EOD

FreeValueStandardPro

Fetch end-of-day index data for a date range.

• Since the indices feeds do not provide a national EOD report, Theta Data generates a national EOD report at 17:15 each day.

SPX · 20250303 · 20250306

Client

Auth

Style

symbolstring*

start_datedate*

end_datedate*

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.index_history_eod(
    "SPX", "20250303", "20250306",
)
for t in rows:
    print(t.date, t.open, t.close, t.volume)

Sample response · JSON

[
  {
    "ask": 0,
    "ask_condition": 0,
    "ask_exchange": 0,
    "ask_size": 0,
    "bid": 0,
    "bid_condition": 0,
    "bid_exchange": 0,
    "bid_size": 0,
    "close": 5712.69,
    "count": 0,
    "created": "2024-11-04T17:19:50.198",
    "high": 5741.43,
    "last_trade": "2024-11-04T16:03:03",
    "low": 5696.51,
    "open": 5725.15,
    "volume": 0
  },
  {
    "ask": 0,
    "ask_condition": 0,
    "ask_exchange": 0,
    "ask_size": 0,
    "bid": 0,
    "bid_condition": 0,
    "bid_exchange": 0,
    "bid_size": 0,
    "close": 5782.76,
    "count": 0,
    "created": "2024-11-05T17:15:03.061",
    "high": 5783.44,
    "last_trade": "2024-11-05T16:02:30",
    "low": 5722.1,
    "open": 5722.43,
    "volume": 0
  },
  {
    "ask": 0,
    "ask_condition": 0,
    "ask_exchange": 0,
    "ask_size": 0,
    "bid": 0,
    "bid_condition": 0,
    "bid_exchange": 0,
    "bid_size": 0,
    "close": 5929.04,
    "count": 0,
    "created": "2024-11-06T17:16:28.297",
    "high": 5936.14,
    "last_trade": "2024-11-06T16:01:37",
    "low": 5864.89,
    "open": 5864.89,
    "volume": 0
  }
]

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
timeout_ms	int	no	—	Per-request deadline in milliseconds. 0 means no deadline.

Response

Rows of EodTick:

Field	Type	Description
created_ms_of_day	i32	EOD report creation time (NOT a trade time), milliseconds since midnight ET.
last_trade_ms_of_day	i32	Time of the day's last trade, milliseconds since midnight ET. 0 when no trades printed that day.
open	f64	Opening trade price. 0.0 when no trades printed that day.
high	f64	Highest traded price. 0.0 when no trades printed that day.
low	f64	Lowest traded price. 0.0 when no trades printed that day.
close	f64	Closing traded price. 0.0 when no trades printed that day.
volume	i64	Number of contracts or shares traded.
count	i64	Number of trades.
bid_size	i32	Last NBBO bid size.
bid_exchange	i32	Exchange code of the NBBO bid.
bid	f64	Last NBBO bid price.
bid_condition	i32	Quote condition code on the bid side.
ask_size	i32	Last NBBO ask size.
ask_exchange	i32	Exchange code of the NBBO ask.
ask	f64	Last NBBO ask price.
ask_condition	i32	Quote condition code on the ask side.
date	i32	Trading date as a YYYYMMDD integer.