There are various subscriptions you can purchase, for the various data types sold by ThetaData. This page describes what each subscription entails.
REQUIRED
To access any data, you must have the Theta Terminal running. You should have a terminal open that looks something similar to the image below.
When you start the terminal, it will display the level of access you have for each type of data.
Free Data
1 year of free historical EOD (End of Day) data for US stocks and options is provided for free. There is a 20-requests/minute rate limit imposed on free accounts.
Stock Data
ThetaData has full historical coverage for the UTP tape going back to 2012-06-01. For symbols only available on the CTA tape, the history is limited to 2020-01-01. This includes symbols like SPY and GE. Be sure to read our Making Requests before purchasing a subscription.
General Access
| Tier | Granularity | First Access Date | Rate Limit | Delay |
|---|---|---|---|---|
| FREE | EOD | 2023-06-01 | 30 reqs/min | 1 day |
| VALUE | 1 Minute | 2020-01-01 | Unlimited | 15-minute |
| STANDARD | 1 Minute | 2016-01-01 | Unlimited | Real-time |
| PRO | Tick Level | 2012-06-01 | Unlimited | Real time |
Historical Endpoint Access
| Endpoint | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| EOD Report | ✔ | ✔ | ✔ | ✔ |
| Quote | ✔ | ✔ | ✔ | |
| OHLC | ✔ | ✔ | ✔ | |
| Splits | ✔ | ✔ | ||
| Trades | ✔ | ✔ | ||
| Trade Quote | ✔ | ✔ |
Real Time Endpoint Access
| Endpoint | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| Quote Snapshot | Delayed (15min) | Real Time | Real Time | |
| OHLC Snapshot | Delayed (15min) | Real Time | Real Time | |
| Trade Snapshot | Real Time | Real Time | ||
| Bulk Quote Snapshot | Real Time | Real Time |
Real Time Streaming Access
The number of contracts a tier can stream at the same time is defined below. All forms of equity streaming use real time data from the Nasdaq Basic feed.
| Stream | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| # of streamable contracts for quotes | 0 | 0 | 1,000 | 20,000 |
| # of streamable contracts for trades | 0 | 0 | 1,000 | 20,000 |
Options Data
General Access
| Tier | Granularity | First Access Date | Rate Limit | Delay |
|---|---|---|---|---|
| FREE | EOD | 2023-06-01 | 30 reqs/min | 1 day |
| VALUE | 1 Minute | 2020-01-01 | Unlimited | Real time |
| STANDARD | Tick Level | 2016-01-01 | Unlimited | Real time |
| PRO | Tick Level | 2012-06-01 | Unlimited | Real time |
Historical Endpoint Access
| Endpoint | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| EOD | ✔ | ✔ | ✔ | ✔ |
| Quote | ✔ | ✔ | ✔ | |
| Open Interest | ✔ | ✔ | ✔ | |
| OHLC | ✔ | ✔ | ✔ | |
| Trade | ✔ | ✔ | ||
| Trade Quote | ✔ | ✔ | ||
| Implied Volatility | ✔ | ✔ | ||
| Greeks | ✔ | ✔ | ||
| Greeks 2nd Order | ✔ | |||
| Greeks 3rd Order | ✔ | |||
| Trade Greeks | ✔ | |||
| Trade Greeks 2nd Order | ✔ | |||
| Trade Greeks 3rd Order | ✔ |
Bulk Historical Endpoint Access
A bulk historical request allows you to request data every option contract to share the same symbol and expiration combination.
| Endpoint | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| Bulk EOD | ✔ | ✔ | ||
| Bulk Quote | ✔ | ✔ | ||
| Bulk Open Interest | ✔ | ✔ | ||
| Bulk Trade | ✔ | ✔ | ||
| Bulk Trade Quote | ✔ | ✔ | ||
| Bulk EOD Greeks | ✔ | ✔ |
Real-Time Endpoint Access
| Endpoint | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| Quote | ✔ | ✔ | ✔ | |
| Open Interest | ✔ | ✔ | ✔ | |
| OHLC | ✔ | ✔ | ✔ | |
| Trade | ✔ | ✔ |
Bulk Real-Time Endpoint Access
A bulk snapshot allows you to request a snapshot every option contract to share the same symbol and expiration combination. The pro tier has the ability to specify exp=0 in the request to retrieve every option that shares the same symbol AKA an option root snapshot.
| Endpoint | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| Bulk Quote | ✔ | ✔ | ||
| Bulk Open Interest | ✔ | ✔ | ||
| Bulk OHLC | ✔ | ✔ | ||
| Bulk Greeks | ✔ | ✔ | ||
| Bulk Greeks Second Order | ✔ | |||
| Bulk Greeks Third Order | ✔ |
Streaming Access
The number of contracts that a tier can stream at the same time is defined below.
| Stream | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| # of streamable contracts for quotes | 0 | 0 | 10,000 | 15,000 |
| # of streamable contracts for trades | 0 | 0 | 15,000 | Unlimted (use the full trade stream) |
| Full trade Stream | ✔ |
Index Data
The resolution of the data is entirely dependent on the reporting exchange. For instance CBOE reports SPX every second. Indices from the Nasdaq Indices Feed are currently not supported. This includes $NDX.
If the previous reported price has not changed, there will be no new tick reported by Theta Data. For instance, if the price of SPX is $4000 at 9:31:00 and the price has not changed at 9:31:01, a new price message will not be available historically and in real-time. This is easy to work around as any "missing" historical price tick can be interpreted as the price did not change from the previous tick.
| Tier | Granularity | First Access Date | Delay | Rate Limit |
|---|---|---|---|---|
| FREE | EOD | 2024-01-01 | NO ACCESS | NO ACCESS |
| VALUE | 15-minute | 2023-01-01 | 15-minute | Unlimited |
| STANDARD | Lowest reported by venues | 2022-01-01 | real-time | Unlimited |
| PRO | Lowest reported by venues | 2020-01-01 | real-time | Unlimited |
Symbol Coverage
Real-time / ongoing updates is available for all indices reported on the CGIF. This includes SPX and VIX. Historic coverage for indices such as RUT and DJX is available between the first access date and 2024-07-01. There is no support for NDX or any symbols on the Nasdaq Indices feed. Our near term plans are to generate synthetic indices data that will match the officially reported prices with a 99% accuracy. This synthetic pricing data will be available to indices data subscribers once available.
Endpoint Access
| Endpoint | FREE | VALUE | STANDARD | PRO |
|---|---|---|---|---|
| EOD Report | X | X | X | X |
| Price | X | X | X | |
| Price Snapshot | X | X | ||
| OHLC Snapshot | X | X |