index_at_time_price

FreeValueStandardPro

Retrieve the index price at a specific time of day for every trading day in a date range. Returns one data point per date, useful for consistent daily sampling.

Code Example

Rust

let ticks: Vec<PriceTick> = tdx.index_at_time_price(
    "SPX", "20240101", "20240301", "34200000"  // 9:30 AM ET
).await?;

Python

result = tdx.index_at_time_price("SPX", "20240101", "20240301", "34200000")

Go

atTime, err := client.IndexAtTimePrice("SPX", "20240101", "20240301", "34200000")
if err != nil {
    log.Fatal(err)
}

C++

auto at_time = client.index_at_time_price("SPX", "20240101", "20240301", "34200000");

Parameters

symbolstringrequired

Index symbol (e.g. "SPX")

start_datestringrequired

Start date in YYYYMMDD format

end_datestringrequired

End date in YYYYMMDD format

time_of_daystringrequired

Milliseconds from midnight ET (e.g. "34200000" for 9:30 AM)

Response

Returns a Vec<PriceTick> with one entry per trading day:

pricef64

Index price/level at the specified time

ms_of_dayu32

Actual milliseconds from midnight ET

dateu32

Date as YYYYMMDD integer

Time Reference

Time (ET)	Milliseconds
9:30 AM	34200000
12:00 PM	43200000
4:00 PM	57600000

Notes

• Returns the price at or just before the specified time of day.
• Useful for building daily time series at a consistent sample point (e.g. market open, noon, close).
• Non-trading days are excluded from the response.