Historical Prices Definitions

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Historical Prices Definitions

When one downloads historic prices for each "snapshotTime" one gets openPrices, closePrices, highPrices and lowPrices. Which of these corresponds to the actual historic time equal to the snapshotTime? Also, what frequency of data and what time interval are used to derive the other 3 prices?

Also, does the price that corresponds to the snapshotTime precisely match the price that would have been tradable when the actual historic time equalled the snapshotTime?

Many Thanks

Maybe I wasn't too clear, let

Maybe I wasn't too clear, let me try again.

If I download historical data from the API, for, say MINUTE_5, for the 2017-11-01 13:00:00 I get the following:

"snapshotTime": "2017/11/01 12:00:00",
"snapshotTimeUTC": "2017-11-01T12:00:00",
"openPrice": {
"bid": 7506.7,
"ask": 7507.7,
"lastTraded": null
"closePrice": {
"bid": 7503.5,
"ask": 7504.5,
"lastTraded": null
"highPrice": {
"bid": 7507.0,
"ask": 7508.0,
"lastTraded": null
"lowPrice": {
"bid": 7501.5,
"ask": 7502.5,
"lastTraded": null

Which of those prices is the one I would have nominally traded at had I executed a bid at that time (or just after if I was listening to the streaming API)?


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