Daily Market Summary (OHLC)
GET
/v2/aggs/grouped/locale/us/market/stocks/{date}Retrieve daily OHLC (open, high, low, close), volume, and volume-weighted average price (VWAP) data for all U.S. stocks on a specified trading date. This endpoint returns comprehensive market coverage in a single request, enabling wide-scale analysis, bulk data processing, and research into broad market performance.
Use Cases: Market overview, bulk data processing, historical research, and portfolio comparison.
Path Parameters
date
string
required
The beginning date for the aggregate window.
Query Parameters
adjusted
boolean
Whether or not the results are adjusted for splits. By default, results are adjusted.
Set this to false to get results that are NOT adjusted for splits.
include_otc
boolean
Include OTC securities in the response. Default is false (don't include OTC securities).
Response Attributes
adjusted
boolean
Whether or not this response was adjusted for splits.
queryCount
integer
The number of aggregates (minute or day) used to generate the response.
request_id
string
A request id assigned by the server.
resultsCount
integer
The total number of results for this request.
status
string
The status of this request's response.
results
array (object)
optional
An array of results containing the requested data.
T
string
The exchange symbol that this item is traded under.
c
number
The close price for the symbol in the given time period.
h
number
The highest price for the symbol in the given time period.
l
number
The lowest price for the symbol in the given time period.
n
integer
optional
The number of transactions in the aggregate window.
o
number
The open price for the symbol in the given time period.
otc
boolean
optional
Whether or not this aggregate is for an OTC ticker. This field will be left off if false.
t
integer
The Unix millisecond timestamp for the end of the aggregate window.
v
number
The trading volume of the symbol in the given time period.
vw
number
optional
The volume weighted average price.