Trade Quote
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
The symbol of the security. Option underlyings for indices might have special tickers.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
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.
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.