Trade Quote
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Returns every trade
reported by OPRA paired with the last NBBO quote
reported by OPRA at the time of trade. A quote
is matched with a trade if its timestamp <= the trade timestamp. To
match trades with quotes timestamps that are < the trade timestamp, specify the
exclusiveparameter to true. After thorough testing, we have determined that using
exclusive=true might yield better results for various applications.
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.
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 right of the option. 'C' for call; 'P' for put.
The strike price in 1/10th of a cent. A $170.00 strike price would be 170000.
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.
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 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.