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Bulk OHLC ​

StandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Retrieve a real-time last SIP corrected session OHLC for all option contracts that share the same expiration and root. Make exp 0 if you want to get the snapshot for every expiration chain for the underlying.

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/bulk_snapshot/option/ohlc?root=AAPL&exp=20260116

This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.

Parameters ​

Query Parameters

rootRequired  -

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

Type: string (Default: SPX)
expRequired  -

The expiration date of the option contract formatted as YYYYMMDD.

Type: integer (Default: 20231103)
use_csvRequired  -

Uses CSV if true, legacy JSON if false.

Type: boolean (Default: false)

Responses ​

OK
JSON
{
"header": {
"id": 0,
"latency_ms": 0,
"error_type": "string",
"error_msg": "string",
"next_page": null,
"format": [
"ms_of_day",
"open",
"high",
"low",
"close",
"volume",
"count",
"date"
]
},
"response": [
{
"ticks": [
[
34200000,
14.3,
14.8,
13.5,
14.3,
50,
18,
20231103
],
[
35100000,
15.5,
15.61,
15.38,
15.51,
26,
10,
20231103
]
],
"contract": {
"root": "AAPL",
"expiration": 20231103,
"strike": 160000,
"right": "C"
}
},
{
"ticks": [
[
34200000,
0.01,
0.15,
0.01,
0.01,
718,
113,
20231103
],
[
35100000,
0.01,
0.01,
0.01,
0.01,
232,
30,
20231103
]
],
"contract": {
"root": "AAPL",
"expiration": 20231103,
"strike": 160000,
"right": "P"
}
}
]
}

Sample Code

py