Inscrit le: 30 Oct 2017
|Posté le: Ven 15 Déc - 05:47 (2017) Sujet du message: Historical Prices Definitions
When one downloads historic prices for each "snapshotTime" one gets open prices, closePrices, highPrices and lowPrices. Which of these corresponds to the actual historic time equal to the snapshotTime? Also, what frequency of data and what time interval are used to derive the other 3 prices?
Also, does the price that corresponds to the snapshotTime precisely match the price that would have been tradable when the actual historic time equalled the snapshotTime?
I didn't find the right solution from the Internet.
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