EOD Report
FreeValueStandardPro
REQUIRED
The Theta Terminal must be running to access data.
Since the indices feeds do not provide a national EOD report, Theta Data generates a national EOD report at 17:15 each day.
Sample URL
Paste the URL below into your browser while the Theta Terminal is running.
http://127.0.0.1:25510/v2/hist/index/eod?root=SPX&start_date=20231101&end_date=20231115
Output Descriptions
All fields that aren't listed below can be safely ignored when processing responses since indices are not quoted nor traded.
| Field | Description |
|---|---|
| ms_of_day | Time time of day that the report was generated. Milliseconds since 00:00:00.000 (midnight) ET. |
| ms_of_day2 | Time of the last price update. Milliseconds since 00:00:00.000 (midnight) ET. |
| open | The opening price of the trading session. |
| high | The high price of the trading session. |
| low | The low price of the trading session. |
| close | The closing price of the trading session. |
| date | The date the price report was generated formatted as YYYYMMDD. |
Parameters
Query Parameters
rootRequired -
The symbol of the security. Option underlyings for indices might have special tickers.
Type: string (Default: SPX)
start_dateRequired -
The start date (inclusive) of the request formatted as YYYYMMDD.
Type: integer (Default: 20230915)
end_dateRequired -
The end date (inclusive) of the request formatted as YYYYMMDD.
Type: integer (Default: 20230915)
use_csvRequired -
Uses CSV if true, legacy JSON if false.
Type: boolean (Default: false)
Responses
OK
JSON
{
"header": {
"id": 0,
"latency_ms": 0,
"error_type": "string",
"error_msg": "string",
"next_page": null,
"format": [
"ms_of_day",
"ms_of_day2",
"open",
"high",
"low",
"close",
"volume",
"count",
"bid_size",
"bid_exchange",
"bid",
"bid_condition",
"ask_size",
"ask_exchange",
"ask",
"ask_condition",
"date"
]
},
"response": [
[
62507968,
57748000,
4201.27,
4245.64,
4197.74,
4237.86,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
20231101
],
[
63082563,
57748000,
4201.27,
4245.64,
4197.74,
4237.86,
0,
0,
0,
0,
0,
0,
0,
0,
0,
0,
20231101
]
]
}
Sample Code
py