historical
Currency Historical Price. Currency historical data.
Currency historical prices refer to the past exchange rates of one currency against another over a specific period. This data provides insight into the fluctuations and trends in the foreign exchange market, helping analysts, traders, and economists understand currency performance, evaluate economic health, and make predictions about future movements.
Parameters
- standard
- fmp
- polygon
- tiingo
- yfinance
symbol: Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, 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. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, 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. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, 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. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, 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: Union[Literal['1m', '5m', '15m', '30m', '90m', '1h', '2h', '4h', '1d', '5d', '21d'], str]
Time interval of the data to return.
• Default: 1d
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, 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
Returns
results: list[CurrencyHistorical]
Serializable results.
provider: Optional[Literal['fmp', 'polygon', 'tiingo', 'yfinance']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- fmp
- polygon
- tiingo
- yfinance
date: Union[Union[date, datetime], str]
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: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.
date: Union[Union[date, datetime], str]
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: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.
adj_close: float
The adjusted close price.
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: float
The open price.
high: float
The high price.
low: float
The low price.
close: float
The close price.
volume: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.
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: float
The open price.
high: float
The high price.
low: float
The low price.
close: float
The close price.
volume: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.
date: Union[Union[date, datetime], str]
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: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.