Name | Type | Description |
---|---|---|
Time | DateTime? | The timestamp that represents the start of the interval span. |
Open | decimal? | The first traded price during the period |
Close | decimal? | The last traded price during the period |
High | decimal? | The highest price over the span of the period |
Low | decimal? | The lowest price over the span of the period |
Volume | decimal? | The number of shares exchanged during the period |
CloseTime | DateTime? | The timestamp that represents the end of the interval span. |
Interval | string | The size of the interval. |
Average | decimal? | The average trade price of an individual stock during the interval. |
Change | decimal? | The change ratio from open to close. ((Close - Open)/Open). |
BidHigh | decimal? | The highest bid price from the interval. |
BidLow | decimal? | The lowest bid price from the interval. |
BidClose | decimal? | The last bid price from the interval. |
BidOpen | decimal? | The first bid price from the interval. |
BidFirstTime | DateTime? | The timestamp that represents the first bid time from the interval span. |
BidLastTime | DateTime? | The timestamp that represents the last bid time from the interval span. |
BidChangePercent | decimal? | The ratio of the close to open bid difference, in percent. |
AskHigh | decimal? | The highest ask price from the interval. |
AskLow | decimal? | The lowest ask price from the interval. |
AskClose | decimal? | The last ask price from the interval. |
AskOpen | decimal? | The first ask price from the interval. |
AskFirstTime | DateTime? | The timestamp that represents the first ask time from the interval span. |
AskLastTime | DateTime? | The timestamp that represents the last ask time from the interval span. |
AskChangePercent | decimal? | The ratio of the close to open ask difference, in percent. |
TradeCount | decimal? | The number of qualified trades executed during the period |