| Name | Type | Description |
|---|---|---|
| time | datetime | The timestamp that represents the start of the interval span. |
| open | float | The first traded price during the period |
| close | float | The last traded price during the period |
| high | float | The highest price over the span of the period |
| low | float | The lowest price over the span of the period |
| volume | float | The number of shares exchanged during the period |
| close_time | datetime | The timestamp that represents the end of the interval span. |
| interval | str | The size of the interval. |
| average | float | The average trade price of an individual stock during the interval. |
| change | float | The change ratio from open to close. ((Close - Open)/Open). |
| bid_high | float | The highest bid price from the interval. |
| bid_low | float | The lowest bid price from the interval. |
| bid_close | float | The last bid price from the interval. |
| bid_open | float | The first bid price from the interval. |
| bid_first_time | datetime | The timestamp that represents the first bid time from the interval span. |
| bid_last_time | datetime | The timestamp that represents the last bid time from the interval span. |
| bid_change_percent | float | The ratio of the close to open bid difference, in percent. |
| ask_high | float | The highest ask price from the interval. |
| ask_low | float | The lowest ask price from the interval. |
| ask_close | float | The last ask price from the interval. |
| ask_open | float | The first ask price from the interval. |
| ask_first_time | datetime | The timestamp that represents the first ask time from the interval span. |
| ask_last_time | datetime | The timestamp that represents the last ask time from the interval span. |
| ask_change_percent | float | The ratio of the close to open ask difference, in percent. |
| trade_count | float | The number of qualified trades executed during the period |