- bourse.core.StepEnvNumpy.level_1_data() numpy.ndarray
Get current level 1 data as a Numpy array
Returns a Numpy array with values at indices:
0: Trade volume (in the last step)
1: Bid touch price
2: Ask touch price
3: Bid total volume
4: Ask total volume
5: Bid touch volume
6: Number of buy orders at touch
7: Ask touch volume
8: Number of sell orders at touch