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Retrieve daily OHLCV history for one security
Audience: developers and agents building daily price-history and event-study inputs.

Coverage and source scope

Use this route to build a daily price series for one symbol. Supply ticker or its symbol alias, then narrow the date range before requesting a long history. The route returns daily bars only; adjusted is accepted for compatibility but does not change the stored response shape. A returned list is not a guarantee that every trading day in the requested range is present. Preserve each bar’s timestamp, freshness, provenance, source-rights, and revision fields when comparing or charting the series. See API conventions.

Canonical metadata

  • data
  • per-row timestamp
  • per-row OHLCV
  • per-row freshness
  • per-row provenance
  • per-row sourceRights
  • requestId
  • traceparent

Example request

Example response

Daily series and boundaries

Use ticker or symbol for one security. With no date filters, the route targets approximately the latest year; use date_from, date_to, and limit to make an analysis reproducible. limit is capped at 1,000 bars. The route returns daily bars, and adjusted is a compatibility flag rather than a statement of a specific adjustment methodology. An empty or short result does not prove there were no sessions in the range. Reconcile splits and dividends with corporate actions before interpreting a long price series.

Errors

A missing symbol returns 400 missing_symbol; a non-positive or malformed limit returns 400 invalid_query_parameter. A route can return 503 when requested market history is unavailable rather than returning a fabricated series.

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Failure posture

  • preserve timestamp, interval, OHLCV, freshness, provenance, sourceRights, revision, requestId, and traceparent
  • do not turn a sparse response into a complete trading calendar
  • keep splits and dividends separate from a price-return calculation unless the adjustment method is explicit