An hourly index bar summarizes a path
This lookup requests FMP hourly historical bars for the selected index. Open and close describe the first and last reported levels within a bar; high and low describe its extremes. Those four values do not reveal the sequence of movements between them. Index levels are benchmarks, not prices at which this page can buy or sell a security.
The order of high and low matters
Consider a hypothetical hourly bar: open 5,000, high 5,040, low 4,980, close 5,010. The open-to-close change is 10 points, or 0.20%; its range is 60 points. A rule entering above 5,030 and stopping below 4,990 cannot be evaluated from that bar alone. If the low came before the high, the apparent stop could precede the entry; if the high came first, the same four numbers could describe an entry followed by a stop. Lower-interval observations or an explicit fill assumption are needed. This example is arithmetic, not a backtest result.
Load, check and export
- Select an index and optionally a start and end date. The start must not be later than the end. Blank dates use the provider defaults.
- Click Load Data. Read the loaded-request label before comparing rows; changing a selector alone does not change the displayed result.
- Page through the response in groups of 50. Export All CSV includes every returned row, with the symbol and interval so the file retains its context.
- Check missing timestamps, session boundaries and the latest bar before analysis. The request does not establish that every hour in the date range is present.
The selector is a lookup list
Available choices are ^GSPC, ^DJI, ^IXIC, ^RUT, ^VIX, ^FTSE, ^GDAXI and ^N225. A choice in the menu does not guarantee data for every date. VIX measures expected volatility from S&P 500 option prices; it is not an equity basket return. Avoid comparing raw point changes across indexes with different scales or treating a VIX percentage change as a stock-market return.
What the table cannot establish
Timestamps stay in the provider's original form. This response does not supply a timezone field, so the page does not silently convert them to your local timezone. Confirm time alignment before joining these rows to news or another market. Session openings, early closes and a bar still forming can also change the meaning of an hourly observation.
The current Pineify API caches this interval for up to 15 minutes. Refresh repeats the last submitted request; it does not bypass that cache or guarantee a completed new bar. Provider coverage and delays remain separate constraints. A failed request clears the result and shows an error, rather than preserving a previous symbol beneath new filters.
Volume is retained as a provider field. A calculated index has no direct order book equivalent to a stock, ETF or futures contract. A zero or absent volume field does not establish that no underlying shares traded. It cannot by itself identify institutional activity or validate a breakout. The CSV is a research export; it is not a TradingView feed, an executable trading signal or evidence of a profitable strategy.
Sources and method
- FMP: 1-hour index endpoint and fields
- Investor.gov: what a market index measures
- Cboe: VIX methodology and product context
Data handling reviewed October 21, 2026. No trading or return forecast is produced by this tool.