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Question by alvaro.canencia · Jul 11, 2018 at 02:40 AM · tick-history-rest-apihistoricalrest-apitick-data

Historical price at 17:00 series for a stock through the Tick History REST API


I'd like to get through the REST API historical price data (10 years) for a stock. I want the tick closest to 17:00:00. ¿Is there a way of getting just the series with "17:00 price" for the 10 years? I don't want to download every tick and I don't want to make a different request for each day and tick

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Answer by Christiaan Meihsl · Jul 11, 2018 at 03:03 AM

@alvaro.canencia, I'm sorry to say there is no such call available.

You do not mention which type of price you want at 17:00 ?

I'm thinking maybe you could request Intraday hourly bars; this would dramatically diminish the size of data you would retrieve. That call delivers several fields that might be of use to you: Close Ask, Close Bid, Last, Open, Open Ask, Open Bid. Would that be of use ?

If not, then effectively the only way is to make a request for tick data for a time range of a few minutes around 17:00, and pick out the price closest to 17:00, but this method will take a certain time, due to the overhead of each request.

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Answer by alvaro.canencia · Jul 11, 2018 at 05:10 AM

Thanks @Christiaan Meihsl,

Type of price could be last or avg of some bid and ask at that time

I'll try to get it with the intraday hourly bars

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Answer by veerapath.rungruengrayubkul · Jul 11, 2018 at 11:27 PM

@alvaro.canencia

Is 17:00 the market close time for the stock? If you want historical End of Day prices, you can request ElektronTimeSeries.

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