Five-minute observations for intraday comparisons
This tool requests FMP historical-chart/5min data for a selected index. A row summarizes open, high, low and close index levels over a provider interval. It also displays provider volume when supplied. Index levels are calculated benchmarks, not executable stock or futures quotes. An OHLC bar cannot reveal the sequence of every update or a bid/ask spread.
Combine bars by their boundaries, not by averaging prices
Consider three hypothetical complete, consecutive five-minute bars in one session. Their opens are 5,000, 5,006 and 5,009; highs are 5,012, 5,015 and 5,020; lows are 4,998, 5,004 and 5,007; closes are 5,006, 5,009 and 5,018. A matching 15-minute aggregation has open 5,000, high 5,020, low 4,998 and close 5,018. Its open-to-close change is 18 points, or 0.36%. The average close, 5,011, is not the closing level of that 15-minute bar.
This calculation is only valid when the three rows cover the intended 15-minute window. Check ordering, duplicates, missing intervals and whether the last bar is complete. Three rows spanning a session break or a missing interval do not automatically form a 15-minute observation. The page displays the original timestamps without inventing a timezone or deciding whether labels represent interval starts or ends. It does not perform this resampling for you.
Load, inspect and export a session
- Choose a lookup symbol and optional dates. Blank dates use provider defaults; a reversed range is rejected.
- Use Load Data after editing filters. The loaded request label identifies the displayed dataset, and Refresh repeats that submitted request.
- Check timestamp continuity and OHLC ranges before comparing bars. A close colored green is at or above its open, not necessarily above the previous close.
- Export All CSV includes every returned row across table pages, with symbol and 5min context. It does not fetch additional hidden history.
Coverage, volume and session differences
The selector offers eight symbols covering U.S. equity benchmarks, VIX and international indexes. It does not promise several months of history for each one. Different exchanges can have different session hours and holidays. Align the actual observation times before treating a difference between two indexes as a simultaneous divergence.
VIX describes expected volatility derived from S&P 500 options, rather than the level of a stock basket. Provider index volume may be missing or lack a suitable trading interpretation. It should not be substituted for SPY share volume, futures contracts or summed constituent activity without knowing its definition. A missing volume stays unavailable; a supplied zero is displayed as zero. Neither proves that no underlying trading occurred.
Five-minute interval and five-minute cache are separate
This API caches responses for up to five minutes. That cache duration is separate from the aggregation interval and any upstream delay. The page makes an initial request and manual load or refresh requests; it does not automatically stream completed bars. The displayed fetch time records receipt by this page, not the last market update.
Use the export for spreadsheet or programmatic inspection. A trading test additionally needs a tradable instrument, execution timing, spread, fees and slippage assumptions. Index OHLC alone does not establish a fill price or a profitable trading rule.
Sources and method
Method reviewed October 21, 2026. The aggregation example is hypothetical and is not a backtest.