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The Time Series interface retrieves historical price data as a textual representation of a chart. Each price point includes one or more data fields.
You can specify the frequency (e.g., daily, weekly) and the maximum number of price points to return.
For example: TimeScale=10080 (weekly) and MaxPoints=20 retrieves prices for the previous 20 weeks (typically Mondays).
Endpoint: https://<server>/XML/TimeSeries.xml
Parameters
| Name | Values | Default | Description | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Symbol |
Data symbol (ticker). Use the YTM- prefix to request Yield To Maturity bond series.
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| CSSymbol |
Case-sensitive data symbol. Either Symbol or CSSymbol can be used. |
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| Fields |
Specific to tick time scale
Specific to daily and beyond time scale
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Note: Not all fields are available for all timescales. | |||||||
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TimeScale [optional] |
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1440 | Value of the timescale. | ||||||
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MaxPoints [optional] |
25 | The maximum number of data points to return. The total cannot exceed 40,000; if exceeded, the value is capped at 40,000. | |||||||
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From or Origin [Optional] |
YYYYMMDD or YYYYMMDDhhmmss or TODAY, DAY or nDAY or WEEK or nWEEK or MONTH or nMONTH or YEAR or nYEAR |
If Direction is set to Forward, this is the start point of the series. Otherwise, it specifies the most recent point in the series. If MaxPoints is too low, the series may terminate early (the From or Origin date will not be reached). Keywords start at the beginning of the trading day (market time). n is a digit, e.g., 52WEEK, 7DAY.For tick timescale requests for past days, from and to dates must be the same. Dates are provided in GMT. See the TimeZone parameter for market time. |
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To [Optional] |
YYYYMMDD or YYYYMMDDhhmmss |
If Direction is set to Backward, this is the end point of the series. Otherwise, it specifies the start point of the series. If MaxPoints is too low, the series may terminate early (the From or Origin date will not be reached). For tick timescale requests for past days, from and to dates must be the same. Dates are provided in GMT. See the TimeZone parameter for market time. |
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TimeZone [Optional] |
gmt or market | gmt |
For intraday requests, if TimeZone is set to market, the from and to parameters use market time. Otherwise, times are interpreted as GMT (independent of DST). |
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Direction [Optional] |
Backward Forward |
Backward |
Determines the direction of points returned. Backward: The series starts from the to parameter. Forward: The series starts from the from parameter. |
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ReplyFormat [Optional] |
array shorttime hhmmdd or ctime or iso usec |
hhmmss |
array: provides a compact display for each requested field in a pipe-delimited format. shorttime: returns times as hhmmdd instead of hh:mm:dd and dates as yyyymmdd instead of yyyy.mm.dd.hhmmss: formats time as hh:mm:ss.ctime: formats time fields as Unix time (seconds since 01-01-1970). iso: formats time fields as ISO-8601 yyyy-mm-ddThh:mm:ss.microseconds.usec: if available, milliseconds or microseconds are added to the decimal part of tradetime.ctime, iso, and hhmmss are mutually exclusive. Array format and compressed time format can be combined: &ReplyFormat=array,shorttime.
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PriceCheck [Optional] |
yes no |
no |
Before making the time series request, a price request is made to: This quickly converts special request syntax (e.g., ISIN=, CUSIP=, etc.)before the instrument is sent. Note: Requests without an extension are automatically considered as US extensions ( .O, .N, .A) and will trigger PriceCheck=yes automatically.
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Example URLs
https://<server>/XML/TimeSeries.xml?Symbol=goog.o&TimeScale=1440&MaxPoints=3&From=20130101&To=20130201&Direction=Forward&ReplyFormat=array
https://<server>/XML/Timeseries.xml?
Symbol=EUR=&MaxPoints=1600&TimeScale=60&Fields=close,date,time&From=7DAY
Corporate Action Filtering
Time series data are automatically adjusted to include all Corporate Actions except Cash Dividends and Return of Capital.
If needed, you can apply individual action types selectively.
Example:
CSSymbol=ABC.N{ca:Bo+Bb+Ca+Co+Dm+Ds+Dic+Dis+E+Po+Rc+Rt+Sd
If unadjusted (raw) data is required, prefix the instrument with RAW_.
Example: CSSymbol=RAW_ABC.N
Corporate Action types
| Event Name | Code |
|---|---|
| Bonus | Bo |
| Buy Back | Bb |
| Capital Reduction | Ca |
| Consolidation | Co |
| Demerger | Dm |
| Distribution | Ds |
| Dividend (Cash) | Dic |
| Dividend (Stock) | Dis |
| Entitlement | E |
| Purchase Offer | Po |
| Return of Capital | Rc |
| Rights | Rt |
| Subdivision | Sd |