option_history_ohlc

FreeValueStandardPro

Retrieve intraday OHLC bars for an option contract on a given date at a specified interval.

Code Example

Rust

let bars: Vec<OhlcTick> = tdx.option_history_ohlc(
    "SPY", "20241220", "500000", "C", "20240315", "60000"
).await?;

Python

bars = tdx.option_history_ohlc("SPY", "20241220", "500000", "C",
                                  "20240315", "60000")

Go

bars, err := client.OptionHistoryOHLC("SPY", "20241220", "500000", "C",
    "20240315", "60000")

C++

auto bars = client.option_history_ohlc("SPY", "20241220", "500000", "C",
                                        "20240315", "60000");

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

datestringrequired

Date in YYYYMMDD format

intervalstringrequired

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

start_timestringoptional

Start time as milliseconds from midnight

end_timestringoptional

End time as milliseconds from midnight

strike_rangeintoptional

Strike range filter

Response

openfloat

Opening price

highfloat

High price

lowfloat

Low price

closefloat

Closing price

volumeint

Volume in interval

countint

Number of trades

datestring

Date

ms_of_dayint

Milliseconds from midnight

Notes

• Common intervals: "60000" (1 min), "300000" (5 min), "900000" (15 min), "3600000" (1 hour).