Historical Data

This is a discussion on Historical Data within the Futures & Options forums, part of the Markets category; Hi, Regarding historical data, e.g. | Open | High | Low | Close | Volume | Are the Open, High ...

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Old Apr 25, 2012, 9:30am   #1
 
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Joined Apr 2012
Historical Data

Hi,

Regarding historical data, e.g. | Open | High | Low | Close | Volume |

Are the Open, High Low, Close values, quote prices for the interval, or are they the prices at which an actual trade took place?

With regards to Volume, is that the volume of bids or asks, or is that the number of actual trades for the interval?

Thanks
dzhu is offline   Reply With Quote
Old Jun 13, 2012, 5:36pm   #2
Joined Jun 2012
Re: Historical Data

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Originally Posted by dzhu View Post
Hi,

Regarding historical data, e.g. | Open | High | Low | Close | Volume |

Are the Open, High Low, Close values, quote prices for the interval, or are they the prices at which an actual trade took place?

With regards to Volume, is that the volume of bids or asks, or is that the number of actual trades for the interval?

Thanks
Not exactly sure what you're asking, but if you're looking at a candle chart then your open, high, low, close are all prices which were traded. And the volume is the actual trades that took place as well.
cmedaytrader is offline   Reply With Quote
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