index_history_ohlc

FreeValueStandardPro

Retrieve intraday OHLC bars for an index across a date range at a specified interval.

Code Example

Rust

let bars: Vec<OhlcTick> = tdx.index_history_ohlc(
    "SPX", "20240101", "20240301", "60000"  // 1-minute bars
).await?;
for bar in &bars {
    println!("{} {}: O={} H={} L={} C={}",
        bar.date, bar.ms_of_day, bar.open_price(), bar.high_price(),
        bar.low_price(), bar.close_price());
}

Python

bars = tdx.index_history_ohlc("SPX", "20240101", "20240301", "60000")
print(f"{len(bars)} 1-minute bars")

# 5-minute bars
bars_5m = tdx.index_history_ohlc("SPX", "20240101", "20240301", "300000")

Go

bars, err := client.IndexHistoryOHLC("SPX", "20240101", "20240301", "60000")
if err != nil {
    log.Fatal(err)
}
fmt.Printf("%d bars\n", len(bars))

C++

auto bars = client.index_history_ohlc("SPX", "20240101", "20240301", "60000");
for (auto& bar : bars) {
    std::cout << bar.date << " " << bar.ms_of_day
              << ": O=" << bar.open << " C=" << bar.close << std::endl;
}

Parameters

symbolstringrequired

Index symbol (e.g. "SPX")

start_datestringrequired

Start date in YYYYMMDD format

end_datestringrequired

End date in YYYYMMDD format

intervalstringrequired

Bar interval in milliseconds (e.g. "60000" for 1-minute)

start_timestringoptional

Start time of day as milliseconds from midnight

end_timestringoptional

End time of day as milliseconds from midnight

Response

openf64

Opening price

highf64

High price

lowf64

Low price

closef64

Closing price

volumeu64

Volume

countu32

Number of trades in bar

ms_of_dayu32

Milliseconds from midnight ET

dateu32

Date as YYYYMMDD integer

Notes

• Common intervals: "60000" (1 min), "300000" (5 min), "900000" (15 min), "3600000" (1 hour).
• Use start_time and end_time to filter to regular trading hours only (e.g. "34200000" to "57600000" for 9:30 AM to 4:00 PM ET).
• For end-of-day data only, use index_history_eod instead.