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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

tick-history-rest-apihistorical
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@ricardo.siguero

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,

AHS

@ricardo.siguero

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' next to the appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

1 Answer

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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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