History Endpoints

1. Overview

Request intraday OHLCV history: one day per request for second bars, or one month for minute and hour bars. Use /series for daily and higher timeframes.

insight download_history --symbol "NASDAQ:AAPL" --bar_type minute --bar_interval 5 \
  --from 2024-01 --to 2024-06 --output_dir ./history --concurrency 5

2. Endpoints

SIP Trade History

GET https://api.insightsentry.com/v3/sip/symbols/SIP:AAPL/trades?date=2026-09-08

Required date: YYYY-MM-DD in America/New_York, today or one of the previous six dates. Returns code, last_update in Unix milliseconds, bar_type: "1T", and all available trades in the series array, ordered by time. Each point includes numeric time in Unix seconds and integer us in Unix microseconds, plus close, volume, and trade_id, with trade_exchange, tape, and trade_conditions when available. An invalid date returns 400; temporarily unavailable data returns 503.

Optional window: 3h, 6h, 9h, 12h, 15h, 18h, 21h, or 24h for today. Omit it for the whole New York calendar day (default). Historical dates ignore window. Rolling responses include as_of and window_start in Unix milliseconds.

SIP bar history uses /v3/sip/symbols/{code}/history. Dates and months use New York time (America/New_York), including daylight saving time. Earliest date: 2016-01-01. A period entirely before available history returns 200 with data_unavailableand available_start_date in America/New_York, when known.

Empty SIP history and trade results return 200 with series: [], error: "data_unavailable", and a message explaining the reason, such as a weekend or market closure.

Standard Tick Trades

GET https://api.insightsentry.com/v3/symbols/CME_MINI:ES1!/trades?date=YYYY-MM-DD

Use a UTC date for today, tomorrow, or one of the previous six dates. Today and tomorrow return a rolling window. Optional window: 3h, 6h, 9h, 12h, 15h, 18h, 21h, or 24h (default). Historical dates ignore window. Rolling responses include as_of and window_start in Unix milliseconds. For continuous futures symbols, 1! selects today's front contract and 2! selects today's next listed contract, including when you request an older date. The response code identifies the selected dated contract.

Endpoint

GET https://api.insightsentry.com/v3/symbols/{code}/history

Query Parameters

3. Supported Bar Types

4. Errors

Retry temporary failures with bounded exponential backoff.

5. When to Use

Use History Endpoints When

• You need second, minute, or hour data from a specific past date or month
• You are building a dataset that spans multiple months of intraday data
• The standard /series endpoint does not return enough data points for your needs

Use Series Endpoints Instead When

• You need recent or real-time data
• You are working with day, week, or month bar types — all available data points are returned by /series
• You need low-latency responses without queuing

6. Examples

Minute Data for a Specific Month

curl --get 'https://api.insightsentry.com/v3/symbols/NASDAQ%3AAAPL/history' \
  -H 'Authorization: Bearer YOUR_API_KEY' \
  --data-urlencode 'bar_type=minute' \
  --data-urlencode 'bar_interval=1' \
  --data-urlencode 'start_date=2024-06'

Second Data for a Specific Day

curl --get 'https://api.insightsentry.com/v3/symbols/NASDAQ%3AAAPL/history' \
  -H 'Authorization: Bearer YOUR_API_KEY' \
  --data-urlencode 'bar_type=second' \
  --data-urlencode 'bar_interval=1' \
  --data-urlencode 'start_date=2024-06-14'

Hourly Data for a Specific Month

curl --get 'https://api.insightsentry.com/v3/symbols/CME_MINI%3ANQ1%21/history' \
  -H 'Authorization: Bearer YOUR_API_KEY' \
  --data-urlencode 'bar_type=hour' \
  --data-urlencode 'bar_interval=1' \
  --data-urlencode 'start_date=2024-03'

For contract backfills, see Futures History.

Multi-Month Fetching

import time
from urllib.parse import quote

import requests

API_KEY = "YOUR_API_KEY"
BASE_URL = "https://api.insightsentry.com"
SYMBOL = "NASDAQ:AAPL"
MONTHS = [
    "2024-01",
    "2024-02",
    "2024-03",
    "2024-04",
    "2024-05",
    "2024-06",
    "2024-07",
    "2024-08",
]
REQUEST_TIMEOUT_SECONDS = 120
MAX_RETRIES = 5


def build_session():
    session = requests.Session()
    session.headers.update({
        "Authorization": f"Bearer {API_KEY}",
        "Content-Type": "application/json",
    })
    return session


def fetch_history_month(session, symbol, month):
    encoded_symbol = quote(symbol, safe="")
    url = f"{BASE_URL}/v3/symbols/{encoded_symbol}/history"
    params = {
        "bar_type": "minute",
        "bar_interval": "1",
        "start_date": month,
    }

    for attempt in range(1, MAX_RETRIES + 1):
        response = session.get(url, params=params, timeout=REQUEST_TIMEOUT_SECONDS)

        if response.status_code == 429 or response.status_code >= 500:
            time.sleep(attempt * 0.5)
            continue

        response.raise_for_status()
        data = response.json()
        message = data.get("message") or data.get("error")
        if message:
            print(f"{month}: {message}")
            return None

        return data

    raise RuntimeError(f"{month}: exhausted retries")


session = build_session()
for month in MONTHS:
    data = fetch_history_month(session, SYMBOL, month)
    if data is None:
        continue

    print(f"{month}: {len(data.get('series', []))} bars")