Name | Type | Description |
---|---|---|
openTime | OffsetDateTime | The UTC timestamp for the time this interval opened. |
closeTime | OffsetDateTime | The UTC timestamp for the time this interval closed. |
open | BigDecimal | The first traded contract price in this interval. |
high | BigDecimal | The highest traded contract price in this interval. |
low | BigDecimal | The lowest traded contract price in this interval. |
close | BigDecimal | The last traded contract price in this interval. |
volume | BigDecimal | The volume of contracts traded in this interval. |
average | BigDecimal | The volume weighted average price of contract trades in this interval. |
change | BigDecimal | The ratio of Close minus Open to Open. |
tradeCount | BigDecimal | The number of qualified trades executed during the period |