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OHLC

FreeValueStandardPro

Get the latest OHLC snapshot for one or more stocks.

Provides a real-time Open, High, Low, Close for the current day.

  • Returns a real-time session OHLC from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
  • Returns a 15-minute delayed session OHLC from the UTP & CTA feeds if the account has the stocks value subscription.
  • Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
rust
pub fn stock_snapshot_ohlc(&self, symbols: &[&str]) -> StockSnapshotOhlcBuilder<'_>

Optional parameters chain on the builder: .venue(&str), .min_time(&str). Execute with .awaitResult<Vec<OhlcTick>, Error>, or decode chunk-by-chunk with .stream(handler).

Example

rust
let rows = tdx.stock_snapshot_ohlc(&["AAPL"]).await?;
for t in &rows {
    println!("date={} open={} high={} low={} close={}", t.date, t.open, t.high, t.low, t.close);
}

Parameters

NameTypeRequiredDefaultDescription
symbolsymbolsyesComma-separated ticker symbols (e.g. AAPL,MSFT)
venuestringnonqbVenue/exchange filter. Accepted values: nqb, utp_cta.
min_timestringnoMinimum time filter
timeout_msintnoPer-request deadline in milliseconds. 0 means no deadline.

Response

Rows of OhlcTick:

FieldTypeDescription
ms_of_dayi32Opening time of the bar, milliseconds since midnight ET.
openf64Opening trade price.
highf64Highest traded price.
lowf64Lowest traded price.
closef64Closing traded price.
volumei64Number of contracts or shares traded.
counti64Number of trades.
vwapf64Volume-weighted average price of the session.
datei32Trading date as a YYYYMMDD integer.

Released under the Apache-2.0 License.