What is buy_quantity and sell_quantity in tick

sameer
Whats meaning of
'buy_quantity': N
'sell_quantity': M,
in Tick data

What those two numbers signify ?
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  • sujith
    @sameer,
    buy_quantity(totalBuyQuantity) is the total quantity of all bids (pending buy orders) at the exchange.
    sell_quantity(totakSellQuantity) is the total quantity of all the offers(pending sell orders) at the exchange.
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