stock_history_ohlc / stock_history_ohlc_range

Intraday OHLC bars at a configurable interval. Two variants are available:

• stock_history_ohlc - bars for a single date
• stock_history_ohlc_range - bars across a date range

FreeValueStandardPro

Code Example (Single Date)

Rust

let data = tdx.stock_history_ohlc("SPY", "20260315", "60000").await?;
for t in &data {
    println!("date={} ms_of_day={} open={:.2} high={:.2} low={:.2} close={:.2} volume={} count={}",
        t.date, t.ms_of_day, t.open, t.high, t.low, t.close, t.volume, t.count);
}

Python

data = tdx.stock_history_ohlc("SPY", "20260315", "60000")
for t in data:
    print(f"date={t.date} ms_of_day={t.ms_of_day} open={t.open:.2f} high={t.high:.2f} "
          f"low={t.low:.2f} close={t.close:.2f} volume={t.volume} count={t.count}")

TypeScript

const data = tdx.stockHistoryOHLC('SPY', '20260315', '60000');
for (const t of data) {
    console.log(`date=${t.date} open=${t.open} high=${t.high} low=${t.low} close=${t.close} volume=${t.volume}`);
}

C++

auto data = client.stock_history_ohlc("SPY", "20260315", "60000");
for (const auto& t : data) {
    printf("date=%d ms_of_day=%d open=%.2f high=%.2f low=%.2f close=%.2f volume=%d count=%d\n",
        t.date, t.ms_of_day, t.open, t.high, t.low, t.close, t.volume, t.count);
}

Code Example (Date Range)

Rust

let data = tdx.stock_history_ohlc_range("SPY", "20260101", "20260301", "300000").await?;
for t in &data {
    println!("date={} ms_of_day={} open={:.2} high={:.2} low={:.2} close={:.2} volume={} count={}",
        t.date, t.ms_of_day, t.open, t.high, t.low, t.close, t.volume, t.count);
}

Python

data = tdx.stock_history_ohlc_range("SPY", "20260101", "20260301", "300000")
for t in data:
    print(f"date={t.date} ms_of_day={t.ms_of_day} open={t.open:.2f} high={t.high:.2f} "
          f"low={t.low:.2f} close={t.close:.2f} volume={t.volume} count={t.count}")

TypeScript

const data = tdx.stockHistoryOHLCRange('SPY', '20260101', '20260301', '300000');
for (const t of data) {
    console.log(`date=${t.date} open=${t.open} high=${t.high} low=${t.low} close=${t.close} volume=${t.volume}`);
}

C++

auto data = client.stock_history_ohlc_range("SPY", "20260101", "20260301", "300000");
for (const auto& t : data) {
    printf("date=%d ms_of_day=%d open=%.2f high=%.2f low=%.2f close=%.2f volume=%d count=%d\n",
        t.date, t.ms_of_day, t.open, t.high, t.low, t.close, t.volume, t.count);
}

Parameters (Single Date)

symbolstringrequired

Ticker symbol

datestringrequired

Date in YYYYMMDD format

intervalstringrequired

Accepts milliseconds ("60000") or shorthand ("1m"). Valid presets: 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.

start_timestringoptional

Start time as milliseconds from midnight ET

end_timestringoptional

End time as milliseconds from midnight ET

venuestringoptional

Data venue filter

Parameters (Date Range)

symbolstringrequired

Ticker symbol

start_datestringrequired

Start date in YYYYMMDD format

end_datestringrequired

End date in YYYYMMDD format

intervalstringrequired

Accepts milliseconds ("60000") or shorthand ("1m"). Valid presets: 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.

Response Fields (OhlcTick)

ms_of_dayi32

Bar start time (milliseconds from midnight ET)

open / high / low / closef64

OHLC prices (decoded at parse time).

volumei64

Total volume in the bar

counti64

Number of trades in the bar

datei32

Date as YYYYMMDD integer

Sample Response

[
  {"date": 20260402, "ms_of_day": 34200000, "open": 646.42, "high": 647.47, "low": 646.38, "close": 646.86, "volume": 727186, "count": 10708},
  {"date": 20260402, "ms_of_day": 34260000, "open": 646.85, "high": 647.44, "low": 646.69, "close": 647.37, "volume": 282666, "count": 3331},
  {"date": 20260402, "ms_of_day": 34320000, "open": 647.35, "high": 647.39, "low": 646.57, "close": 646.63, "volume": 329227, "count": 3967}
]

SPY 1-minute bars on 2026-04-02. Full response contains 391 bars.

Common Intervals

Shorthand	Milliseconds
"1m"	"60000"
"5m"	"300000"
"15m"	"900000"
"1h"	"3600000"

Milliseconds are auto-converted to the nearest valid preset internally. Either form can be used.

Notes

• Use the single-date variant for intraday analysis of a specific session.
• Use the range variant for building multi-day bar charts or backtesting.
• Optional start_time / end_time parameters (single-date variant only) let you filter to regular trading hours or a custom window.