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stock_history_quote() ​

ValueStandardPro
  • Returns every NBBO quote reported by UTP and CTA.
  • If the interval parameter is specified, the quote for each interval represents the last quote prior to the interval's timestamp.
  • 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.

Parameters

symbolRequired  -

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

Type: str
date  -

The date to fetch data for. If present, this overrides start_date and end_date.

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)
venue  -

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

Type: str (Default: nqb)
Enumnqb, utp_cta
start_date  -

The start date (inclusive).

Type: datetime.date
end_date  -

The end date (inclusive).

Type: datetime.date

Sample Code ​

py

Response ​

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

array of: