V3_STOCK_HISTORY_OHLC()

ValueStandardPro

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.

Example

=THETADATA.V3_STOCK_HISTORY_OHLC("AAPL", "", "1m", "09:30:00", "16:00:00", "nqb", "20240102", "20240109")

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.

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_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).

venue -

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

Type: string

Behavior: Optional (default: nqb).

Enumnqb, utp_cta

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.