historical

ETF Historical Market Price.

Examples

from openbb import obb
obb.etf.historical(symbol='SPY', provider='fmp')
obb.etf.historical(symbol='SPY', provider='yfinance')
# This function accepts multiple tickers.
obb.etf.historical(symbol='SPY,IWM,QQQ,DJIA', provider='yfinance')

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 | 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): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, 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', '15m', '30m', '60m', '1d', '1W', '1M']
Default: 1d
Time interval of the data to return.

adjustment: Literal['splits_only', 'splits_and_dividends', 'unadjusted']
Default: splits_only
The adjustment factor to apply. 'splits_only' is not supported for intraday data.

extended_hours: bool
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 | 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): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, 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', '15m', '30m', '1h', '4h', '1d']
Default: 1d
Time interval of the data to return.

adjustment: Literal['splits_only', 'splits_and_dividends', 'unadjusted']
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 | 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', '10m', '15m', '30m', '60m', '1h', '1d', '1W', '1M', '1Q', '1Y']
Default: 1d
Time interval of the data to return.

start_time: datetime.time
Return intervals starting at the specified time on the start_date formatted as 'HH:MM:SS'.

end_time: datetime.time
Return intervals stopping at the specified time on the end_date formatted as 'HH:MM:SS'.

timezone: str
Default: America/New_York
Timezone of the data, in the IANA format (Continent/City).

source: Literal['realtime', 'delayed', 'nasdaq_basic']
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 | 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

adjustment: Literal['splits_only', 'unadjusted']
Default: splits_only
The adjustment factor to apply. Default is splits only.

extended_hours: bool
Default: False
Include Pre and Post market data.

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): alpha_vantage, cboe, fmp, polygon, tiingo, tmx, tradier, 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: Union[Literal['1m', '5m', '15m', '30m', '90m', '1h', '2h', '4h', '1d', '1W', '1M', '1Y'], str]
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 | 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: Union[Literal['1m', '2m', '5m', '15m', '30m', '60m', '1h', '1d', '1W', '1M'], str, int]
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']
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 | 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', '15m', '1d', '1W', '1M']
Default: 1d
Time interval of the data to return.

extended_hours: bool
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 | 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.

extended_hours: bool
Default: False
Include Pre and Post market data.

include_actions: bool
Default: True
Include dividends and stock splits in results.

adjustment: Literal['splits_only', 'splits_and_dividends']
Default: splits_only
The adjustment factor to apply. Default is splits only.

---

Returns

results: list[EtfHistorical]

Serializable results.

provider: Optional[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'tiingo', 'tmx', 'tradier', 'yfinance']]

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

---

Data

• standard
• alpha_vantage
• cboe
• fmp
• intrinio
• polygon
• tiingo
• tmx
• tradier
• 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: Union[float, int]
The trading volume.

vwap: float
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: Union[float, int]
The trading volume.

vwap: float
Volume Weighted Average Price over the period.

adj_close: Annotated[float, Gt(gt=0)]
The adjusted close price.

dividend: Annotated[float, Ge(ge=0)]
Dividend amount, if a dividend was paid.

split_ratio: Annotated[float, Ge(ge=0)]
Split coefficient, if a split occurred.

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.

calls_volume: int
Number of calls traded during the most recent trading period. Only valid if interval is 1m.

puts_volume: int
Number of puts traded during the most recent trading period. Only valid if interval is 1m.

total_options_volume: int
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: 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.

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.

average: float
Average trade price of an individual equity during the interval.

change: float
Change in the price of the symbol from the previous day.

change_percent: float
Percent change in the price of the symbol from the previous day.

adj_open: float
The adjusted open price.

adj_high: float
The adjusted high price.

adj_low: float
The adjusted low price.

adj_close: float
The adjusted close price.

adj_volume: float
The adjusted volume.

fifty_two_week_high: float
52 week high price for the symbol.

fifty_two_week_low: float
52 week low price for the symbol.

factor: float
factor by which to multiply equity prices before this date, in order to calculate historically-adjusted equity prices.

split_ratio: float
Ratio of the equity split, if a split occurred.

dividend: float
Dividend amount, if a dividend was paid.

close_time: datetime
The timestamp that represents the end of the interval span.

interval: str
The data time frequency.

intra_period: bool
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: 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.

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: Union[float, int]
The trading volume.

vwap: float
Volume Weighted Average Price over the period.

adj_open: float
The adjusted open price.

adj_high: float
The adjusted high price.

adj_low: float
The adjusted low price.

adj_close: float
The adjusted close price.

adj_volume: float
The adjusted volume.

split_ratio: float
Ratio of the equity split, if a split occurred.

dividend: float
Dividend amount, if a dividend was paid.

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 for the day.

change: float
Change in price.

change_percent: float
Change in price, as a normalized percentage.

transactions: int
Total number of transactions recorded.

transactions_value: float
Nominal value of recorded transactions.

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.

last_price: float
The last price of the equity.

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.

split_ratio: float
Ratio of the equity split, if a split occurred.

dividend: float
Dividend amount (split-adjusted), if a dividend was paid.