The Price Chart API returns aggregate data for a given bond identifier over a specified time period. This should be queried on demand to provide users with a chart of prices for a given bond.
Usage Information
If the specified bond exists in our universe, you will receive a response with all available price data for the specified time frame. For example, if there is no price data for the specified bond in the given time period, the response will contain an empty prices array.
If the specified bond does not exist in our universe or is inactive, you will receive an invalid_request error.
The start and end days define a time range for retrieval. For example, to receive data for August 5, 2023, you would set start=2023-08-05 and end=2023-08-06. This will not return data for August 6, 2023.
Return Value Information
Returned results are sorted by price timestamp in ascending order.
Note that in rare cases, there may not be a price for every window. E.g., there may be prices for 12:00, 12:15, and 12:45, but not 12:30. If you are showing prices to end users and want to show a continuous dataset, you can carry forward the prices from the previous time window. E.g., if the 12:15 price was $80 you would use $80 for the 12:30 price as well.
The timestamp we return is a timestamp for the start of an interval with the selected frequency. For example, if we return a timestamp of 2023-08-05T14:30:00Z, then we are returning the aggregate price for the interval from 2023-08-05T14:30:00Z to 2023-08-05T14:45:00Z.