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
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: 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.
• Default: 1d
• Optional: 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.
• Default: True
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
interval: Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d']
Time interval of the data to return.
• Default: 1d
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
limit: int
The number of data entries to return.
• Default: 10000
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: 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
• Default: 1d
• Optional: 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.
• Default: asc
• Optional: True
limit: int
The number of data entries to return.
• Default: 49999
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
interval: Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']
Time interval of the data to return.
• Default: 1d
• Optional: True
Data
- standard
- cboe
- fmp
- intrinio
- polygon
- yfinance
date: Union[Union[date, datetime], str]
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.
date: Union[Union[date, datetime], str]
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.
date: Union[Union[date, datetime], str]
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.
date: Union[Union[date, datetime], str]
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.
date: Union[Union[date, datetime], str]
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.
date: Union[Union[date, datetime], str]
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.