V3_INDEX_HISTORY_PRICE()

ValueStandardPro

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.
Multi-day requests are limited to 1 month of data.

Example

=THETADATA.V3_INDEX_HISTORY_PRICE("SPX", "", "09:30:00", "16:00:00", "1m", "20241104", "20241107")

symbolRequired -

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

Type: string

Behavior: Required.

date -

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

Type: string

Behavior: Optional.

start_time -

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

Type: string

Behavior: Optional (default: 09:30:00).

end_time -

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

Type: string

Behavior: Optional (default: 16:00:00).

interval -

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

Behavior: Optional (default: 1s).

Enumtick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h

start_date -

The start date (inclusive).

Type: string

Behavior: Optional.

end_date -

The end date (inclusive).

Type: string

Behavior: Optional.

A grid (string[][]) - a header row followed by one row per result. See the REST API reference for the full response schema.