[DEPRECATION] `index.market` renamed to `index.price.historical` (#5962)

* deprecate index.market and add index.price.historical

* add index.historical standard model

* add index.historical provider models

* index extension tests

* provider tests

* linting

33 files changed, 1992 insertions, 13 deletions

diff --git a/openbb_platform/core/openbb_core/provider/standard_models/index_historical.py b/openbb_platform/core/openbb_core/provider/standard_models/index_historical.py
new file mode 100644
index 00000000000..2e19d327260
--- /dev/null
+++ b/openbb_platform/core/openbb_core/provider/standard_models/index_historical.py
@@ -0,0 +1,63 @@
+"""Index Historical Standard Model."""
+
+from datetime import (
+    date as dateType,
+    datetime,
+)
+from typing import List, Optional, Set, Union
+
+from dateutil import parser
+from pydantic import Field, StrictFloat, field_validator
+
+from openbb_core.provider.abstract.data import Data, ForceInt
+from openbb_core.provider.abstract.query_params import QueryParams
+from openbb_core.provider.utils.descriptions import (
+    DATA_DESCRIPTIONS,
+    QUERY_DESCRIPTIONS,
+)
+
+
+class IndexHistoricalQueryParams(QueryParams):
+    """Index Historical Query."""
+
+    symbol: str = Field(description=QUERY_DESCRIPTIONS.get("symbol", ""))
+    start_date: Optional[dateType] = Field(
+        description=QUERY_DESCRIPTIONS.get("start_date", ""), default=None
+    )
+    end_date: Optional[dateType] = Field(
+        description=QUERY_DESCRIPTIONS.get("end_date", ""), default=None
+    )
+
+    @field_validator("symbol", mode="before", check_fields=False)
+    @classmethod
+    def upper_symbol(cls, v: Union[str, List[str], Set[str]]):
+        """Convert symbol to uppercase."""
+        if isinstance(v, str):
+            return v.upper()
+        return ",".join([symbol.upper() for symbol in list(v)])
+
+
+class IndexHistoricalData(Data):
+    """Index Historical Data."""
+
+    date: datetime = Field(description=DATA_DESCRIPTIONS.get("date", ""))
+    open: Optional[StrictFloat] = Field(
+        default=None, description=DATA_DESCRIPTIONS.get("open", "")
+    )
+    high: Optional[StrictFloat] = Field(
+        default=None, description=DATA_DESCRIPTIONS.get("high", "")
+    )
+    low: Optional[StrictFloat] = Field(
+        default=None, description=DATA_DESCRIPTIONS.get("low", "")
+    )
+    close: Optional[StrictFloat] = Field(
+        default=None, description=DATA_DESCRIPTIONS.get("close", "")
+    )
+    volume: Optional[ForceInt] = Field(
+        default=None, description=DATA_DESCRIPTIONS.get("volume", "")
+    )
+
+    @field_validator("date", mode="before", check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        """Return formatted datetime."""
+        return parser.isoparse(str(v))
diff --git a/openbb_platform/extensions/index/integration/test_index_api.py b/openbb_platform/extensions/index/integration/test_index_api.py
index 29250f8955a..8bf77655bbc 100644
--- a/openbb_platform/extensions/index/integration/test_index_api.py
+++ b/openbb_platform/extensions/index/integration/test_index_api.py
@@ -154,6 +154,121 @@ def test_index_market(params, headers):
     [
         (
             {
+                "symbol": "^DJI",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "fmp",
+                "sort": "desc",
+            }
+        ),
+        (
+            {
+                "interval": "1m",
+                "provider": "cboe",
+                "symbol": "AAVE100",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "interval": "1d",
+                "provider": "cboe",
+                "symbol": "AAVE100",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "interval": "1min",
+                "provider": "fmp",
+                "symbol": "^DJI",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "timeseries": 1,
+                "sort": "desc",
+            }
+        ),
+        (
+            {
+                "interval": "1day",
+                "provider": "fmp",
+                "symbol": "^DJI",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "timeseries": 1,
+                "sort": "desc",
+            }
+        ),
+        (
+            {
+                "timespan": "minute",
+                "sort": "desc",
+                "limit": 49999,
+                "adjusted": True,
+                "multiplier": 1,
+                "provider": "polygon",
+                "symbol": "NDX",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "timespan": "day",
+                "sort": "desc",
+                "limit": 49999,
+                "adjusted": True,
+                "multiplier": 1,
+                "provider": "polygon",
+                "symbol": "NDX",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "interval": "1d",
+                "period": "max",
+                "prepost": True,
+                "rounding": True,
+                "provider": "yfinance",
+                "symbol": "DJI",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "provider": "intrinio",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "symbol": "$DJI",
+                "tag": "level",
+                "sort": "desc",
+                "limit": 100,
+                "type": None,
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_index_price_historical(params, headers):
+    params = {p: v for p, v in params.items() if v}
+
+    query_str = get_querystring(params, [])
+    url = f"http://0.0.0.0:8000/api/v1/index/price/historical?{query_str}"
+    result = requests.get(url, headers=headers, timeout=20)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@parametrize(
+    "params",
+    [
+        (
+            {
                 "symbol": "BUKBUS",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
diff --git a/openbb_platform/extensions/index/integration/test_index_python.py b/openbb_platform/extensions/index/integration/test_index_python.py
index 8a84157d4d5..d5365cb23f1 100644
--- a/openbb_platform/extensions/index/integration/test_index_python.py
+++ b/openbb_platform/extensions/index/integration/test_index_python.py
@@ -147,6 +147,116 @@ def test_index_market(params, obb):
     [
         (
             {
+                "symbol": "AAVE100",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "interval": "1m",
+                "provider": "cboe",
+                "symbol": "AAVE100",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "interval": "1d",
+                "provider": "cboe",
+                "symbol": "AAVE100",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "interval": "1min",
+                "provider": "fmp",
+                "symbol": "^DJI",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "timeseries": 1,
+                "sort": "desc",
+            }
+        ),
+        (
+            {
+                "interval": "1day",
+                "provider": "fmp",
+                "symbol": "^DJI",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "timeseries": 1,
+                "sort": "desc",
+            }
+        ),
+        (
+            {
+                "timespan": "minute",
+                "sort": "desc",
+                "limit": 49999,
+                "adjusted": True,
+                "multiplier": 1,
+                "provider": "polygon",
+                "symbol": "NDX",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "timespan": "day",
+                "sort": "desc",
+                "limit": 49999,
+                "adjusted": True,
+                "multiplier": 1,
+                "provider": "polygon",
+                "symbol": "NDX",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "interval": "1d",
+                "period": "max",
+                "prepost": True,
+                "rounding": True,
+                "provider": "yfinance",
+                "symbol": "DJI",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+        (
+            {
+                "provider": "intrinio",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "symbol": "$DJI",
+                "tag": "level",
+                "sort": "desc",
+                "limit": 100,
+                "type": None,
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_index_price_historical(params, obb):
+    result = obb.index.price.historical(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
+
+
+@parametrize(
+    "params",
+    [
+        (
+            {
                 "symbol": "BUKBUS",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
diff --git a/openbb_platform/extensions/index/openbb_index/index_router.py b/openbb_platform/extensions/index/openbb_index/index_router.py
index 9f4d8df994a..6fc329d310d 100644
--- a/openbb_platform/extensions/index/openbb_index/index_router.py
+++ b/openbb_platform/extensions/index/openbb_index/index_router.py
@@ -10,12 +10,19 @@ from openbb_core.app.query import Query
 from openbb_core.app.router import Router
 from pydantic import BaseModel
 
+from openbb_index.price.price_router import router as price_router
+
 router = Router(prefix="")
+router.include_router(price_router)
 
 # pylint: disable=unused-argument
 
 
-@router.command(model="MarketIndices")
+@router.command(
+    model="MarketIndices",
+    deprecated=True,
+    deprecation_message="This endpoint will be deprecated in the future releases. Use '/index/price/historical' instead.",
+)
 async def market(
     cc: CommandContext,
     provider_choices: ProviderChoices,
diff --git a/openbb_platform/extensions/index/openbb_index/price/__init__.py b/openbb_platform/extensions/index/openbb_index/price/__init__.py
new file mode 100644
index 00000000000..8246f259eea
--- /dev/null
+++ b/openbb_platform/extensions/index/openbb_index/price/__init__.py
@@ -0,0 +1 @@
+"""Index Price."""
diff --git a/openbb_platform/extensions/index/openbb_index/price/price_router.py b/openbb_platform/extensions/index/openbb_index/price/price_router.py
new file mode 100644
index 00000000000..dc44332a687
--- /dev/null
+++ b/openbb_platform/extensions/index/openbb_index/price/price_router.py
@@ -0,0 +1,27 @@
+"""Price Router."""
+
+from openbb_core.app.model.command_context import CommandContext
+from openbb_core.app.model.obbject import OBBject
+from openbb_core.app.provider_interface import (
+    ExtraParams,
+    ProviderChoices,
+    StandardParams,
+)
+from openbb_core.app.query import Query
+from openbb_core.app.router import Router
+from pydantic import BaseModel
+
+router = Router(prefix="/price")
+
+# pylint: disable=unused-argument
+
+
+@router.command(model="IndexHistorical")
+async def historical(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject[BaseModel]:
+    """Index Historical Price. Load stock data for a specific index."""
+    return await OBBject.from_query(Query(**locals()))
diff --git a/openbb_platform/providers/cboe/openbb_cboe/__init__.py b/openbb_platform/providers/cboe/openbb_cboe/__init__.py
index 3d72a61c32f..a9b59b1abee 100644
--- a/openbb_platform/providers/cboe/openbb_cboe/__init__.py
+++ b/openbb_platform/providers/cboe/openbb_cboe/__init__.py
@@ -12,6 +12,9 @@ from openbb_cboe.models.european_indices import (
     CboeEuropeanIndicesFetcher,
 )
 from openbb_cboe.models.futures_curve import CboeFuturesCurveFetcher
+from openbb_cboe.models.index_historical import (
+    CboeIndexHistoricalFetcher,
+)
 from openbb_cboe.models.index_search import CboeIndexSearchFetcher
 from openbb_cboe.models.index_snapshots import CboeIndexSnapshotsFetcher
 from openbb_cboe.models.market_indices import (
@@ -28,16 +31,17 @@ cboe_provider = Provider(
     around the world.""",
     credentials=None,
     fetcher_dict={
-        "EquitySearch": CboeEquitySearchFetcher,
-        "OptionsChains": CboeOptionsChainsFetcher,
+        "AvailableIndices": CboeAvailableIndicesFetcher,
         "EquityHistorical": CboeEquityHistoricalFetcher,
         "EquityInfo": CboeEquityInfoFetcher,
-        "FuturesCurve": CboeFuturesCurveFetcher,
-        "AvailableIndices": CboeAvailableIndicesFetcher,
+        "EquitySearch": CboeEquitySearchFetcher,
         "EuropeanIndexConstituents": CboeEuropeanIndexConstituentsFetcher,
         "EuropeanIndices": CboeEuropeanIndicesFetcher,
-        "MarketIndices": CboeMarketIndicesFetcher,
+        "FuturesCurve": CboeFuturesCurveFetcher,
+        "IndexHistorical": CboeIndexHistoricalFetcher,
         "IndexSearch": CboeIndexSearchFetcher,
         "IndexSnapshots": CboeIndexSnapshotsFetcher,
+        "MarketIndices": CboeMarketIndicesFetcher,
+        "OptionsChains": CboeOptionsChainsFetcher,
     },
 )
diff --git a/openbb_platform/providers/cboe/openbb_cboe/models/index_historical.py b/openbb_platform/providers/cboe/openbb_cboe/models/index_historical.py
new file mode 100644
index 00000000000..d68b413fa43
--- /dev/null
+++ b/openbb_platform/providers/cboe/openbb_cboe/models/index_historical.py
@@ -0,0 +1,212 @@
+"""CBOE Index Historical Model."""
+
+from datetime import datetime, timedelta
+from typing import Any, Dict, List, Literal, Optional
+
+import pandas as pd
+from openbb_cboe.utils.helpers import (
+    TICKER_EXCEPTIONS,
+    get_cboe_index_directory,
+    get_ticker_info,
+)
+from openbb_core.provider.abstract.fetcher import Fetcher
+from openbb_core.provider.standard_models.index_historical import (
+    IndexHistoricalData,
+    IndexHistoricalQueryParams,
+)
+from openbb_core.provider.utils.helpers import make_request
+from pydantic import Field
+
+
+class CboeIndexHistoricalQueryParams(IndexHistoricalQueryParams):
+    """CBOE Index Historical Query.
+
+    Source: https://www.cboe.com/
+    """
+
+    interval: Literal["1d", "1m"] = Field(
+        description="Use interval, 1m, for intraday prices during the most recent trading period.",
+        default="1d",
+    )
+
+
+class CboeIndexHistoricalData(IndexHistoricalData):
+    """CBOE Index Historical Data."""
+
+    calls_volume: Optional[float] = Field(
+        default=None,
+        description="Number of calls traded during the most recent trading period. Only valid if interval is 1m.",
+    )
+    puts_volume: Optional[float] = Field(
+        default=None,
+        description="Number of puts traded during the most recent trading period. Only valid if interval is 1m.",
+    )
+    total_options_volume: Optional[float] = Field(
+        default=None,
+        description="Total number of options traded during the most recent trading period. Only valid if interval is 1m.",
+    )
+
+
+class CboeIndexHistoricalFetcher(
+    Fetcher[
+        CboeIndexHistoricalQueryParams,
+        List[CboeIndexHistoricalData],
+    ]
+):
+    """Transform the query, extract and transform the data from the CBOE endpoints."""
+
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> CboeIndexHistoricalQueryParams:
+        """Transform the query. Setting the start and end dates for a 1 year period."""
+        return CboeIndexHistoricalQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: CboeIndexHistoricalQueryParams,  # pylint: disable=unused-argument
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[Dict]:
+        """Return the raw data from the CBOE endpoint."""
+        # Symbol directories are cached for seven days and are used for error handling and URL generation.
+        INDEXES = get_cboe_index_directory().index.to_list()