT Docs

Data

Source constants used with subscribe(...).

Use data.* constants with subscribe(...).

ConstantDescription
data.OHLCVCandle data with volume and trade splits
data.OIOpen interest
data.CVDCumulative volume delta
data.STATFunding, liquidations, and mark price
data.BOOKOrderbook snapshot
data.VOLUMEVolume profile
data.VDVolume delta

data.OHLCV is single-exchange only. All other scripting data sources support aggregated exchange strings.

History retention is plan-based: Free keeps 10,000 bars for non-BOOK sources and 5,000 for data.BOOK; Pro keeps 20,000 bars for non-BOOK sources and 10,000 for data.BOOK.