Bulk Quote
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 every NBBO quote reported by OPRA. If the
ivl parameter is specified, the quote for each interval represents the last quote
at the interval's timestamp. We do not recommend omitting the ivl parameter
as tick-level quote responses are very large, which can produce undefined behavior. To request tick-level data, make
single contract requests. Any ivl under 60000 is not officially supported.
We also do not recommend using a date range over 1 day. Set exp to 0 if you want
to retrieve data for every option that shares the same root. This is only supported for 1 minute intervals (ivl=60000) (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.
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | Milliseconds since 00:00:00.000 (midnight) ET. |
| bid_size | The last NBBO bid size. |
| bid_exchange | The last NBBO bid exchange. |
| bid | The last NBBO bid price. |
| bid_condition | The last NBBO bid condition. |
| ask_size | The last NBBO ask size. |
| ask_exchange | The last NBBO ask exchange. |
| ask | The last NBBO ask price. |
| ask_condition | The last NBBO ask condition. |
| date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
The expiration date of the option contract formatted as YYYYMMDD.
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 symbol of the security. Option underlyings for indices might have special tickers.
The interval size in milliseconds. 1 minute intervals is 60000. Omitting this value or setting it to 0will provide tick-level data instead of aggregated / intervalized data.
If specified, the response will include all ticks on or after this number of milliseconds since midnight ET.
If specified, the response will include all ticks on or before this number of milliseconds since midnight ET.