EOD Report

FreeValueStandardPro

GET

http://127.0.0.1:25510/v2/hist/stock/eod

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Since the equity SIPs only generate a partial EOD
report, Theta Data generates a national EOD report at 17:15 ET each day.
ms_of_day represents the time of day the report was generated and
ms_of_day2 represents the time of the last trade. The quote in the response
represents the last NBBO reported by CTA or UTP
at the time of report generation. You can read more about EOD & OHLC data
here. Theta Data plans to avail
SIP EOD reports in the near future.

Sample URL

Paste the URL below into your browser while the Theta Terminal is running.

http://127.0.0.1:25510/v2/hist/stock/eod?root=AAPL&start_date=20240101&end_date=20240131

Parameters

Query Parameters

rootRequired  -

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

Type: string (Default: SPX)

use_csvRequired  -

Uses CSV if true, legacy JSON if false.

Type: boolean (Default: false)

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)

Responses

OK

Content-Type

Use example

{

"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": [

[

62273606,

62271877,

187.03,

188.44,

183.885,

185.64,

80680243,

1003582,

2,

7,

18.534,

0,

2,

1,

18.536,

0,

20240102

],

[

62189883,

62188586,

184.2,

185.88,

183.43,

184.25,

58308345,

654127,

5,

7,

18.405,

0,

2,

1,

18.41,

0,

20240103

]

]

}

Sample Code

Python