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Quote At Time

ValueStandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Real-time request behavior:

Historical request behavior:

Returns the last NBBO quote reported by UTP & CTA feeds at a specified millisecond of the day.
The ivlparameter represents the milliseconds since 00:00:00.000 ET that the quote should be provided for.

Sample URL & Code

Paste the URL below into your browser while the Theta Terminal is running.
You can use the "request sample" box to the right of this box obtain sample
code in any programming language.

http://127.0.0.1:25510/v2/at_time/stock/quote?root=SPY&start_date=20240116&end_date=20240116&ivl=57600000

Parameters

Query Parameters

rootRequired  -

The symbol of the security. Option underlyings for indices might have special tickers.

Type: string
start_dateRequired  -

The start date (inclusive) of the request formatted as YYYYMMDD.

Type: integer
end_dateRequired  -

The end date (inclusive) of the request formatted as YYYYMMDD.

Type: integer
ivl  -

The number of milliseconds since 00:00:00.000 ET. Example: 09:30:00 ET = 34200000 & 16:00:00 ET = 57600000.

Type: integer (Default: 0)
rth  -

If this value is set to false and the request is for aggregated / intervalized data, the response will contain intervals from 00:00:000 ET to 23:59:999 ET. If the ivl is 0 or is unspecified, then rth will be forced to false. This means that all data for the day, even if it was outside regular trading hours would be returned. The default behavior is to only return data during regular trading hours (09:30:00.000 ET to 16:00.000 ET).

Type: boolean (Default: true)
venue  -

Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.

Type: string (Default: nqb)
Enumnqb, utp_cta
use_csv  -

Output is in comma-separated values if true, legacy JSON if false.

Type: boolean (Default: false)
pretty_time  -

If this value is set to true, ms_of_day and date will take the format of 09:30:00.000 and 2020-01-01; if set to false, ms_of_day will return the timestamp in milliseconds since midnight EST.

Type: boolean (Default: false)

Responses

OK

Sample Code

py