index_history_price()
ValueStandardPro
- Retrieves historical indices price reports. Exchanges typically generate a price report every second for popular indices like SPX.
- When the
intervalparameter 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.
Parameters
date -
The date to fetch data for. If present, this overrides start_date and end_date.
Type: datetime.date
symbolRequired -
The stock or index symbol, or underlying symbol for options.
Type: str
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)
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_date -
The start date (inclusive).
Type: datetime.date
end_date -
The end date (inclusive).
Type: datetime.date
Sample Code
py
Response
Returns historical index price reports
array of: