OHLC

FreeValueStandardPro

Fetch intraday OHLC bars for a stock on a single date.

• Aggregated OHLC bars that use SIP rules for each bar. Time timestamp of the bar represents the opening time of the bar. For a trade to be part of the bar: bar time <= trade time < bar timestamp + ivl, where ivl is the specified interval size in milliseconds.
• Set the venue parameter to nqb to access current-day real-time historic data from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
• Multi-day requests are limited to 1 month of data.

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

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

Example

let rows = tdx
    .stock_history_ohlc("AAPL", "20250303")
    .interval("1m")
    .await?;
for t in &rows {
    println!("date={} open={} high={} low={} close={}", t.date, t.open, t.high, t.low, t.close);
}

ThetaDataDxClient.stock_history_ohlc(
    symbol, date,
    *,
    interval=None, start_time=None, end_time=None, venue=None, start_date=None,
    end_date=None, timeout_ms=None,
) -> OhlcTickList

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

Example

rows = tdx.stock_history_ohlc("AAPL", "20250303", interval="1m")
for t in rows:
    print(t.date, t.open, t.high, t.low, t.close)

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

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

Example

const rows = await tdx.stockHistoryOHLC('AAPL', '20250303', { interval: '1m' });
for (const t of rows) {
  console.log(t.date, t.open, t.high, t.low, t.close);
}

std::vector<OhlcTick> stock_history_ohlc(
    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_venue(...), .with_start_date(...), .with_end_date(...). Throws tdx::Error on failure.

Example

auto rows = client.stock_history_ohlc("AAPL", "20250303",
    tdx::EndpointRequestOptions{}.with_interval("1m"));
for (const auto& t : rows) {
    std::cout << t.date << ' ' << t.open << ' ' << t.high << ' ' << t.low << ' ' << t.close << "\n";
}

GET http://127.0.0.1:25503/v3/stock/history/ohlc

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/stock/history/ohlc?symbol=AAPL&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
venue	string	no	nqb	Venue/exchange filter. Accepted values: nqb, utp_cta.
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 OhlcTick:

Field	Type	Description
ms_of_day	i32	Opening time of the bar, milliseconds since midnight ET.
open	f64	Opening trade price.
high	f64	Highest traded price.
low	f64	Lowest traded price.
close	f64	Closing traded price.
volume	i64	Number of contracts or shares traded.
count	i64	Number of trades.
vwap	f64	Volume-weighted average price of the session.
date	i32	Trading date as a YYYYMMDD integer.