Etf Historical
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
EtfHistorical | EtfHistoricalQueryParams | EtfHistoricalData |
Import Statement
from openbb_core.provider.standard_models.etf_historical import (
EtfHistoricalData,
EtfHistoricalQueryParams,
)
Parameters
- standard
- alpha_vantage
- cboe
- fmp
- intrinio
- polygon
- tiingo
- tmx
- tradier
- yfinance
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '5m', '15m', '30m', '60m', '1d', '1W', '1M'] | None
Default: 1d
Time interval of the data to return.
adjustment: Literal['splits_only', 'splits_and_dividends', 'unadjusted'] | None
Default: splits_only
The adjustment factor to apply. 'splits_only' is not supported for intraday data.
extended_hours: bool | None
Default: False
Include Pre and Post market data.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '1d'] | None
Default: 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.
use_cache: bool | None
Default: True
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.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d'] | None
Default: 1d
Time interval of the data to return.
adjustment: Literal['splits_only', 'splits_and_dividends', 'unadjusted'] | None
Default: splits_only
Type of adjustment for historical prices. Only applies to daily data.
symbol: str
A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID).
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '5m', '10m', '15m', '30m', '60m', '1h', '1d', '1W', '1M', '1Q', '1Y'] | None
Default: 1d
Time interval of the data to return.
start_time: datetime.time | None
Return intervals starting at the specified time on the start_date formatted as 'HH:MM:SS'.
end_time: datetime.time | None
Return intervals stopping at the specified time on the end_date formatted as 'HH:MM:SS'.
timezone: str | None
Default: America/New_York
Timezone of the data, in the IANA format (Continent/City).
source: Literal['realtime', 'delayed', 'nasdaq_basic'] | None
Default: realtime
The source of the data.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: str | None
Default: 1d
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
adjustment: Literal['splits_only', 'unadjusted'] | None
Default: splits_only
The adjustment factor to apply. Default is splits only.
extended_hours: bool | None
Default: False
Include Pre and Post market data.
sort: Literal['asc', 'desc'] | None
Default: asc
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.
limit: int | None
Default: 49999
The number of data entries to return.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '5m', '15m', '30m', '90m', '1h', '2h', '4h', '1d', '1W', '1M', '1Y'] | None
Default: 1d
Time interval of the data to return.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '2m', '5m', '15m', '30m', '60m', '1h', '1d', '1W', '1M'] | None
Default: day
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.
adjustment: Literal['splits_only', 'splits_and_dividends', 'unadjusted'] | None
Default: splits_only
The adjustment factor to apply. Only valid for daily data.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '5m', '15m', '1d', '1W', '1M'] | None
Default: 1d
Time interval of the data to return.
extended_hours: bool | None
Default: False
Include Pre and Post market data.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, yfinance.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q'] | None
Default: 1d
Time interval of the data to return.
extended_hours: bool | None
Default: False
Include Pre and Post market data.
include_actions: bool | None
Default: True
Include dividends and stock splits in results.
adjustment: Literal['splits_only', 'splits_and_dividends'] | None
Default: splits_only
The adjustment factor to apply. Default is splits only.
Data
- standard
- alpha_vantage
- cboe
- fmp
- intrinio
- polygon
- tiingo
- tmx
- tradier
- yfinance
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
adj_close: float | None
The adjusted close price.
dividend: float | None
Dividend amount, if a dividend was paid.
split_ratio: float | None
Split coefficient, if a split occurred.
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
calls_volume: int | None
Number of calls traded during the most recent trading period. Only valid if interval is 1m.
puts_volume: int | None
Number of puts traded during the most recent trading period. Only valid if interval is 1m.
total_options_volume: int | None
Total number of options traded during the most recent trading period. Only valid if interval is 1m.
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
change: float | None
Change in the price from the previous close.
change_percent: float | None
Change in the price from the previous close, as a normalized percent.
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
average: float | None
Average trade price of an individual equity during the interval.
change: float | None
Change in the price of the symbol from the previous day.
change_percent: float | None
Percent change in the price of the symbol from the previous day.
adj_open: float | None
The adjusted open price.
adj_high: float | None
The adjusted high price.
adj_low: float | None
The adjusted low price.
adj_close: float | None
The adjusted close price.
adj_volume: float | None
The adjusted volume.
fifty_two_week_high: float | None
52 week high price for the symbol.
fifty_two_week_low: float | None
52 week low price for the symbol.
factor: float | None
factor by which to multiply equity prices before this date, in order to calculate historically-adjusted equity prices.
split_ratio: float | None
Ratio of the equity split, if a split occurred.
dividend: float | None
Dividend amount, if a dividend was paid.
close_time: datetime | None
The timestamp that represents the end of the interval span.
interval: str | None
The data time frequency.
intra_period: bool | None
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
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
transactions: int | None
Number of transactions for the symbol in the time period.
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
adj_open: float | None
The adjusted open price.
adj_high: float | None
The adjusted high price.
adj_low: float | None
The adjusted low price.
adj_close: float | None
The adjusted close price.
adj_volume: float | None
The adjusted volume.
split_ratio: float | None
Ratio of the equity split, if a split occurred.
dividend: float | None
Dividend amount, if a dividend was paid.
date: 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 | int | None
The trading volume.
vwap: float | None
Volume weighted average price for the day.
change: float | None
Change in price.
change_percent: float | None
Change in price, as a normalized percentage.
transactions: int | None
Total number of transactions recorded.
transactions_value: float | None
Nominal value of recorded transactions.
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
last_price: float | None
The last price of the equity.
date: 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 | int | None
The trading volume.
vwap: float | None
Volume Weighted Average Price over the period.
split_ratio: float | None
Ratio of the equity split, if a split occurred.
dividend: float | None
Dividend amount (split-adjusted), if a dividend was paid.