API Download 5 minutes data for current trading day

pypl

New member
Hello Everyone,

During trading hours, I want to download 5 minutes price data (OHLC and Volume) for all stocks for current day (or for the last few hours).

I use TOS API code below and it only download Yesterday instead of today.

Can you please help?

Thank you so much,

PYPL

endpoint = 'https://api.tdameritrade.com/v1/marketdata/{stock_ticker}/pricehistory?periodType={periodType}&period={period}&frequencyType={frequencyType}&frequency={frequency}'

# yesterday 1 minute
full_url = endpoint.format(stock_ticker='AAPL',periodType='day',period=1,frequencyType='minute',frequency=1)
 
Hi,
I use Excel file to download LAST, OPEN, HIGH, LOW, CLOSE and VOL for a list of ticker.
(The command is:=RTD("tos.rtd", , "LAST", $A1) for LAST.)

During trading hours, data is updated fine.
However, for PRE- and POST-trading hour, Prices data is not updated but VOL does update.
Am I doing anything wrong or what can we do to get Pre and Post data?
Thanks,
HC
 

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Hi,
I use Excel file to download LAST, OPEN, HIGH, LOW, CLOSE and VOL for a list of ticker.
(The command is:=RTD("tos.rtd", , "LAST", $A1) for LAST.)

During trading hours, data is updated fine.
However, for PRE- and POST-trading hour, Prices data is not updated but VOL does update.
Am I doing anything wrong or what can we do to get Pre and Post data?
Thanks,
HC
 

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