Price

FreeValueStandardPro

Fetch intraday price history for an index.

• Retrieves historical indices price reports. Exchanges typically generate a price report every second for popular indices like SPX.
• When the interval parameter is specified, the returned data represents the price at the exact time of each timestamp. If the timestamp in the response is 10:30:00, the price field represents the price at that exact time of the day.
• A price update from the exchange is omitted if the price remained the same from the previous update.
• Multi-day requests are limited to 1 month of data.

pub fn index_history_price(&self, symbol: &str, date: &str) -> IndexHistoryPriceBuilder<'_>

Optional parameters chain on the builder: .interval(&str), .start_time(&str), .end_time(&str), .start_date(&str), .end_date(&str). Execute with .await → Result<Vec<PriceTick>, Error>, or decode chunk-by-chunk with .stream(handler).

Example

let rows = tdx
    .index_history_price("SPX", "20250303")
    .interval("1m")
    .await?;
for t in &rows {
    println!("date={} ms_of_day={} price={}", t.date, t.ms_of_day, t.price);
}

ThetaDataDxClient.index_history_price(
    symbol, date,
    *,
    interval=None, start_time=None, end_time=None, start_date=None,
    end_date=None, timeout_ms=None,
) -> PriceTickList

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

Example

rows = tdx.index_history_price("SPX", "20250303", interval="1m")
for t in rows:
    print(t.date, t.ms_of_day, t.price)

indexHistoryPrice(
  symbol: string, date: string | Date, options?: { ... },
): Promise<Array<PriceTick>>

Optional parameters ride in a single trailing options object: interval?: string, startTime?: string | Date, endTime?: string | Date, startDate?: string | Date, endDate?: string | Date, timeoutMs?: number.

Example

const rows = await tdx.indexHistoryPrice('SPX', '20250303', { interval: '1m' });
for (const t of rows) {
  console.log(t.date, t.msOfDay, t.price);
}

std::vector<PriceTick> index_history_price(
    const std::string& symbol,
    const std::string& date,
    const EndpointRequestOptions& options = {}) const;

Optional parameters chain on EndpointRequestOptions: .with_interval(...), .with_start_time(...), .with_end_time(...), .with_start_date(...), .with_end_date(...). Throws tdx::Error on failure.

Example

auto rows = client.index_history_price("SPX", "20250303",
    tdx::EndpointRequestOptions{}.with_interval("1m"));
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/history/price

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

Example

curl 'http://127.0.0.1:25503/v3/index/history/price?symbol=SPX&date=2025-03-03&interval=1m'

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
date	date	yes	—	Date YYYYMMDD
interval	string	no	1s	Interval preset or millisecond string. Defaults to 1s when omitted — matching the upstream ThetaData Python library. Accepted values: tick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.
start_time	string	no	09:30:00	Start time filter
end_time	string	no	16:00:00	End time filter
start_date	date	no	—	Start date YYYYMMDD
end_date	date	no	—	End date YYYYMMDD
timeout_ms	int	no	—	Per-request deadline in milliseconds. 0 means no deadline.

Response

Rows of PriceTick:

Field	Type	Description
ms_of_day	i32	Milliseconds since midnight Eastern Time.
price	f64	Index value.
date	i32	Trading date as a YYYYMMDD integer.