> ## Documentation Index
> Fetch the complete documentation index at: https://scalarfield.io/docs/llms.txt
> Use this file to discover all available pages before exploring further.

# Equity & ETF OHLCV

> Daily and intraday (minute/hour) OHLCV price bars for U.S. equities and ETFs. Covers 10,000+ symbols with daily history back to 2003 and intraday data back to 2 years.

<Info>**Python function:** `getOHLCV()`</Info>

| Specification      | Value                                                       |
| ------------------ | ----------------------------------------------------------- |
| Delivery Frequency | continuous                                                  |
| Data Frequency     | daily, intraday (min/hour)                                  |
| Reporting Lag      | Daily bars on market close; intraday bars in near-real-time |
| Coverage           | 10,000+ U.S. equities and ETFs (NYSE, NASDAQ, AMEX, BATS)   |
| History            | Since 2003-01-02                                            |
| Availability       | Free                                                        |

# Product Overview

## Overview

Equity & ETF OHLCV provides standardized Open, High, Low, Close, and Volume price bars for U.S.-listed equities and exchange-traded funds. The dataset supports daily, hourly, and minute-level granularity, enabling everything from long-horizon backtesting to intraday signal research.

Daily bars are maintained in an internal repository that is continuously updated and automatically backfilled from exchange-consolidated trade feeds. Intraday bars (minute and hourly) are sourced from real-time aggregated exchange data.

## Data Pipeline

### Daily Bars

Scalar Field maintains a repository of daily OHLCV bars sourced from consolidated exchange feeds:

* **Continuous updates:** New daily bars are appended as they become available after market close.
* **Automatic backfill:** If gaps are detected for any ticker, the system automatically backfills from the upstream exchange-consolidated data provider.
* **Corporate actions:** Prices are adjusted for splits and dividends to produce a continuous adjusted price series.

### Intraday Bars

Minute and hourly bars are constructed from real-time trade data:

* **Trade-level aggregation:** OHLCV bars are built from tick-level trade data. Each trade carries "sale condition" flags that determine which OHLCV components it updates — for example, certain off-exchange trade conditions may update volume but not the high/low prices. This follows Securities Information Processor (SIP) consolidated processing guidelines.
* **Granularity:** 1-minute bars are the base unit; hourly bars are aggregated from minute bars.
* **Timestamps:** All intraday timestamps are in New York (Eastern) time.

## Coverage

* **Universe:** 10,000+ U.S.-listed equities and ETFs (NYSE, NASDAQ, AMEX, BATS, and other lit venues).
* **Daily history:** Back to 2003 for most liquid names; varies by listing date for newer securities.
* **Intraday history:** Approximately 2 years of minute and hourly bars.
* **Update frequency:** Daily bars updated on market close; intraday bars available in near-real-time during market hours (typically 10–20 minutes after open, ending 10–20 minutes before close).

## Supported Modes

| Mode                | Trigger                                  | Notes                                                                          |
| ------------------- | ---------------------------------------- | ------------------------------------------------------------------------------ |
| Daily historical    | `start`/`end` as `'YYYY-MM-DD'`          | Timeframe defaults to `'day'`. Stale parquet data is automatically backfilled. |
| Intraday historical | `start`/`end` as `'YYYY-MM-DDTHH:MM:SS'` | Timeframe defaults to `'min'`; can set `'hour'`. New York timezone.            |
| Near-real-time      | Set `start`/`end` to recent datetimes    | Returns 1-minute bars for the requested window.                                |

# Querying the Data

## Basic Usage

```python theme={null}
from scalarlib import getOHLCV

# Daily bars for multiple equities
data = getOHLCV(tickers=['AAPL', 'MSFT', 'NVDA'], start='2025-01-01', end='2025-12-31')
aapl_df = data['AAPL']

# Intraday minute bars
data = getOHLCV(tickers=['AAPL'], start='2026-03-24T09:30:00', end='2026-03-24T16:00:00')

# Hourly bars with explicit timeframe
data = getOHLCV(tickers=['SPY'], start='2025-06-16', end='2025-06-18', timeframe='hour')

# Near-real-time: last 30 minutes
from datetime import datetime, timedelta
now = datetime.now()
data = getOHLCV(
    tickers=['AAPL'],
    start=(now - timedelta(minutes=30)).strftime('%Y-%m-%dT%H:%M:%S'),
    end=now.strftime('%Y-%m-%dT%H:%M:%S')
)
```

## Parameters

| Parameter   | Type        | Required | Description                                                                                                                   |
| ----------- | ----------- | -------- | ----------------------------------------------------------------------------------------------------------------------------- |
| `tickers`   | list of str | Yes      | Equity/ETF ticker symbols (e.g., `['AAPL', 'SPY']`).                                                                          |
| `start`     | str         | Yes      | Start date (`'YYYY-MM-DD'`) or datetime (`'YYYY-MM-DDTHH:MM:SS'`, New York time).                                             |
| `end`       | str         | Yes      | End date or datetime (same format as `start`).                                                                                |
| `timeframe` | str         | No       | `'day'`, `'min'`, or `'hour'`. Default: inferred from date format — date-only defaults to daily, datetime defaults to minute. |

# Column Definitions

## OHLCV Schema

| Column    | Type            | Description                                                                                           |
| --------- | --------------- | ----------------------------------------------------------------------------------------------------- |
| `ts_recv` | datetime64\[ns] | Bar timestamp. For daily bars, the trading date. For intraday, the bar's start time in New York time. |
| `ticker`  | string          | Ticker symbol (e.g., `AAPL`, `SPY`).                                                                  |
| `open`    | float64         | Opening price of the bar.                                                                             |
| `high`    | float64         | Highest traded price during the bar.                                                                  |
| `low`     | float64         | Lowest traded price during the bar.                                                                   |
| `close`   | float64         | Closing price of the bar.                                                                             |
| `volume`  | int64           | Number of shares traded during the bar.                                                               |