I am trying to gather historical data for experimental reasons (intellectual curiosity) and am having trouble understanding how that data is calculated. First some data gathering on AAPL from Feb. 10th, 2015 at opening.
DataA seems to provide every transaction that took place during the prescribed day; Is that correct or am I reading the data wrong? If I take the first line of dataC (close,high,low,open,volume)=(120.3,120.31,120.16,120.17,646886), then it corresponds to the first few introductory transactions in dataA. Likewise, dataD also corresponds to the transactions of dataA, but over several minutes. In other words, dataC and dataD seem like estimations (using close,high,low,open,volume) of dataA. Is this correct?
If this is true, then dataA is "raw data" and awesome for analytical reasons. However, I am confused by dataB. I suppose dataB is the bid/ask spread, but if I go to the following line:
20150210T150001 120.54 300 300 120.55 4600 4600
then the bid/ask seems to be 120.54/120.55 which seems entirely inaccurate compared to dataA (the raw data of actual transactions)? Even google indicates that the (c,h,l,o,v) is (120.39,120.58,120.25,120.3,576584) during the first minute of opening, which doesn't seem close to the 120.54/120.55 spread?
What am I misunderstanding/misreading?