Bulk Trade 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 trade
reported by OPRA paired with the last NBBO quote
reported by OPRA at the time of trade. A quote
is matched with a trade if its timestamp <=
the trade timestamp. To
match trades with quotes timestamps that are <
the trade timestamp, specify the
exclusive
parameter to true
. After thorough testing, we have determined that using
exclusive=true
might yield better results for various applications.
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 start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
If you prefer to match quotes with timestamps that are < the trade timestamp, specify this parameter to true. This parameter only works with the trade_quote endpoint.
Output is in comma-separated values if true
, legacy JSON if false
.
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.