OHLC Range

FreeValueStandardPro

Fetch intraday OHLC bars across a date range (start_date..end_date). This is a dedicated upstream route, distinct from the single-date stock_history_ohlc; the _range suffix mirrors the vendor's separate ohlc_range route.

pub fn stock_history_ohlc_range(
    &self,
    symbol: &str,
    start_date: &str,
    end_date: &str,
) -> StockHistoryOhlcRangeBuilder<'_>

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

Example

let rows = tdx
    .stock_history_ohlc_range("AAPL", "20250303", "20250306")
    .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_range(
    symbol, start_date, end_date,
    *,
    interval=None, start_time=None, end_time=None, venue=None, timeout_ms=None,
) -> OhlcTickList

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

Example

rows = tdx.stock_history_ohlc_range("AAPL", "20250303", "20250306", interval="1m")
for t in rows:
    print(t.date, t.open, t.high, t.low, t.close)

stockHistoryOHLCRange(
  symbol: string, startDate: string | Date, endDate: 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, timeoutMs?: number.

Example

const rows = await tdx.stockHistoryOHLCRange('AAPL', '20250303', '20250306', { 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_range(
    const std::string& symbol,
    const std::string& start_date,
    const std::string& end_date,
    const EndpointRequestOptions& options = {}) const;

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

Example

auto rows = client.stock_history_ohlc_range("AAPL", "20250303", "20250306",
    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_range

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/stock/history/ohlc_range' \
    --data-urlencode 'symbol=AAPL' \
    --data-urlencode 'start_date=2025-03-03' \
    --data-urlencode 'end_date=2025-03-06' \
    --data-urlencode 'interval=1m'

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
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.
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.