Name | Type | Description |
---|---|---|
time | DateTime | The timestamp that represents the start of the interval span. |
open | Float | The first traded price during the period |
close | Float | The last traded price during the period |
high | Float | The highest price over the span of the period |
low | Float | The lowest price over the span of the period |
volume | Float | The number of shares exchanged during the period |
close_time | DateTime | The timestamp that represents the end of the interval span. |
interval | String | The size of the interval. |
average | Float | The average trade price of an individual stock during the interval. |
change | Float | The change ratio from open to close. ((Close - Open)/Open). |
bid_high | Float | The highest bid price from the interval. |
bid_low | Float | The lowest bid price from the interval. |
bid_close | Float | The last bid price from the interval. |
bid_open | Float | The first bid price from the interval. |
bid_first_time | DateTime | The timestamp that represents the first bid time from the interval span. |
bid_last_time | DateTime | The timestamp that represents the last bid time from the interval span. |
bid_change_percent | Float | The ratio of the close to open bid difference, in percent. |
ask_high | Float | The highest ask price from the interval. |
ask_low | Float | The lowest ask price from the interval. |
ask_close | Float | The last ask price from the interval. |
ask_open | Float | The first ask price from the interval. |
ask_first_time | DateTime | The timestamp that represents the first ask time from the interval span. |
ask_last_time | DateTime | The timestamp that represents the last ask time from the interval span. |
ask_change_percent | Float | The ratio of the close to open ask difference, in percent. |
trade_count | Float | The number of qualified trades executed during the period |