diff --git a/openbb_sdk/providers/cboe/openbb_cboe/models/european_index_historical.py b/openbb_sdk/providers/cboe/openbb_cboe/models/european_index_historical.py
index e289f000561..ea41ba78843 100644
--- a/openbb_sdk/providers/cboe/openbb_cboe/models/european_index_historical.py
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/european_index_historical.py
@@ -43,10 +43,10 @@ class CboeEuropeanIndexHistoricalData(EuropeanIndexHistoricalData):
         description="UTC datetime. Only valid when interval is 1m."
     )
 
-    @validator("close", pre=True, check_fields=False)
+    @validator("date", pre=True, check_fields=False)
     def date_validate(cls, v):  # pylint: disable=E0213
-        """Return the datetime object from the date string"""
-        return float(v)
+        """Return datetime object from string."""
+        return datetime.strptime(v, "%Y-%m-%d")
 
 
 class CboeEuropeanIndexHistoricalFetcher(
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/models/major_indices_historical.py b/openbb_sdk/providers/cboe/openbb_cboe/models/major_indices_historical.py
index f7a0f9060a8..86c7a910e59 100644
--- a/openbb_sdk/providers/cboe/openbb_cboe/models/major_indices_historical.py
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/major_indices_historical.py
@@ -10,7 +10,7 @@ from openbb_provider.standard_models.major_indices_historical import (
     MajorIndicesHistoricalQueryParams,
 )
 from openbb_provider.utils.helpers import make_request
-from pydantic import Field
+from pydantic import Field, validator
 
 from openbb_cboe.utils.helpers import (
     TICKER_EXCEPTIONS,
@@ -44,6 +44,11 @@ class CboeMajorIndicesHistoricalData(MajorIndicesHistoricalData):
         description="Total number of options traded during the most recent trading period. Only valid if interval is 1m."
     )
 
+    @validator("date", pre=True, check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        """Return datetime object from string."""
+        return datetime.strptime(v, "%Y-%m-%d")
+
 
 class CboeMajorIndicesHistoricalFetcher(
     Fetcher[
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/models/stock_historical.py b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_historical.py
index 8d91be12e83..54c5d722c7f 100644
--- a/openbb_sdk/providers/cboe/openbb_cboe/models/stock_historical.py
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_historical.py
@@ -10,7 +10,7 @@ from openbb_provider.standard_models.stock_historical import (
     StockHistoricalQueryParams,
 )
 from openbb_provider.utils.helpers import make_request
-from pydantic import Field
+from pydantic import Field, validator
 
 from openbb_cboe.utils.helpers import (
     TICKER_EXCEPTIONS,
@@ -45,6 +45,11 @@ class CboeStockHistoricalData(StockHistoricalData):
         description="Total number of options traded during the most recent trading period. Only valid if interval is 1m."
     )
 
+    @validator("date", pre=True, check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        """Return datetime object from string."""
+        return datetime.strptime(v, "%Y-%m-%d")
+
 
 class CboeStockHistoricalFetcher(
     Fetcher[
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/utils/helpers.py b/openbb_sdk/providers/cboe/openbb_cboe/utils/helpers.py
index b3b0341b890..00f79a67810 100644
--- a/openbb_sdk/providers/cboe/openbb_cboe/utils/helpers.py
+++ b/openbb_sdk/providers/cboe/openbb_cboe/utils/helpers.py
@@ -159,11 +159,11 @@ def get_cboe_index_directory(**kwargs) -> pd.DataFrame:
     return CBOE_INDEXES[idx]
 
 
-def get_ticker_info(symbol: str, **kwargs) -> dict[str, Any]:
+def get_ticker_info(symbol: str, **kwargs) -> Dict[str, Any]:
     symbol = symbol.upper()
     SYMBOLS = get_cboe_directory()
     INDEXES = get_cboe_index_directory()
-    data: dict[str, Any] = {}
+    data: Dict[str, Any] = {}
 
     if symbol not in SYMBOLS.index and symbol not in INDEXES.index:
         raise RuntimeError(f"Data not found for: {symbol}")
@@ -205,7 +205,7 @@ def get_ticker_info(symbol: str, **kwargs) -> dict[str, Any]:
     return _data.transpose()[0].to_dict()
 
 
-def get_ticker_iv(symbol: str, **kwargs) -> dict[str, float]:
+def get_ticker_iv(symbol: str, **kwargs) -> Dict[str, float]:
     """Get annualized high/low historical and implied volatility over 30/60/90 day windows.
 
     Parameters
@@ -333,12 +333,12 @@ class Europe:
     """Class for European CBOE data."""
 
     @staticmethod
-    def get_all_index_definitions(**kwargs) -> dict[Any, Any]:
+    def get_all_index_definitions(**kwargs) -> Dict[Any, Any]:
         """Get the full list of European index definitions.
 
         Returns
         -------
-        dict[Any, Any]
+        Dict[Any, Any]
             Dictionary with results.
         """
 
@@ -357,7 +357,7 @@ class Europe:
 
         Returns
         -------
-        dict[str, str]
+        Dict[str, str]
             List of dictionaries with the results.
         """
 
diff --git a/openbb_sdk/sdk/provider/openbb_provider/standard_models/european_index_historical.py b/openbb_sdk/sdk/provider/openbb_provider/standard_models/european_index_historical.py
index 4d28832308b..bc07094e5b3 100644
--- a/openbb_sdk/sdk/provider/openbb_provider/standard_models/european_index_historical.py
+++ b/openbb_sdk/sdk/provider/openbb_provider/standard_models/european_index_historical.py
@@ -29,5 +29,5 @@ class EuropeanIndexHistoricalQueryParams(QueryParams, BaseSymbol):
 class EuropeanIndexHistoricalData(Data):
     """European Indices end of day price data."""
 
-    date: dateType | datetime = Field(description=DATA_DESCRIPTIONS.get("date", ""))
+    date: datetime = Field(description=DATA_DESCRIPTIONS.get("date", ""))
     close: float = Field(description=DATA_DESCRIPTIONS.get("close", ""))