The Theta Data Excel add-in provides new functions for gathering market data, and inserting it into a sheet. Each function is in the THETADATA namespace in Excel. You can see a list of functions by typing =THETADATA. into a cell. A menu should pop up listing all the functions.

Subscription Required

You must have a Theta Data subscription, and Theta Data terminal running to use this Excel add-in!

INFO

Optional parameters are always at the end of the function, and are not set by being left off.

Stock Examples

=THETADATA.STOCK_SNAPSHOT("quote", "GOOG") - Fetch all quotes for Google. =THETADATA.STOCK_SNAPSHOT("quote") - Fetch all quotes for all stocks.

=THETADATA.STOCK_AT_TIME("trade", "2024-02-20", "2024-02-23", "AAPL", 400000) - Fetch all of the trades between 2024-02-20 and 2024-02-23, 400,000ms after midnight for Apple.

=THETADATA.STOCK_HISTORY("eod", "2023-01-01", "2024-12-31", "RDDT") - Fetch the end-of-day data for Reddit for 2023.

Options Examples

=THETADATA.OPTIONS_SNAPSHOT("greeks", "GOOG") - Fetch the greeks for Google for all expirations, strikes, and rights. This can return a LOT of data. =THETADATA.OPTIONS_SNAPSHOT("trade", "GOOG", "2025-12-19", 150, "C") - Fetch the trades for CALL options for Google expiring Dec 19th 2025.

=THETADATA.OPTIONS_AT_TIME("quote", "2024-02-20", "2024-02-23", "AAPL", 400000) - Fetch all trades for Apple between 2024-02-20 and 2024-02-23, 400,000ms after midnight.

=THETADATA.OPTIONS_HISTORY("ohlc", "2024-02-20", "2024-02-21", "RDDT") - Fetch Open, High, Low, and Close aggregates for Reddit options on Feb 20th 2024. =THETADATA.OPTIONS_HISTORY("open_interest", "2024-02-20", "2024-02-21", "RDDT", "2025-04-17") - Fetch open interest for the Reddit options expiring April 17th 2025.

Index Examples

=THETADATA.INDEX_SNAPSHOT("price", "SPX") - Fetch the current price of the S&P.

=THETADATA.INDEX_HISTORY("price", "2023-01-01", "2024-12-31", "SPX") - Get the price of the S&P for 2023.