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.

pub fn index_at_time_price(
    &self,
    symbol: &str,
    start_date: &str,
    end_date: &str,
    time_of_day: &str,
) -> IndexAtTimePriceBuilder<'_>

Execute with .await → Result<Vec<IndexPriceAtTimeTick>, Error>, or decode chunk-by-chunk with .stream(handler).

Example

let rows = tdx.index_at_time_price("SPX", "20250303", "20250306", "10:30:00.000").await?;
for t in &rows {
    println!("date={} ms_of_day={} price={}", t.date, t.ms_of_day, t.price);
}

ThetaDataDxClient.index_at_time_price(
    symbol, start_date, end_date, time_of_day,
    *,
    timeout_ms=None,
) -> IndexPriceAtTimeTickList

index_at_time_price_async(...) awaits the same call shape. Chain .to_pandas() / .to_polars() / .to_arrow() / .to_list() on the result.

Example

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

indexAtTimePrice(
  symbol: string, startDate: string | Date, endDate: string | Date,
  timeOfDay: string | Date, options?: { ... },
): Promise<Array<IndexPriceAtTimeTick>>

Optional parameters ride in a single trailing options object: timeoutMs?: number.

Example

const rows = await tdx.indexAtTimePrice('SPX', '20250303', '20250306', '10:30:00.000');
for (const t of rows) {
  console.log(t.date, t.msOfDay, t.price);
}

std::vector<IndexPriceAtTimeTick> index_at_time_price(
    const std::string& symbol,
    const std::string& start_date,
    const std::string& end_date,
    const std::string& time_of_day,
    const EndpointRequestOptions& options = {}) const;

Throws tdx::Error on failure.

Example

auto rows = client.index_at_time_price("SPX", "20250303", "20250306", "10:30:00.000");
for (const auto& t : rows) {
    std::cout << t.date << ' ' << t.ms_of_day << ' ' << t.price << "\n";
}

GET http://127.0.0.1:25503/v3/index/at_time/price

Served by the bundled server binary; responses stream as JSON, CSV, or NDJSON via the format parameter.

Example

curl -G 'http://127.0.0.1:25503/v3/index/at_time/price' \
    --data-urlencode 'symbol=SPX' \
    --data-urlencode 'start_date=2025-03-03' \
    --data-urlencode 'end_date=2025-03-06' \
    --data-urlencode 'time_of_day=10:30:00.000'

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.

Example response

ms_of_day	sequence	ext_condition1	ext_condition2	ext_condition3	ext_condition4	condition	size	exchange	price	date
37800000	0	255	255	255	255	0	0	5	5414.14	20240614

Decoded from a captured production response; 1 of 1 rows shown.