Quotes
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Returns every NBBO quote reported by OPRA. If the
ivl parameter is specified, the quote for each interval represents the last quote
at the interval's timestamp.
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/hist/option/quote?root=AAPL&exp=20231103&strike=170000&right=C&start_date=20231103&end_date=20231103&ivl=900000
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | The exchange timestamp or interval time of the option quote. Milliseconds since 00:00:00.000 (midnight) ET. |
| bid_size | The last NBBO bid size. |
| bid_exchange | The last NBBO bid exchange. |
| bid | The last NBBO bid price. |
| bid_condition | The last NBBO bid condition. |
| ask_size | The last NBBO ask size. |
| ask_exchange | The last NBBO ask exchange. |
| ask | The last NBBO ask price. |
| ask_condition | The last NBBO ask condition. |
| date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
The symbol of the security. Option underlyings for indices might have special tickers.
The expiration date of the option contract formatted as YYYYMMDD.
The strike price in 1/10ths of a cent. A $170.00 strike price would be 170000.
The right of the option. 'C' for call; 'P' for put.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
Uses CSV if true, legacy JSON if false.
The interval size in milliseconds. 1 minute intervals is 60000. Omitting this value or setting it to 0will provide tick-level data instead of aggregated / intervalized data.
If this value is set to false and the request is for aggregated / intervalized data, the response will contain intervals from 00:00:000 ET to 23:59:999 ET. If the ivl is 0 or is unspecified, then rth will be forced to false. This means that all data for the day, even if it was outside regular trading hours would be returned. The default behavior is to only return data during regular trading hours (09:30:00.000 ET to 16:00.000 ET).
If specified, the response will include all ticks on or after this time.
If specified, the response will include all ticks on or before this time.