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

Example URI

Live

https://api.livevol.com/v1/live/market/symbols/DAL/history?output_blocks=price,volume&start_date=2019-01-01&end_date=2019-01-18

Delayed

https://api.livevol.com/v1/delayed/market/symbols/DAL/history?output_blocks=price,volume&start_date=2019-01-01&end_date=2019-01-18

Request Information

URI Parameters

NameDescriptionTypeAdditional information
output_blocks

Comma separated list of optional data blocks names (price, volume, iv, hv) or 'all'.

string

Default value is: price

symbol

Symbol of the company

string

Required

start_date

Start date in YYYY-MM-DD format. Optional.

string

Constraint: value should be less than or equal to end_date value

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

Default value is: 2003-01-01

end_date

End date in YYYY-MM-DD format. Optional.

string

Constraint: value should be greater than or equal to start_date value

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

Default value is: 2100-01-01

Response Information

Resource Description

Collection of SymbolHistoryItem

NameDescriptionTypeAdditional information
date

Date in YYYY-MM-DD format

string

None.

price

Open, high, low, close prices

OHLC

Optional

volume

Stock and option volume

Volume

Optional

iv

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

IV

Optional

hv

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

HV

Optional

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
    }
  },
  {
    "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
    }
  }
]

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>
    <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>
    <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>