Hi,
With the whatToShow parameter, we are able to specify what price to return, but I could find a parameter to specify the time segment from which that price was quoted. For example, If I am getting 5-minute bar data and specify whatToShow = "TRADES", will I get the first, last, high, low, or some other combination of the TRADES for each bar? What is the default behavior of the function and is there a parameter to control that?
Hi, With the whatToShow parameter, we are able to specify what price to return, but I could find a parameter to specify the time segment from which that price was quoted. For example, If I am getting 5-minute bar data and specify whatToShow = "TRADES", will I get the first, last, high, low, or some other combination of the TRADES for each bar? What is the default behavior of the function and is there a parameter to control that?
Thank you.