Index Historical

---

Implementation details

Class names

Model name	Parameters class	Data class
IndexHistorical	IndexHistoricalQueryParams	IndexHistoricalData

Import Statement

from openbb_core.provider.standard_models.index_historical import (
IndexHistoricalData,
IndexHistoricalQueryParams,
)

---

Parameters

• standard
• cboe
• fmp
• intrinio
• polygon
• yfinance

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.		False
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
interval	str	Time interval of the data to return.	1d	True
provider	Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.		False
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
interval	str	Time interval of the data to return.	1d	True
provider	Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True
use_cache	bool	When True, the company directories will be cached for 24 hours and are used to validate symbols. The results of the function are not cached. Set as False to bypass.	True	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.		False
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
interval	str	Time interval of the data to return.	1d	True
provider	Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.		False
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
interval	str	Time interval of the data to return.	1d	True
provider	Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True
limit	int	The number of data entries to return.	10000	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.		False
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
interval	str	Time interval of the data to return.	1d	True
provider	Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True
sort	Literal['asc', 'desc']	Sort order of the data. This impacts the results in combination with the 'limit' parameter. The results are always returned in ascending order by date.	asc	True
limit	int	The number of data entries to return.	49999	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, polygon, yfinance.		False
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
interval	str	Time interval of the data to return.	1d	True
provider	Literal['cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True

---

Data

• standard
• cboe
• fmp
• intrinio
• polygon
• yfinance

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	Annotated[float, Strict(strict=True)]	The open price.
high	Annotated[float, Strict(strict=True)]	The high price.
low	Annotated[float, Strict(strict=True)]	The low price.
close	Annotated[float, Strict(strict=True)]	The close price.
volume	int	The trading volume.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	Annotated[float, Strict(strict=True)]	The open price.
high	Annotated[float, Strict(strict=True)]	The high price.
low	Annotated[float, Strict(strict=True)]	The low price.
close	Annotated[float, Strict(strict=True)]	The close price.
volume	int	The trading volume.
calls_volume	float	Number of calls traded during the most recent trading period. Only valid if interval is 1m.
puts_volume	float	Number of puts traded during the most recent trading period. Only valid if interval is 1m.
total_options_volume	float	Total number of options traded during the most recent trading period. Only valid if interval is 1m.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	Annotated[float, Strict(strict=True)]	The open price.
high	Annotated[float, Strict(strict=True)]	The high price.
low	Annotated[float, Strict(strict=True)]	The low price.
close	Annotated[float, Strict(strict=True)]	The close price.
volume	int	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
change	float	Change in the price from the previous close.
change_percent	float	Change in the price from the previous close, as a normalized percent.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	Annotated[float, Strict(strict=True)]	The open price.
high	Annotated[float, Strict(strict=True)]	The high price.
low	Annotated[float, Strict(strict=True)]	The low price.
close	Annotated[float, Strict(strict=True)]	The close price.
volume	int	The trading volume.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	Annotated[float, Strict(strict=True)]	The open price.
high	Annotated[float, Strict(strict=True)]	The high price.
low	Annotated[float, Strict(strict=True)]	The low price.
close	Annotated[float, Strict(strict=True)]	The close price.
volume	int	The trading volume.
transactions	Annotated[int, Gt(gt=0)]	Number of transactions for the symbol in the time period.

Name	Type	Description
date	Union[date, datetime]	The date of the data.
open	Annotated[float, Strict(strict=True)]	The open price.
high	Annotated[float, Strict(strict=True)]	The high price.
low	Annotated[float, Strict(strict=True)]	The low price.
close	Annotated[float, Strict(strict=True)]	The close price.
volume	int	The trading volume.