Name | Type | Description | Notes |
---|---|---|---|
c | float | The close price for the symbol in the given time period. | |
h | float | The highest price for the symbol in the given time period. | |
l | float | The lowest price for the symbol in the given time period. | |
n | int | The number of transactions in the aggregate window. | |
o | float | The open price for the symbol in the given time period. | |
t | int | The Unix Msec timestamp for the start of the aggregate window. | |
v | float | The trading volume of the symbol in the given time period. | |
vw | float | The volume weighted average price. |