But it is unclear as to what exactly these mean. Please see the the table below and help me address following queries:
1. Are buy_quantity and sell_quantity *traded* quantities or submitted orders? 2. Each of volume, buy_quantity and sell_quantity (from the large figures) look like cumulative since start of the day, is that true? 3. If the above is true and buy_quantity and sell_quantity should only increase? Why is it reducing in this small snippet? 4. Or are buy_quantity and sell_quantity adjusted for cancellations? Please give me exact definitions! 5. What exactly is average_price? If it is volume weighted average price of all the trades since morning then it should have more decimals then 2. Is it essentially rounded to two decimals after averaging?