Open High Low Close (v3)

ValueStandardPro

GET

https://localhost:25503/v3/option/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.

Sample URL

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

Returns OHLC for an option contract

http://localhost:25503/v3/option/history/ohlc?symbol=AAPL&expiration=20231103&strike=170.000&right=call&date=20231103&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

expirationRequired  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format.

Type: string

strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: string (Default: *)

right  -

The right (call or put) of the contract.

Type: string (Default: both)

Enumcall, put, both

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