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.

SPX

Client

Auth

Style

symbolstring*

datedate

intervalstring

start_timestring

end_timestring

start_datedate

end_datedate

from thetadatadx import Client

client = Client.from_env()

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

Sample response · JSON

[
  {
    "price": 0,
    "timestamp": "2024-11-04T09:30:00"
  },
  {
    "price": 5728.56,
    "timestamp": "2024-11-04T09:31:00"
  },
  {
    "price": 5725.48,
    "timestamp": "2024-11-04T09:32:00"
  }
]

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
date	date	no	—	Single date YYYYMMDD. Supply this for a single-day pull, or supply start_date/end_date for a range. When present, date takes precedence over the range.
interval	string	no	1s	Interval preset. 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.