Skip to content

Trade Quote

StandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Returns every trade reported by UTP & CTA paired with the
last BBO quote reported by UTP or CTA at the time of
trade. A quote is matched with a trade if its timestamp <= the trade timestamp.
If you prefer to match quotes with timestamps that are < the trade timestamp,
specify the ivl parameter to 1000. Set the venue parameter to nqb to access
current-day real-time historic data from the Nasdaq Basic feed if the account
has a stocks standard or pro subscription.

Sample URL

Paste the URL below into your browser while the Theta Terminal is running.

http://127.0.0.1:25510/v2/hist/stock/trade_quote?root=AAPL&start_date=20240102&end_date=20240102

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
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)
exclusive  -

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.

Type: boolean (Default: false)

Responses

OK

Sample Code

py