/allaccess/market/history?start_date={start_date}&end_date={end_date}&output_blocks={output_blocks}&symbol={symbol}
Live (15 points)
https://api.livevol.com/v1/live/allaccess/market/history?start_date=2019-01-01&end_date=2019-06-30&output_blocks=price,volume&symbol=AAPL
Delayed (15 points)
https://api.livevol.com/v1/delayed/allaccess/market/history?start_date=2019-01-01&end_date=2019-06-30&output_blocks=price,volume&symbol=AAPL
Historical (15 points)
https://api.livevol.com/v1/live/allaccess/market/history?start_date=2019-01-01&end_date=2019-06-30&output_blocks=price,volume&symbol=AAPL
https://api.livevol.com/v1/delayed/allaccess/market/history?start_date=2019-01-01&end_date=2019-06-30&output_blocks=price,volume&symbol=AAPL
Name | Description | Type | Additional information |
---|---|---|---|
start_date |
Start date in YYYY-MM-DD format. Optional. |
string |
Required Constraint: value should be less than or equal to end_date value Date in yyyy-MM-dd format. (i.e. 2019-01-18) |
end_date |
End date in YYYY-MM-DD format. Optional. |
string |
Required Constraint: value should be greater than or equal to start_date value Date in yyyy-MM-dd format. (i.e. 2019-01-18) |
output_blocks |
Comma separated list of optional data blocks names (price, volume, iv, hv, open_interest) or 'all'. |
string |
Default value is: price |
symbol |
Symbol of the company |
string |
Required |
Collection of SymbolHistoryItem
Name | Description | Type | Additional information | ||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
date |
Date in YYYY-MM-DD format |
string |
None |
||||||||||||||||||||||||||||||||||||
price |
Open, high, low, close prices |
OHLC |
Optional |
||||||||||||||||||||||||||||||||||||
OHLC
|
|||||||||||||||||||||||||||||||||||||||
volume |
Stock and option volume |
Volume |
Optional |
||||||||||||||||||||||||||||||||||||
Volume
|
|||||||||||||||||||||||||||||||||||||||
iv |
Implied volatilities for 30, 60, 90, 120, 180, 360 days |
IV |
Optional |
||||||||||||||||||||||||||||||||||||
IV
|
|||||||||||||||||||||||||||||||||||||||
hv |
Historical volatilities for 10, 20, 30, 60, 90, 120, 180, 360 days |
HV |
Optional |
||||||||||||||||||||||||||||||||||||
HV
|
|||||||||||||||||||||||||||||||||||||||
open_interest |
Open interest |
OpenInterest |
Optional |
||||||||||||||||||||||||||||||||||||
OpenInterest
|
[
{
"date": "2016-06-01",
"price": {
"open": 45.7,
"high": 46.1,
"low": 45.45,
"close": 45.95
},
"volume": {
"stock_volume": 1734386,
"calls_volume": 1484,
"puts_volume": 354,
"total_options_volume": 1838
},
"iv": {
"iv30": 18.806,
"iv60": 2.06296,
"iv90": 22.4973,
"iv120": 23.0008,
"iv180": 23.9646,
"iv360": 25.378
},
"hv": {
"hv10": 8.4752,
"hv20": 16.1394,
"hv30": 16.254,
"hv60": 20.1673,
"hv90": 23.744,
"hv120": 24.4557,
"hv180": 23.9718,
"hv360": 23.139
},
"open_interest": {
"call_open_interest": 79722,
"put_open_interest": 24704
}
},
{
"date": "2016-06-02",
"price": {
"open": 45.7,
"high": 46.1,
"low": 45.45,
"close": 45.95
},
"volume": {
"stock_volume": 1734386,
"calls_volume": 1484,
"puts_volume": 354,
"total_options_volume": 1838
},
"iv": {
"iv30": 18.806,
"iv60": 2.06296,
"iv90": 22.4973,
"iv120": 23.0008,
"iv180": 23.9646,
"iv360": 25.378
},
"hv": {
"hv10": 8.4752,
"hv20": 16.1394,
"hv30": 16.254,
"hv60": 20.1673,
"hv90": 23.744,
"hv120": 24.4557,
"hv180": 23.9718,
"hv360": 23.139
},
"open_interest": {
"call_open_interest": 79722,
"put_open_interest": 24704
}
}
]
<symbols_history xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
<symbol_history>
<date>2016-06-01</date>
<hv>
<hv10>8.4752</hv10>
<hv120>24.4557</hv120>
<hv180>23.9718</hv180>
<hv20>16.1394</hv20>
<hv30>16.254</hv30>
<hv360>23.139</hv360>
<hv60>20.1673</hv60>
<hv90>23.744</hv90>
</hv>
<iv>
<iv120>23.0008</iv120>
<iv180>23.9646</iv180>
<iv30>18.806</iv30>
<iv360>25.378</iv360>
<iv60>2.06296</iv60>
<iv90>22.4973</iv90>
</iv>
<open_interest>
<call_open_interest>79722</call_open_interest>
<put_open_interest>24704</put_open_interest>
</open_interest>
<price>
<close>45.95</close>
<high>46.1</high>
<low>45.45</low>
<open>45.7</open>
</price>
<volume>
<calls_volume>1484</calls_volume>
<puts_volume>354</puts_volume>
<stock_volume>1734386</stock_volume>
<total_options_volume>1838</total_options_volume>
</volume>
</symbol_history>
<symbol_history>
<date>2016-06-02</date>
<hv>
<hv10>8.4752</hv10>
<hv120>24.4557</hv120>
<hv180>23.9718</hv180>
<hv20>16.1394</hv20>
<hv30>16.254</hv30>
<hv360>23.139</hv360>
<hv60>20.1673</hv60>
<hv90>23.744</hv90>
</hv>
<iv>
<iv120>23.0008</iv120>
<iv180>23.9646</iv180>
<iv30>18.806</iv30>
<iv360>25.378</iv360>
<iv60>2.06296</iv60>
<iv90>22.4973</iv90>
</iv>
<open_interest>
<call_open_interest>79722</call_open_interest>
<put_open_interest>24704</put_open_interest>
</open_interest>
<price>
<close>45.95</close>
<high>46.1</high>
<low>45.45</low>
<open>45.7</open>
</price>
<volume>
<calls_volume>1484</calls_volume>
<puts_volume>354</puts_volume>
<stock_volume>1734386</stock_volume>
<total_options_volume>1838</total_options_volume>
</volume>
</symbol_history>
</symbols_history>