Bulk OHLC
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
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | The opening time of the OHLC bar. Milliseconds since 00:00:00.000 (midnight) ET. |
| open | The opening trade price. |
| high | The highest traded price. |
| low | The lowest traded price. |
| close | The closing traded price. |
| volume | The amount of contracts traded. |
| count | The amount of trades. |
| date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
The expiration date of the option contract formatted as YYYYMMDD.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
Uses CSV if true, legacy JSON if false.
The symbol of the security. Option underlyings for indices might have special tickers.
The interval size in milliseconds. 1 minute intervals is 60000. Omitting this value or setting it to 0will provide tick-level data instead of aggregated / intervalized data.
If specified, the response will include all ticks on or after this time.
If specified, the response will include all ticks on or before this time.