Through Twelve Data, you can also fetch the data of various intervals. Following time frames are supported: 1min, 5min, 15min, 30min, 45min, 1h, 2h, 4h, 8h, 1day, 1week, 1month.
At this stage it is important to find out:
Difference between intraday and daily intervals
What is the earliest available data date
Method to access historical prices
Intraday vs. Daily intervals
At Twelve Data all intervals can be divided into categories the intraday and the daily data. The main difference lies in the amount of historical data available.
Daily intervals include 1day, 1week, 1month and contain data for the complete history since the first trading date for most of the symbols.
Intraday intervals include 1min, 5min, 15min, 30min, 45min, 1h, 2h, 4h, 8h, 1day, 1week, 1month and contain data on average from a couple of months to a couple of years.
Earliest available date
To check the first available date you can use the /earliest_timestamp endpoint. You can a dedicated article about it here.
How to get the prices
Once, you know the first available date and you want to extract the according information, you can use two methods.
Specify the number of records to be returned with the
outputsizeparameter. This is the simplest and the most efficient approach, however, the maximum value to be set is 5000.Filter data using
start_dateandend_dateparameters. This gives great flexibility in manipulating the data but has some nuances such as the correct order of using the parameters, the "sliding window" approach, and a few others.
When requesting historical data the response time might increase, therefore try to get it once and update it later with the real-time data. We strongly recommend reading this comprehensive guide to master the technique of obtaining historical data.
Examples
First historical data for AAPL for EOD data
Minute by minute price for the entire day
Weekly prices for the last 9 months