Bulk OHLC Snapshot
StandardPro
REQUIRED
The Theta Terminal must be running to access data.
Behavior
-
Returns a real-time session OHLC for every stock from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
-
Thetadata resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
Sample URL
Paste the URL below into your browser while the Theta Terminal is running.
http://127.0.0.1:25510/v2/bulk_snapshot/stock/ohlc?root=0
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | The time of the last OHLC report. Milliseconds since 00:00:00.000 (midnight) ET. |
| open | The opening trade price. |
| high | The highest traded price. |
| low | The lowest traded price. |
| close | The closing traded price. |
| volume | The amount of contracts traded. |
| count | The amount of trades. |
| date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
rootRequired -
The symbol of the security. Option underlyings for indices might have special tickers.
Type: string (Default: SPX)
use_csvRequired -
Uses CSV if true, legacy JSON if false.
Type: boolean (Default: false)
venue -
Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.
Type: string
Enumnqb, utp_cta