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: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | 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): cboe, fmp, intrinio, polygon, yfinance.
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '1d']
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
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): cboe, fmp, intrinio, polygon, yfinance.
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
interval: Literal['1m', '5m', '1h', '1d']
Default: 1d
Time interval of the data to return.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
limit: int
Default: 10000
The number of data entries to return.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
interval: str
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
sort: Literal['asc', 'desc']
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
Default: 49999
The number of data entries to return.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | 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']
Default: 1d
Time interval of the data to return.
Data
- standard
- cboe
- fmp
- intrinio
- polygon
- yfinance
symbol: str
Symbol representing the entity requested in the data.
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: Union[float, int]
The trading volume.
symbol: str
Symbol representing the entity requested in the data.
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: Union[float, 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.
symbol: str
Symbol representing the entity requested in the data.
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: Union[float, 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.
symbol: str
Symbol representing the entity requested in the data.
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: Union[float, int]
The trading volume.
symbol: str
Symbol representing the entity requested in the data.
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: Union[float, int]
The trading volume.
transactions: Annotated[int, Gt(gt=0)]
Number of transactions for the symbol in the time period.
symbol: str
Symbol representing the entity requested in the data.
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: Union[float, int]
The trading volume.