< API Reference
GET
/allaccess/market/history?start_date={start_date}&end_date={end_date}&output_blocks={output_blocks}&symbol={symbol}
Get historical prices, volumes and volatilities

Example URI

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)

Historical data available from 2011.
To make a historical request, set the 'date' parameter to a day prior to the current day using the live or delayed endpoint.

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

Request Information

URI Parameters

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

Response Information

Resource Description

Collection of SymbolHistoryItem

Name Description Type Additional information
date

Date in YYYY-MM-DD format

string

None

Open, high, low, close prices

OHLC

Optional

OHLC

Name Description Type Additional information
open

Opening price for the interval

decimal number

None

high

High price for the interval

decimal number

None

low

Low price for the interval

decimal number

None

close

Closing price for the interval

decimal number

None

Stock and option volume

Volume

Optional

Volume

Name Description Type Additional information
stock_volume

Stock volume for the requested interval

integer

None

calls_volume

Call options volume for the requested interval

integer

None

puts_volume

Put options volume for the requested interval

integer

None

total_options_volume

Total options volume for the requested interval

integer

None

Implied volatilities for 30, 60, 90, 120, 180, 360 days

IV

Optional

IV

Name Description Type Additional information
iv30

30-day implied volatility

decimal number

None

iv60

60-day implied volatility

decimal number

None

iv90

90-day implied volatility

decimal number

None

iv120

120-day implied volatility

decimal number

None

iv180

180-day implied volatility

decimal number

None

iv360

360-day implied volatility

decimal number

None

Historical volatilities for 10, 20, 30, 60, 90, 120, 180, 360 days

HV

Optional

HV

Name Description Type Additional information
hv10

10-day historical volatility

decimal number

None

hv20

20-day historical volatility

decimal number

None

hv30

30-day historical volatility

decimal number

None

hv60

60-day historical volatility

decimal number

None

hv90

90-day historical volatility

decimal number

None

hv120

120-day historical volatility

decimal number

None

hv180

180-day historical volatility

decimal number

None

hv360

360-day historical volatility

decimal number

None

Open interest

OpenInterest

Optional

OpenInterest

Name Description Type Additional information
call_open_interest

Call Open Interest

integer

None

put_open_interest

Put Open Interest

integer

None

Response Formats

application/json, text/json

Sample:
[
  {
    "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
    }
  }
]

application/xml, text/xml

Sample:
<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>