Get historical prices for a given symbol and date period. Uses prices access token.
Multiple compression levels can be specified namely 1MIN | 5MIN | 30MIN | 1HOUR | DAILY | WEEKLY | MONTHLY | RANGE.
RANGE gives a single OHLC price record for the entire date range.
When compression is 1MIN,5MIN,30MIN,1HOUR the close price for the last compression interval may not be a complete interval. The close price will be the price known at the end of incomplete last interval.
Example: If 15 MIN compression is chosen if current clock time is 15:06:43 then for the last interval 15:00 to 15:15 the close price returned will be as of 15:06:43.
Effect of Compression
If compression is 5MIN, the date period is broken up into 5 minute intervals and open, high, low, close prices are provided corresponding to the 5 minute intervals.
History availability for different compression levels
1MIN,5MIN,30MIN,1HOUR - Data upto last 60 calendar days will be available.
DAILY,WEEKLY,MONTHLY,RANGE - Data upto last 3 years will be available.
Note: All prices are 15 minutes delayed as compared to market time. It has an effect for compression levels less than DAILY.