OpenBB/website/content/platform/reference/stocks/load.md

title, description

title	description
load	OpenBB Platform Function

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

load

Load stock data for a specific ticker.

load(symbol: Union[str, List[str]], start_date: Union[date, str] = None, end_date: Union[date, str] = None, provider: Literal[str] = cboe)

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Parameters

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for.		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
provider	Literal['cboe', 'fmp', '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
interval	Literal['1d', '1m']	Use interval, 1m, for intraday prices during the most recent trading period.	1d	True

Name	Type	Description	Default	Optional
timeseries	NonNegativeInt	Number of days to look back.	None	True
interval	Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day']	Interval of the data to fetch.	1day	True

Name	Type	Description	Default	Optional
timespan	Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']	Timespan of the data.	day	True
sort	Literal['asc', 'desc']	Sort order of the data.	desc	True
limit	PositiveInt	The number of data entries to return.	49999	True
adjusted	bool	Whether the data is adjusted.	True	True
multiplier	PositiveInt	Multiplier of the timespan.	1	True

Name	Type	Description	Default	Optional
interval	Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']	Data granularity.	1d	True
period	Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']	Period of the data to return.	None	True
prepost	bool	Include Pre and Post market data.	False	True
adjust	bool	Adjust all the data automatically.	True	True
back_adjust	bool	Back-adjusted data to mimic true historical prices.	False	True

---

Returns

OBBject
    results : List[StockHistorical]
        Serializable results.

    provider : Optional[Literal['cboe', 'fmp', 'polygon', 'yfinance']]
        Provider name.

    warnings : Optional[List[Warning_]]
        List of warnings.

    chart : Optional[Chart]
        Chart object.

    metadata: Optional[Metadata]
        Metadata info about the command execution.

---

Data

Name	Type	Description
date	datetime	The date of the data.
open	PositiveFloat	The open price of the symbol.
high	PositiveFloat	The high price of the symbol.
low	PositiveFloat	The low price of the symbol.
close	PositiveFloat	The close price of the symbol.
volume	NonNegativeInt	The volume of the symbol.
vwap	PositiveFloat	Volume Weighted Average Price of the symbol.

Name	Type	Description
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
adjClose	float	Adjusted Close Price of the symbol.
unadjustedVolume	float	Unadjusted volume of the symbol.
change	float	Change in the price of the symbol from the previous day.
changePercent	float	Change % in the price of the symbol.
label	str	Human readable format of the date.
changeOverTime	float	Change % in the price of the symbol over a period of time.

Name	Type	Description
transactions	PositiveInt	Number of transactions for the symbol in the time period.