V3_INDEX_AT_TIME_PRICE()
ValueStandardPro
- Retrieves historical indices price reports. Exchanges typically generate a price report every second for popular indices like SPX.
- The
time_of_dayparameter represents the 00:00:00.000 ET that the price should be provided for.
Example
=THETADATA.V3_INDEX_AT_TIME_PRICE("SPX", "20241104", "20241108", "09:30:01.000")Parameters
symbolRequired -
The stock or index symbol, or underlying symbol for options.
Type: string
Behavior: Required.
start_dateRequired -
The start date (inclusive).
Type: string
Behavior: Required.
end_dateRequired -
The end date (inclusive).
Type: string
Behavior: Required.
time_of_dayRequired -
The time of the day to fetch data for; assumed to be America/New_York.
Type: string
Behavior: Required.
Returns
A grid (string[][]) - a header row followed by one row per result. See the REST API reference for the full response schema.