Trade Record
Trade Record is a record of date, time, price and volume associated with a financial instrument at a specified time or range of time.
Resolution | Data Available |
---|---|
1 tick | Date, time, price, and volume. |
1 minute | Date, time (end of 1-minute period), open, high, low, close, up volume, down volume, unchanged volume, and total volume. |
5 minute | Date, time (end of 5-minute period), open, high, low, and close, as well as up volume, down volume, unchanged volume, and total volume. |
1 day | Date, time (end of trading day), open, high, low, close, up volume, down volume, unchanged volume, total volume, and open interest. |