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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 (Default: SPX)
use_csvRequired  -

Uses CSV if true, legacy JSON if false.

Type: boolean (Default: false)
start_dateRequired  -

The start date (inclusive) of the request formatted as YYYYMMDD.

Type: integer (Default: 20230915)
end_dateRequired  -

The end date (inclusive) of the request formatted as YYYYMMDD.

Type: integer (Default: 20230915)
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
JSON
{
"header": {
"id": 0,
"latency_ms": 0,
"error_type": "string",
"error_msg": "string",
"next_page": null,
"format": [
"ms_of_day",
"sequence",
"ext_condition1",
"ext_condition2",
"ext_condition3",
"ext_condition4",
"condition",
"size",
"exchange",
"price",
"condition_flags",
"price_flags",
"volume_type",
"records_back",
"ms_of_day2",
"bid_size",
"bid_exchange",
"bid",
"bid_condition",
"ask_size",
"ask_exchange",
"ask",
"ask_condition",
"date"
]
},
"response": [
[
14400004,
1,
32,
255,
1,
115,
1,
5,
65,
191.68,
7,
0,
0,
0,
14400004,
2,
65,
190.05,
0,
1,
65,
191.68,
0,
20240102
],
[
14400004,
2,
32,
255,
1,
115,
1,
20,
65,
191.68,
7,
0,
0,
0,
14400004,
2,
65,
190.05,
0,
1,
65,
191.68,
0,
20240102
]
]
}

Sample Code

py