Name | Type | Description |
---|---|---|
contract | str | The option contract for the intervals |
change | float | The ratio of Close minus Open to Open. |
open | float | The first traded contract price in this interval. |
high | float | The highest traded contract price in this interval. |
low | float | The lowest traded contract price in this interval. |
close | float | The last traded contract price in this interval. |
volume | float | The volume of contracts traded in this interval. |
average | float | The volume weighted average price of contract trades in this interval. |
trade_count | float | The number of contract trades executed in this interval |