getHistory
The getHistory API is used to request historical time series data on stocks, indices, mutual funds, ETFs, futures, indices or forex pairs. Historical data is available as tick, minute or end-of-day data.
Query Parameters
| Parameter | Description | Data Type |
|---|---|---|
| dividends | A distribution of a portion of a company's earnings. This parameter only applies to stocks and specifies whether the data returned should be adjusted for dividends or not. Set to true to query for adjusted the data, or to false for non-adjusted data. If not specified, the default is true. In order to guarantee the same adjustment settings in the future, this parameter should be specified. | |
| endDate | The end data of the historical data query. This parameter should be set to the desired end date/time for the query (the result set will include records up to, but not including, this value). If not set, the value will default to the end of the day specified in the start parameter, if specified, or to the end of the current day, if start is not specified. The value should conform to the format yyyymmdd[hhmm[ss]], where fields in brackets are optional (Do not include the brackets themselves). Any optional fields that are not explicitly set will default to 0 (i.e. 20090203 will default to 20090203000000 or February 3, 2009 at 00:00:00). | |
| exchange | The list of valid exchange codes to limit symbol search. | |
| interval | The number of minutes for a minute query. | |
| maxRecords | The maximum amount of records returned. This parameter should be set to the maximum number of records desired. If not specified, there number of records returned will be determined by the date/time parameters specified as well as any defaults that apply to the query. | |
| nearby | This parameter specifies the offset from the front month for 'nearest' queries (data parameter set to dailynearest, weeklynearest, monthlynearest, quarterlynearest and yearlynearest). The default value for this parameter is 1, which sets nearest queries to the most current front month. If set to a value greater than 1, then the nth front month is used (for example, in August of 2010, ESU10 would be the current front month, so nearby=2 would use ESZ10, nearby=3 would use ESH11, etc.) This parameter is ignored for all other queries. Alternatively, the same functionality provided by the nearby parameter can be achieved using the symbol notation symbol=RSn, where RS is the root symbol and n is the nth front month (i.e. symbol=ES1, symbol=YM*3, etc.). When using this notation on the symbol parameter, the nearby parameter should be omitted. | |
| order | An arrangement of fields within a particular record (ascending or descending). This parameter can be set to one of two values ("asc" and "desc") in order to specify the chronological order of the result set returned. If this parameter is not specified, the order results is not guaranteed. | |
| sessionFilter | This parameter modifies the default session codes/sale conditions used to return ticks for each exchange. For NYSE and AMEX, the default session filter is "@EFKX56V9" (meaning all ticks with sale conditions corresponding to one of the characters in the filter are included in the results), for NASDAQ the default is "@ABDEFKOSXY156", and for everything else all session codes/sale conditions are returned except the settle (session code '*'). If the session filter is set to a string of valid session codes (i.e. "EFK"), only ticks with the specified session codes are included in the results. If the string is prefixed with character '!' (i.e."!EFK"), all session codes except those in the string are included in the results. If the string is prefixed with character '+' (i.e. "+T"), then all the default session codes in addition to the ones specified in the string are included in the results. And if the string is prefixed with character '-' (i.e. "-EF") then all default session codes except the ones specified are included in the results. Please note that the '+' character should be escaped (to %2B) when entering the URL in a web browser or executing the query in an API that does not escape it by default. | |
| splits | An adjustment of stock value due to corporate action. This parameter only applies to stocks and specifies whether the data returned should be adjusted for splits or not. Set to true to query for adjusted the data, or to false for non-adjusted data. If not specified, the default is true. In order to guarantee the same adjustment settings in the future, this parameter should be specified. | |
| startDate | The start date of the historical data query. This parameter should be set to the desired start date/time for the query (the result set will include records back to, and including, this value). If not set, the value will default to the beginning of the day specified in the end parameter, if end is specified, or to the beginning of the current day, if end is not specified. The value should conform to the format yyyymmdd[hhmm[ss]], where fields in brackets are optional (Do not include the brackets themselves). Any optional fields that are not explicitly set will default to 0 (i.e. 20090203 will default to 20090203000000 or February 3, 2009 at 00:00:00). | |
| symbol | A symbol or code that identifies a financial instrument. | |
| type | The type of historical data to return, including tick data, minute data, and end-of-day data. | |
| volume | The quantity of shares or contracts traded. For futures, this parameter can be set to one of two values (contract and total) in order to specify whether the volume returned should be the contract volume or the total volume. For aggregates (such as weekly, monthly or yearly), this returns the average volume for the period specified. If the value is preceded by 'sum' (sumcontract and sumtotal), then it returns the sum of the volumes in each daily bar during the period specified. If not specified, the value will default to contract. For aggregate equities queries (such as weekly, monthly or yearly), this parameter can be set to sum to return the sum of the volumes in each daily bar during the period specified. If not specified, then the average volume is returned. |
Response Fields
| Field | Description | Data Type |
|---|---|---|
| close | The last traded price for the period. | double |
| high | The highest traded price for the period. | double |
| low | The lowest traded price for the period. | double |
| open | The opening (first) price for the period. | double |
| openInterest | The total number of options and/or futures contracts that have not been offset. | int |
| sessionCode | A code used to differentiate between composite market prices, overnight session prices, and day session prices for futures. Not all futures exchanges use session codes. "G" is electronic session and "R" is pit session. | string |
| symbol | A symbol or code that identifies a financial instrument. | string |
| tickPrice | double | |
| tickSize | The volume traded for a single transaction. | int |
| timestamp | The exchange time of the price. Format: HH:MM:SS.FFF | dateTime |
| tradingDay | The date of the trade. Format: YYYY-MM-DD | date |
| volume | The quantity of shares or contracts traded per the period. | int |
About the Vendor
From market data feeds to website content solutions and trading software to our flagship financial portal, Barchart.com, and individual subscription services, Barchart is the definitive source for comprehensive financial data and information.