OpenBB/website/content/platform/data_models/EquityHistorical.md

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title	description
Equity Historical price	OpenBB Platform Data Model

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Implementation details

Class names

Model name	Parameters class	Data class
EquityHistorical	EquityHistoricalQueryParams	EquityHistoricalData

Import Statement

from openbb_core.provider.standard_models.equity_historical import (
EquityHistoricalData,
EquityHistoricalQueryParams,
)

Parameters

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for.		False
interval	str	Time interval of the data to return.	1d	True
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
chart	bool	Whether to create a chart or not, by default False.	False	True
provider	Literal['alpha_vantage', '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 'alpha_vantage' if there is no default.	alpha_vantage	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for.		False
interval	str	Time interval of the data to return.	1d	True
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
chart	bool	Whether to create a chart or not, by default False.	False	True
provider	Literal['alpha_vantage', '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 'alpha_vantage' if there is no default.	alpha_vantage	True
adjusted	bool	Output time series is adjusted by historical split and dividend events.	False	True
extended_hours	bool	Extended trading hours during pre-market and after-hours.Only available for intraday data.	False	True
month	str	Query a specific month in history (in YYYY-MM format).	None	True
output_size	Literal['compact', 'full']	Compact returns only the latest 100 data points in the intraday time series; full returns trailing 30 days of the most recent intraday data if the month parameter is not specified, or the full intraday data for aspecific month in history if the month parameter is specified.	full	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for.		False
interval	str	Time interval of the data to return.	1d	True
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
chart	bool	Whether to create a chart or not, by default False.	False	True
provider	Literal['alpha_vantage', '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 'alpha_vantage' if there is no default.	alpha_vantage	True
limit	int	Number of days to look back (Only for interval 1d).	None	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for.		False
interval	str	Time interval of the data to return.	1d	True
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
chart	bool	Whether to create a chart or not, by default False.	False	True
provider	Literal['alpha_vantage', '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 'alpha_vantage' if there is no default.	alpha_vantage	True
start_time	datetime.time	Return intervals starting at the specified time on the start_date formatted as 'HH:MM:SS'.	None	True
end_time	datetime.time	Return intervals stopping at the specified time on the end_date formatted as 'HH:MM:SS'.	None	True
timezone	str	Timezone of the data, in the IANA format (Continent/City).	UTC	True
source	Literal['realtime', 'delayed', 'nasdaq_basic']	The source of the data.	realtime	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for.		False
interval	str	Time interval of the data to return.	1d	True
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
chart	bool	Whether to create a chart or not, by default False.	False	True
provider	Literal['alpha_vantage', '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 'alpha_vantage' if there is no default.	alpha_vantage	True
sort	Literal['asc', 'desc']	Sort order of the data.	desc	True
limit	int	The number of data entries to return.	49999	True
adjusted	bool	Output time series is adjusted by historical split and dividend events.	True	True

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for.		False
interval	str	Time interval of the data to return.	1d	True
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
chart	bool	Whether to create a chart or not, by default False.	False	True
provider	Literal['alpha_vantage', '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 'alpha_vantage' if there is no default.	alpha_vantage	True
prepost	bool	Include Pre and Post market data.	False	True
include	bool	Include Dividends and Stock Splits in results.	True	True
adjusted	bool	Adjust all OHLC data automatically.	False	True
back_adjust	bool	Attempt to adjust all the data automatically.	False	True
ignore_tz	bool	When combining from different timezones, ignore that part of datetime.	True	True

Data

Name	Type	Description
date	datetime	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.

Name	Type	Description
date	datetime	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
adj_close	float	The adjusted close price.
dividend_amount	float	Dividend amount paid for the corresponding date.
split_coefficient	float	Split coefficient for the corresponding date.

Name	Type	Description
date	datetime	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
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	datetime	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
label	str	Human readable format of the date.
adj_close	float	Adjusted Close Price of the symbol.
unadjusted_volume	float	Unadjusted volume of the symbol.
change	float	Change in the price of the symbol from the previous day.
change_percent	float	Change % in the price of the symbol.
change_over_time	float	Change % in the price of the symbol over a period of time.

Name	Type	Description
date	datetime	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
close_time	datetime	The timestamp that represents the end of the interval span.
interval	str	The data time frequency.
average	float	Average trade price of an individual equity during the interval.
change	float	Change in the price of the symbol from the previous day.
intra_period	bool	If true, the equity price represents an unfinished period (be it day, week, quarter, month, or year), meaning that the close price is the latest price available, not the official close price for the period
adj_open	float	Adjusted open price during the period.
adj_high	float	Adjusted high price during the period.
adj_low	float	Adjusted low price during the period.
adj_close	float	Adjusted closing price during the period.
adj_volume	float	Adjusted volume during the period.
factor	float	factor by which to multiply equity prices before this date, in order to calculate historically-adjusted equity prices.
split_ratio	float	Ratio of the equity split, if a equity split occurred.
dividend	float	Dividend amount, if a dividend was paid.
percent_change	float	Percent change in the price of the symbol from the previous day.
fifty_two_week_high	float	52 week high price for the symbol.
fifty_two_week_low	float	52 week low price for the symbol.

Name	Type	Description
date	datetime	The date of the data.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
vwap	float	Volume Weighted Average Price over the period.
transactions	int	Number of transactions for the symbol in the time period.