Price (v3)

ValueStandardPro

GET

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

REQUIRED

The v3 Theta Terminal must be running to access data.

• Retrieves historical indices price reports. Exchanges typically generate a price report every second for popular indices like SPX.
• When the interval parameter is specified, the returned data represents the price at the exact time of each timestamp. If the timestamp in the response is 10:30:00, the price field represents the price at that exact time of the day.
• A price update from the exchange is omitted if the price remained the same from the previous update.

Sample URL

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

Returns historical index price reports

http://localhost:25503/v3/index/history/price?symbol=SPX&date=20241104&interval=1m

Query Parameters

dateRequired  -

The date to fetch data for.

Type: string

symbolRequired  -

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

Type: string

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)

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

format  -

The format of the data when returned to the user.

Type: string (Default: csv)

Enumcsv, json, ndjson

Sample Code

Python