| 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 |