historical
Historical Index Levels.
Examples
from openbb import obb
obb.index.price.historical(symbol='^GSPC', provider='fmp')
# Not all providers have the same symbols.
obb.index.price.historical(symbol='SPX', provider='intrinio')
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 |
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 |
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 |
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 |
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 |
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 |
Returns
OBBject
results : List[IndexHistorical]
Serializable results.
provider : Optional[Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
Extra info.
Data
- standard
- cboe
- fmp
- intrinio
- polygon
- yfinance
Name | Type | Description |
---|---|---|
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. |
Name | Type | Description |
---|---|---|
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. |
Name | Type | Description |
---|---|---|
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. |
Name | Type | Description |
---|---|---|
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. |
Name | Type | Description |
---|---|---|
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. |
Name | Type | Description |
---|---|---|
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. |