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Open High Low Close (v3)

ValueStandardPro

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 time <= trade time < bar timestamp + ivl, where ivl is the specified interval size in milliseconds.
  • Set the venue parameter to nqb to access current-day real-time historic data from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
  • Multi-day requests are limited to 1 month of data.

Sample URL

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

Returns OHLC for a given symbol on the specified date with a one minute interval
http://127.0.0.1:25503/v3/stock/history/ohlc?symbol=AAPL&date=20240102&interval=1m

Returns OHLC for a given symbol between specified dates (inclusive) with a one minute interval
http://127.0.0.1:25503/v3/stock/history/ohlc?symbol=AAPL&start_date=20240102&end_date=20240109&interval=1m

Query Parameters

symbolRequired  -

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

Type: string
date  -

The date to fetch data for. If present, this overrides start_date and end_date.

Type: string
intervalRequired  -

The size of the time interval must be one of the available options listed below. Intervals less than 1m are available only for single-day requests.

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 (format 24-hour HH:MM:SS.SSS).

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

The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

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

Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.

Type: string (Default: nqb)
Enumnqb, utp_cta
format  -

The format of the data when returned to the user.

Type: string (Default: csv)
Enumcsv, json, ndjson, html
start_date  -

The start date (inclusive).

Type: string
end_date  -

The end date (inclusive).

Type: string

Responses

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

array of:

Sample Code

py