About intraday prices: 'Tick' or something else?

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Question by ricardo.siguero · Sep 03, 2018 at 12:20 PM · intraday extraction intraday summaries trthv2 rest api intraday pricing

About intraday prices: 'Tick' or something else?

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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Answer 1 · 2018-09-04T04:41:32Z

REFINITIV

Best Answer

Answer by veerapath.rungruengrayubkul · Sep 04, 2018 at 04:41 AM

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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About intraday prices: 'Tick' or something else?

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