Open High Low Close (v3)

StandardPro

GET

https://localhost:25503/v3/index/history/ohlc

REQUIRED

The v3 Theta Terminal must be running to access data.

• Aggregated OHLC bars that use SIP rules for each bar.
• Time timestamp of the bar represents the opening time of the bar. For a trade to be part of the bar: bar timestamp <= trade time < bar timestamp + interval.
• Exchanges typically generate a price report every second for popular indices like SPX.

Sample URL

Paste the URL below into your browser while the Theta Terminal is running.

Returns OHLC for a given symbol between specified dates (inclusive) with a one minute interval

http://localhost:25503/v3/index/history/ohlc?symbol=SPX&start_date=20241104&end_date=20241104&interval=1m

Query Parameters

symbolRequired  -

The stock or index symbol, or underlying symbol for options.

Type: string

start_dateRequired  -

The start date (inclusive).

Type: string

end_dateRequired  -

The end date (inclusive).

Type: string

intervalRequired  -

The size of the time interval must be one of the available options listed below.

Type: string (Default: 1s)

Enumtick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h

start_time  -

The start time (inclusive) in the specified day.

Type: string (Default: 09:30:00)

end_time  -

The end time (inclusive) in the specified day.

Type: string (Default: 16:00:00)

format  -

The format of the data when returned to the user.

Type: string (Default: csv)

Enumcsv, json, ndjson

Sample Code

Python