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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.

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/stock/history/ohlc?symbol=AAPL&date=20240102&interval=1m

Query Parameters

symbolRequired  -

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

Type: string
dateRequired  -

The date to fetch data for.

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)
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

Sample Code

py