We are retrieving the following prices from the TickHistoryIntradaySummariesReportTemplate template for TRTHv2:
open, high, low, last, volume, open ask, high ask, low ask, close ask, open bid, high bid, low bid, close bid
I would like to know for these fields: open, high, low, last - do the figures represent the "tick" i.e. traded prices or something else?
I understand that the open, high, low, last fields are for trade price. Fields in TickHistoryIntradaySummariesReportTemplate represent summary within an interval. For example, with SummaryInterval = "TenMinutes" and , the high field represents highest traded price within the ten minutes interval.
Hope this helps.