This is the v2 documentation and is no longer maintained. Please use the v3 documentation.
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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
ExampleC:\Users\userName\ThetaData\ThetaTerminal\downloads\OPTION-TRADE_QUOTE-20250512.csv

Sample Code

py