Index Historical
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
IndexHistorical | IndexHistoricalQueryParams | IndexHistoricalData |
Import Statement
from openbb_core.provider.standard_models.index_historical import (
IndexHistoricalData,
IndexHistoricalQueryParams,
)
Parameters
- standard
- cboe
- fmp
- intrinio
- polygon
- yfinance
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | Union[str, List[str]] | Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance. | False | |
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
interval | str | Time interval of the data to return. | 1d | True |
provider | Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | Union[str, List[str]] | Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance. | False | |
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
interval | Literal['1m', '1d'] | Time interval of the data to return. The most recent trading day is not including in daily historical data. Intraday data is only available for the most recent trading day at 1 minute intervals. | 1d | True |
provider | Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
use_cache | bool | When True, the company directories will be cached for 24 hours and are used to validate symbols. The results of the function are not cached. Set as False to bypass. | True | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | Union[str, List[str]] | Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance. | False | |
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
interval | Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d'] | Time interval of the data to return. | 1d | True |
provider | Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | Union[str, List[str]] | Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance. | False | |
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
interval | str | Time interval of the data to return. | 1d | True |
provider | Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
limit | int | The number of data entries to return. | 10000 | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | Union[str, List[str]] | Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance. | False | |
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
interval | str | Time interval of the data to return. The numeric portion of the interval can be any positive integer. The letter portion can be one of the following: s, m, h, d, W, M, Q, Y | 1d | True |
provider | Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
sort | Literal['asc', 'desc'] | Sort order of the data. This impacts the results in combination with the 'limit' parameter. The results are always returned in ascending order by date. | asc | True |
limit | int | The number of data entries to return. | 49999 | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | Union[str, List[str]] | Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance. | False | |
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
interval | Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q'] | Time interval of the data to return. | 1d | True |
provider | Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
Data
- standard
- cboe
- fmp
- intrinio
- polygon
- yfinance
Name | Type | Description |
---|---|---|
date | Union[date, datetime] | The date of the data. |
open | Annotated[float, Strict(strict=True)] | The open price. |
high | Annotated[float, Strict(strict=True)] | The high price. |
low | Annotated[float, Strict(strict=True)] | The low price. |
close | Annotated[float, Strict(strict=True)] | The close price. |
volume | int | The trading volume. |
Name | Type | Description |
---|---|---|
date | Union[date, datetime] | The date of the data. |
open | Annotated[float, Strict(strict=True)] | The open price. |
high | Annotated[float, Strict(strict=True)] | The high price. |
low | Annotated[float, Strict(strict=True)] | The low price. |
close | Annotated[float, Strict(strict=True)] | The close price. |
volume | int | The trading volume. |
calls_volume | float | Number of calls traded during the most recent trading period. Only valid if interval is 1m. |
puts_volume | float | Number of puts traded during the most recent trading period. Only valid if interval is 1m. |
total_options_volume | float | Total number of options traded during the most recent trading period. Only valid if interval is 1m. |
Name | Type | Description |
---|---|---|
date | Union[date, datetime] | The date of the data. |
open | Annotated[float, Strict(strict=True)] | The open price. |
high | Annotated[float, Strict(strict=True)] | The high price. |
low | Annotated[float, Strict(strict=True)] | The low price. |
close | Annotated[float, Strict(strict=True)] | The close price. |
volume | int | The trading volume. |
vwap | float | Volume Weighted Average Price over the period. |
change | float | Change in the price from the previous close. |
change_percent | float | Change in the price from the previous close, as a normalized percent. |
Name | Type | Description |
---|---|---|
date | Union[date, datetime] | The date of the data. |
open | Annotated[float, Strict(strict=True)] | The open price. |
high | Annotated[float, Strict(strict=True)] | The high price. |
low | Annotated[float, Strict(strict=True)] | The low price. |
close | Annotated[float, Strict(strict=True)] | The close price. |
volume | int | The trading volume. |
Name | Type | Description |
---|---|---|
date | Union[date, datetime] | The date of the data. |
open | Annotated[float, Strict(strict=True)] | The open price. |
high | Annotated[float, Strict(strict=True)] | The high price. |
low | Annotated[float, Strict(strict=True)] | The low price. |
close | Annotated[float, Strict(strict=True)] | The close price. |
volume | int | The trading volume. |
transactions | Annotated[int, Gt(gt=0)] | Number of transactions for the symbol in the time period. |
Name | Type | Description |
---|---|---|
date | Union[date, datetime] | The date of the data. |
open | Annotated[float, Strict(strict=True)] | The open price. |
high | Annotated[float, Strict(strict=True)] | The high price. |
low | Annotated[float, Strict(strict=True)] | The low price. |
close | Annotated[float, Strict(strict=True)] | The close price. |
volume | int | The trading volume. |