Returns a list of interval data points for a contract.
Name | Type | Description | Notes |
---|---|---|---|
identifier | Character | The Intrinio ID or code of the options contract to request intervals for. | |
interval_size | Character | The time length of the interval. | |
source | Character | Realtime or 15-minute delayed contracts. | [optional] |
page_size | Integer | The number of results to return | [optional] [default to 100] |
end_time | POSIXlt | The inclusive UTC date and time the intervals end at. | [optional] |
Name | Type | Description |
---|---|---|
intervals | List of OptionInterval | Array of all the intervals in the result. |
intervals_data_frame | Data Frame | Data frame representation of intervals |
contract | Character | The option contract for the intervals |
size | Character | The size of the time span for the interval. |
Name | Type | Description |
---|---|---|
open_time | POSIXlt | The UTC timestamp for the time this interval opened. |
close_time | POSIXlt | The UTC timestamp for the time this interval closed. |
open | Numeric | The first traded contract price in this interval. |
high | Numeric | The highest traded contract price in this interval. |
low | Numeric | The lowest traded contract price in this interval. |
close | Numeric | The last traded contract price in this interval. |
volume | Numeric | The volume of contracts traded in this interval. |
average | Numeric | The volume weighted average price of contract trades in this interval. |
change | Numeric | The ratio of Close minus Open to Open. |
trade_count | Numeric | The number of qualified trades executed during the period |