Intra-day time series

An intra-day time series is the historical price performance of an asset at intervals less than one day. Use the SF_TIMESERIES() function and set the period argument to the desired interval, such as "1min" or "1hour".

=SF_TIMESERIES(symbol, startDate, endDate, period, metric, options)

symbol is the stock or coin ticker symbol, either as a cell reference or a string (e.g. "AAPL").
startDate and endDate are in ISO format YYYY-MM-DD.
period set to one of the intra-day intervals listed below.
metric selects which data to return. Leave blank or use "all" to return every metric.
options format the output. Results are returned latest first by default. Use "-" to reverse the order so the oldest date comes first, and "NH" to remove the header row. Combine them with &, e.g. "-&NH". Add "extended" to include pre-market and post-market data.

=SF_TIMESERIES("AAPL", "2023-02-01", "2023-02-25", "1hour", "all")

Intra-day intervals

The supported intra-day intervals are:

1 minute ("1min")
5 minutes ("5min")
15 minutes ("15min")
30 minutes ("30min")
1 hour ("1hour")
4 hours ("4hour")

Maximum date ranges

Intra-day time series are constrained to a maximum range of dates. If your requested range is larger than the maximum, the output will be constrained to the maximum range using the endDate as the reference (i.e. startDate will be ignored and the endDate will be the last entry).

1 minute ("1min") — 2 trading days (3 calendar days)
5 minutes ("5min") — 7 trading days (10 calendar days)
15 minutes ("15min") — ~45 calendar days (~6 weeks)
30 minutes ("30min") — 30 calendar days
1 hour ("1hour") — ~88 calendar days
4 hours ("4hour") — ~180 calendar days

To pull more data than a single call allows, stack multiple date-range calls into one output with VSTACK. See Stack limited date ranges with VSTACK.

Intra-day metrics

The available intra-day metrics are:

All ("all")
Date (with time) ("date")
Open ("open")
High ("high")
Low ("low")
Close ("close")
Volume ("volume")

Intra-day metrics do not include adjClose, unadjustedVolume, change, changePercent, or vwap.

Extended hours (pre- and post-market)

Add "extended" to the options argument to include pre-market and post-market prices in an intra-day time series. It works in both Google Sheets and Excel and combines with the other options, for example "extended&NH&-" for no header and oldest-first output.

The "extended" option is available only for the six intra-day intervals: "1min", "5min", "15min", "30min", "1hour", and "4hour". Daily and other non-intra-day periods do not offer extended-hours data.

Examples

1 minute interval, last 3 days

=SF_TIMESERIES("AAPL", TODAY()-3, TODAY(), "1min", "all")

1 hour interval, specific metrics

=SF_TIMESERIES("AAPL", "2023-01-01", "2023-03-01", "1hour", "date&open&close&volume")

5 minute interval, last 2 weeks, no header and reversed

=SF_TIMESERIES("AAPL", TODAY()-14, TODAY(), "5min", "date&open&close&volume", "-&NH")

Sheet space: This function returns multiple rows. If any cell in the target range already contains data, you will see a #REF! error: "Array result was not expanded because it would overwrite data in XX". Clear the area before entering the function.

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