About intraday prices: 'Tick' or something else?

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ricardo.siguero
ricardo.siguero Explorer
in TRTH

Hi,

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?

Thanks

Regards

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Hi @ricardo.siguero

    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.

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