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option_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 timestamp <= trade time < bar timestamp + interval.
  • 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
expirationRequired  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format.

Type: datetime.date
strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: str (Default: *)
right  -

The right (call or put) of the contract.

Type: str (Default: both)
Enumcall, put, both
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)
strike_range  -

Used to specify a filter to limit the number of contracts returned relative to the underlying's spot price. Will return the specified number of strikes above and below the spot price, as well as the at-the-money strike.

Type: int
start_date  -

The start date (inclusive).

Type: datetime.date
end_date  -

The end date (inclusive).

Type: datetime.date

Sample Code ​

py

Response ​

Returns OHLC for an option contract

array of: