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_day parameter represents the 00:00:00.000 ET that the price should be provided for.

Parameters

symbolRequired  -

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

Type: str

start_dateRequired  -

The start date (inclusive).

Type: datetime.date

end_dateRequired  -

The end date (inclusive).

Type: datetime.date

time_of_dayRequired  -

The time of the day to fetch data for; assumed to be America/New_York.

Type: datetime.time

Sample Code

pandas

Response

Returns specific at time historical index price reports

Dataframe type

array of: