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
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | The exchange timestamp of the trade (the time the trade was reported). Milliseconds since 00:00:00.000 (midnight) ET. |
| sequence | The exchange sequence. |
| ext_condition1 | Additional trade condition(s). These can be ignored for options. |
| ext_condition2 | Additional trade condition(s). These can be ignored for options. |
| ext_condition3 | Additional trade condition(s). These can be ignored for options. |
| ext_condition4 | Additional trade condition(s). These can be ignored for options. |
| condition | The trade condition. |
| size | The amount of contracts traded. |
| exchange | The exchange the trade was executed. |
| price | The price of the trade. |
| condition_flags | Future use. |
| price_flags | Future use. |
| volume_type | Future use. |
| records_back | Non-zero for trade cancellations and insertions. The value represents the amount of trades prior to the current trade to delete or insert. |
| ms_of_day2 | The exchange timestamp of the quote. Milliseconds since 00:00:00.000 (midnight) ET. |
| bid_size | The last BBO bid size. |
| bid_exchange | The last BBO bid exchange. |
| bid | The last BBO bid price. |
| bid_condition | The last BBO bid condition. |
| ask_size | The last BBO ask size. |
| ask_exchange | The last BBO ask exchange. |
| ask | The last BBO ask price. |
| ask_condition | The last BBO ask condition. |
| date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
The symbol of the security. Option underlyings for indices might have special tickers.
Uses CSV if true, legacy JSON if false.
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.