Fetch information about indices from Theta Data.

Subscription Required

You must have a Theta Data subscription, and Theta Data terminal running to use this Excel add-in!

INDEX_SNAPSHOT

Real-time index data.

Parameters

• req_type - The type of the request (see below).
• root - Required ticker symbol for the security.

Snapshot Request Types

• ohlc - Real-time current day OHLC.
• price - Real-time last index price.

INDEX_HISTORY

Historic index data.

Parameters

• req_type - The type of the request (see below).
• start_date - The start date (inclusive) of the request formatted as YYYY-MM-DD.
• end_date - The end date (inclusive) of the request formatted as YYYY-MM-DD.
• root - Underlying ticker symbol for the security.
• [ivl] - The interval size in milliseconds, or tick-level data if omitted. For 1 minute intervals, use 60000.

History Request Types

• price - A Theta Data generated price for the specified interval.
• ohlc - Open, high, low, and close prices for the specified interval.
• eod - Theta Data generated end-of-day report for the dates specified.