Retrieve aggregated historical OHLC (Open, High, Low, Close) and value data for a specified index over a custom date range and time interval in Eastern Time (ET). Unlike stocks or options, these aggregates are derived from index values rather than individual trades, reflecting the performance of a market segment, sector, or benchmark. If no index updates occur within a given timeframe, no aggregate bar is produced, resulting in an empty interval that indicates a period without new index data. Users can customize their view by adjusting the multiplier and timespan parameters (e.g., a 5-minute interval). This approach supports various analytical and visualization needs related to broad market or sector performance.
Use Cases: Data visualization, market trend analysis, benchmark comparisons, research and modeling.