ThetaData

Appearance

Trades ​

StandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Returns every trade reported by OPRA. Trade condition
mappings can be found here. Extended trade conditions are
not reported by OPRA for options, so they can be ignored.

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/trade?root=AAPL&exp=20231103&strike=150000&right=C&start_date=20231103&end_date=20231103

Parameters ​

Query Parameters

expRequired  -

The expiration date of the option contract formatted as YYYYMMDD.

Type: integer (Default: 20231103)
rightRequired  -

The right of the option. 'C' for call; 'P' for put.

Type: string (Default: C)
EnumC, P
strikeRequired  -

The strike price in 1/10th of a cent. A $170.00 strike price would be 170000.

Type: integer (Default: 170000)
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)
use_csvRequired  -

Uses CSV if true, legacy JSON if false.

Type: boolean (Default: false)
rootRequired  -

The symbol of the security. Option underlyings for indices might have special tickers.

Type: string (Default: SPX)
start_time  -

If specified, the response will include all ticks on or after this number of milliseconds since midnight ET.

Type: string
end_time  -

If specified, the response will include all ticks on or before this number of milliseconds since midnight ET.

Type: string

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",
"date"
]
},
"response": [
[
43860664,
602567584,
255,
255,
255,
255,
125,
1,
43,
5.84,
0,
1,
0,
0,
20240116
]
]
}

Sample Code

py