Price

FreeValueStandardPro

Fetch the index price at a specific time of day across a date range.

• Retrieves historical indices price reports. Exchanges typically generate a price report every second for popular indices like SPX.
• The time_of_day parameter represents the 00:00:00.000 ET that the price should be provided for.

SPX · 20250303 · 20250306 · 10:30:00.000

Client

Auth

Style

symbolstring*

start_datedate*

end_datedate*

time_of_daystring*

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.index_at_time_price(
    "SPX", "20250303", "20250306", "10:30:00.000",
)
for t in rows:
    print(t.date, t.ms_of_day, t.price)

Sample response · JSON

[
  {
    "condition": 0,
    "exchange": 5,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 255,
    "price": 5725.15,
    "sequence": 0,
    "size": 0,
    "timestamp": "2024-11-04T09:30:01"
  },
  {
    "condition": 0,
    "exchange": 5,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 255,
    "price": 5722.43,
    "sequence": 0,
    "size": 0,
    "timestamp": "2024-11-05T09:30:01"
  },
  {
    "condition": 0,
    "exchange": 5,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 255,
    "price": 5864.89,
    "sequence": 0,
    "size": 0,
    "timestamp": "2024-11-06T09:30:01"
  }
]

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
start_date	date	yes	—	Start date YYYYMMDD
end_date	date	yes	—	End date YYYYMMDD
time_of_day	string	yes	—	ET wall-clock time in HH:MM:SS.SSS (e.g. 09:30:00.000 for 9:30 AM ET; legacy 34200000 is also accepted)
timeout_ms	int	no	—	Per-request deadline in milliseconds. 0 means no deadline.

Response

Rows of IndexPriceAtTimeTick:

Field	Type	Description
ms_of_day	i32	Milliseconds since midnight Eastern Time.
sequence	i32	Exchange-assigned trade sequence number.
ext_condition1	i32	Additional trade condition code.
ext_condition2	i32	Additional trade condition code.
ext_condition3	i32	Additional trade condition code.
ext_condition4	i32	Additional trade condition code.
condition	i32	Trade condition code.
size	i32	Number of contracts or shares traded.
exchange	i32	Exchange code where the trade executed.
price	f64	Index value at the requested time.
date	i32	Trading date as a YYYYMMDD integer.