ThetaData v3
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index_history_ohlc() ​

StandardPro
  • 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 timestamp <= trade time < bar timestamp + interval.
  • Exchanges typically generate a price report every second for popular indices like SPX.

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
intervalRequired  -

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: str (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: datetime.time (Default: 09:30:00)
end_time  -

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

Type: datetime.time (Default: 16:00:00)

Sample Code ​

py

Response ​

Returns OHLC for a given symbol between specified dates (inclusive) with a one minute interval

array of: