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Bulk OHLC ​

ValueStandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Returns the data for all contracts that share the same provided root and expiration. 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 timestamp <= trade time < bar timestamp + ivl, where ivl is the
specified interval size in milliseconds.

Sample URL & Code

Paste the URL below into your browser while the Theta Terminal is running.
You can use the "request sample" box to the right of this box obtain sample
code in any programming language.

http://127.0.0.1:25510/v2/bulk_hist/option/ohlc?root=AAPL&exp=20231103&start_date=20231103&end_date=20231103&ivl=900000

Parameters ​

Query Parameters

rootRequired  -

The symbol of the security. Option underlyings for indices might have special tickers.

Type: string
expRequired  -

The expiration date of the option contract formatted as YYYYMMDD.

Type: integer
start_dateRequired  -

The start date (inclusive) of the request formatted as YYYYMMDD.

Type: integer
end_dateRequired  -

The end date (inclusive) of the request formatted as YYYYMMDD.

Type: integer
ivlRequired  -

The interval size in milliseconds. 1 minute intervals is 60000.

Type: integer
start_time  -

If specified, the response will include all ticks on or after this number of milliseconds since midnight ET.

Type: string
end_time  -

If specified, the response will include all ticks on or before this number of milliseconds since midnight ET.

Type: string
use_csv  -

Output is in comma-separated values if true, legacy JSON if false.

Type: boolean (Default: false)
pretty_time  -

If this value is set to true, ms_of_day and date will take the format of 09:30:00.000 and 2020-01-01; if set to false, ms_of_day will return the timestamp in milliseconds since midnight EST.

Type: boolean (Default: false)

Responses ​

OK

Sample Code

py