Trade Quote
Pro
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Returns the data for all contracts that share the same provided root and expiration.
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.
- Expected response time: ~3 minutes
- Expected File Size: ~1.2 GB
Sample URL
Paste the URL below into your browser while the Theta Terminal is running.
http://127.0.0.1:25510/v2/file/option/trade_quote?start_date=20250512
Parameters
Query Parameters
start_dateRequired -
The start date (inclusive) of the request formatted as YYYYMMDD.
Type: integer
Responses
OK
string
Example
C:\Users\userName\ThetaData\ThetaTerminal\downloads\OPTION-TRADE_QUOTE-20250512.csv
Sample Code
py