Bulk Trade At Time
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Returns the data for all contracts that share the same provided root and expiration.
Returns the last trade reported by OPRA at
a specified millisecond of the day. Trade condition
mappings can be found here. Extended trade conditions are
not reported by OPRA for options, so they can be ignored.
The ivlparameter represents the milliseconds since
00:00:00.000 ET that the trade should be provided for. Set exp to 0 if you want
to retrieve data for every option that shares the same root. (note: Any exp=0 must be requested day by day)
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.
Parameters
Query Parameters
The symbol of the security. Option underlyings for indices might have special tickers.
The expiration date of the option contract formatted as YYYYMMDD.
The strike price in 1/10th of a cent. A $170.00 strike price would be 170000.
The right of the option. 'C' for call; 'P' for put.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
Uses CSV if true, legacy JSON if false.
The number of milliseconds since 00:00:00.000 ET. Example: 09:30:00 ET = 34200000 & 16:00:00 ET = 57600000.
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).