You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
docs(stock,index): align interval / time / venue surface with upstream
Apply the same parity sweep to the stock and index history /
snapshot / at_time pages. interval is optional with a `1s` default
and the upstream enum extended to `tick` and `10ms`. start_time /
end_time are documented as HH:MM:SS.SSS ET wall-clock with the
upstream 09:30:00 / 16:00:00 defaults instead of 'milliseconds from
midnight'. The `Use "0"` claim is removed across the board — the
SDK does not have a tick-by-tick sentinel that maps to a real
upstream value, and the doc was implying behaviour the wire does
not expose.
venue (stock-only) is documented with the upstream `nqb` / `utp_cta`
enum and `nqb` default. min_time on stock snapshots takes the same
HH:MM:SS.SSS form.
stock_history_trade_quote: exclusive flag documented with the `true`
upstream default.
<divclass="param-desc">Minimum time of day as milliseconds from midnight</div>
52
+
<divclass="param-desc">Filters snapshots to timestamps at or after this ET wall-clock time. Format <code>HH:MM:SS.SSS</code>; legacy millisecond strings are also accepted.</div>
<divclass="param-desc">Minimum time of day as milliseconds from midnight</div>
52
+
<divclass="param-desc">Filters snapshots to timestamps at or after this ET wall-clock time. Format <code>HH:MM:SS.SSS</code>; legacy millisecond strings are also accepted.</div>
<divclass="param-desc">Minimum time of day as milliseconds from midnight</div>
49
+
<divclass="param-desc">Filters snapshots to timestamps at or after this ET wall-clock time. Format <code>HH:MM:SS.SSS</code>; legacy millisecond strings are also accepted.</div>
<divclass="param-desc">Start time as milliseconds from midnight ET</div>
94
+
<divclass="param-desc">Start time (inclusive) in <code>HH:MM:SS.SSS</code> ET wall-clock format. Default: <code>"09:30:00"</code>. Legacy millisecond strings are also accepted.</div>
<divclass="param-desc">End time as milliseconds from midnight ET</div>
98
+
<divclass="param-desc">End time (inclusive) in <code>HH:MM:SS.SSS</code> ET wall-clock format. Default: <code>"16:00:00"</code>. Legacy millisecond strings are also accepted.</div>
<divclass="param-desc">Start time as milliseconds from midnight ET</div>
60
+
<divclass="param-desc">Start time (inclusive) in <code>HH:MM:SS.SSS</code> ET wall-clock format. Default: <code>"09:30:00"</code>. Legacy millisecond strings are also accepted.</div>
<divclass="param-desc">End time as milliseconds from midnight ET</div>
64
+
<divclass="param-desc">End time (inclusive) in <code>HH:MM:SS.SSS</code> ET wall-clock format. Default: <code>"16:00:00"</code>. Legacy millisecond strings are also accepted.</div>
-Setting `interval` to `"0"` returns every NBBO change, which can produce hundreds of thousands of rows for active symbols. Use the Rust `_stream` variant for large responses.
119
+
-Sub-minute intervals (`tick`, `10ms`, `100ms`, `500ms`, `1s`, `5s`, `10s`, `15s`, `30s`) are accepted for single-day requests only.
120
120
- Python users chain `.to_pandas()` on the return value: `tdx.stock_history_quote(...).to_pandas()`.
121
121
- Shorthand is supported: `"1m"`, `"5m"`, `"1h"`. Milliseconds (`"60000"`, `"300000"`, `"3600000"`) are auto-converted to the nearest valid preset.
<divclass="param-desc">Start time as milliseconds from midnight ET</div>
56
+
<divclass="param-desc">Start time (inclusive) in <code>HH:MM:SS.SSS</code> ET wall-clock format. Default: <code>"09:30:00"</code>. Legacy millisecond strings are also accepted.</div>
<divclass="param-desc">End time as milliseconds from midnight ET</div>
60
+
<divclass="param-desc">End time (inclusive) in <code>HH:MM:SS.SSS</code> ET wall-clock format. Default: <code>"16:00:00"</code>. Legacy millisecond strings are also accepted.</div>
<divclass="param-desc">Use exclusive time bounds</div>
64
+
<divclass="param-desc">When <code>true</code>, only quotes with timestamp strictly before the trade timestamp are paired. Default: <code>true</code>.</div>
0 commit comments