Here are the interval options for our historical intraday prices data.
Our Interval Stock Prices for Security endpoint allows you to specify the following intervals: 1m, 5m, 15m, 1h, 6h, 1d, 7d. You can specify either the BATS or IEX exchange, depending on your preference, but we recommend always using the BATS exchange due to better liquidity.
The data included within each interval is specific to that interval. For example, if you specify 5-minute intervals, the close will be the last trade price at the end of each 5-minute interval. The open, high, and low will be the open, high, and low price during each 5-minute period. The volume will be the amount of volume traded within that specific 5-minute interval.