Name | Type | Description |
---|---|---|
OpenTime | DateTime? | The UTC timestamp for the time this interval opened. |
CloseTime | DateTime? | The UTC timestamp for the time this interval closed. |
Open | decimal? | The first traded contract price in this interval. |
High | decimal? | The highest traded contract price in this interval. |
Low | decimal? | The lowest traded contract price in this interval. |
Close | decimal? | The last traded contract price in this interval. |
Volume | decimal? | The volume of contracts traded in this interval. |
Average | decimal? | The volume weighted average price of contract trades in this interval. |
Change | decimal? | The ratio of Close minus Open to Open. |
TradeCount | decimal? | The number of qualified trades executed during the period |