Equity Historical

---

Implementation details

Class names

Model name	Parameters class	Data class
EquityHistorical	EquityHistoricalQueryParams	EquityHistoricalData

Import Statement

from openbb_core.provider.standard_models.equity_historical import (
EquityHistoricalData,
EquityHistoricalQueryParams,
)

---

Parameters

• standard
• alpha_vantage
• cboe
• fmp
• intrinio
• polygon
• tiingo
• tmx
• tradier
• yfinance

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
interval	str	Time interval of the data to return.	1d	True
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
interval	Literal['1m', '5m', '15m', '30m', '60m', '1d', '1W', '1M']	Time interval of the data to return.	1d	True
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True
adjustment	Literal['splits_only', 'splits_and_dividends', 'unadjusted']	The adjustment factor to apply. 'splits_only' is not supported for intraday data.	splits_only	True
extended_hours	bool	Include Pre and Post market data.	False	True
adjusted	bool	This field is deprecated (4.1.5) and will be removed in a future version. Use 'adjustment' set as 'splits_and_dividends' instead.	False	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
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
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	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): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
interval	Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d']	Time interval of the data to return.	1d	True
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True

Name	Type	Description	Default	Optional
symbol	str	A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID).		False
interval	Literal['1m', '5m', '10m', '15m', '30m', '60m', '1h', '1d', '1W', '1M', '1Q', '1Y']	Time interval of the data to return.	1d	True
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True
start_time	datetime.time	Return intervals starting at the specified time on the start_date formatted as 'HH:MM:SS'.	None	True
end_time	datetime.time	Return intervals stopping at the specified time on the end_date formatted as 'HH:MM:SS'.	None	True
timezone	str	Timezone of the data, in the IANA format (Continent/City).	America/New_York	True
source	Literal['realtime', 'delayed', 'nasdaq_basic']	The source of the data.	realtime	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
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
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True
adjustment	Literal['splits_only', 'unadjusted']	The adjustment factor to apply. Default is splits only.	splits_only	True
extended_hours	bool	Include Pre and Post market data.	False	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): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
interval	Literal['1d', '1W', '1M', '1Y']	Time interval of the data to return.	1d	True
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
interval	Union[Literal['1m', '2m', '5m', '15m', '30m', '60m', '1h', '1d', '1W', '1M'], str, int]	Time interval of the data to return. Or, any integer (entered as a string) representing the number of minutes. Default is daily data. There is no extended hours data, and intraday data is limited to after April 12 2022.	day	True
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True
adjustment	Literal['splits_only', 'splits_and_dividends', 'unadjusted']	The adjustment factor to apply. Only valid for daily data.	splits_only	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
interval	Literal['1m', '5m', '15m', '1d', '1W', '1M']	Time interval of the data to return.	1d	True
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True
extended_hours	bool	Include Pre and Post market data.	False	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.		False
interval	Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']	Time interval of the data to return.	1d	True
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
provider	Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'alpha_vantage' if there is no default.	alpha_vantage	True
extended_hours	bool	Include Pre and Post market data.	False	True
include_actions	bool	Include dividends and stock splits in results.	True	True
adjustment	Literal['splits_only', 'splits_and_dividends']	The adjustment factor to apply. Default is splits only.	splits_only	True
adjusted	bool	This field is deprecated (4.1.5) and will be removed in a future version. Use 'adjustment' set as 'splits_and_dividends' instead.	False	True
prepost	bool	This field is deprecated (4.1.5) and will be removed in a future version. Use 'extended_hours' as True instead.	False	True

---

Data

• standard
• alpha_vantage
• cboe
• fmp
• intrinio
• polygon
• tiingo
• tmx
• tradier
• yfinance

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
adj_close	Annotated[float, Gt(gt=0)]	The adjusted close price.
dividend	Annotated[float, Ge(ge=0)]	Dividend amount, if a dividend was paid.
split_ratio	Annotated[float, Ge(ge=0)]	Split coefficient, if a split occurred.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
calls_volume	int	Number of calls traded during the most recent trading period. Only valid if interval is 1m.
puts_volume	int	Number of puts traded during the most recent trading period. Only valid if interval is 1m.
total_options_volume	int	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	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
adj_close	float	The adjusted close price.
unadjusted_volume	float	Unadjusted volume of the symbol.
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	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
average	float	Average trade price of an individual equity during the interval.
change	float	Change in the price of the symbol from the previous day.
change_percent	float	Percent change in the price of the symbol from the previous day.
adj_open	float	The adjusted open price.
adj_high	float	The adjusted high price.
adj_low	float	The adjusted low price.
adj_close	float	The adjusted close price.
adj_volume	float	The adjusted volume.
fifty_two_week_high	float	52 week high price for the symbol.
fifty_two_week_low	float	52 week low price for the symbol.
factor	float	factor by which to multiply equity prices before this date, in order to calculate historically-adjusted equity prices.
split_ratio	float	Ratio of the equity split, if a split occurred.
dividend	float	Dividend amount, if a dividend was paid.
close_time	datetime	The timestamp that represents the end of the interval span.
interval	str	The data time frequency.
intra_period	bool	If true, the equity price represents an unfinished period (be it day, week, quarter, month, or year), meaning that the close price is the latest price available, not the official close price for the period

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
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	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
adj_open	float	The adjusted open price.
adj_high	float	The adjusted high price.
adj_low	float	The adjusted low price.
adj_close	float	The adjusted close price.
adj_volume	float	The adjusted volume.
split_ratio	float	Ratio of the equity split, if a split occurred.
dividend	float	Dividend amount, if a dividend was paid.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume weighted average price for the day.
change	float	Change in price.
change_percent	float	Change in price, as a normalized percentage.
transactions	int	Total number of transactions recorded.
transactions_value	float	Nominal value of recorded transactions.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
last_price	float	The last price of the equity.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
split_ratio	float	Ratio of the equity split, if a split occurred.
dividend	float	Dividend amount (split-adjusted), if a dividend was paid.