Trade Quote

Pro

GET

http://127.0.0.1:25510/v2/file/stock/trade_quote

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Returns every trade reported by UTP & CTA paired with the last BBO quote reported by UTP or CTA at the time of trade.
A quote is matched with a trade if its timestamp < the trade timestamp.

• Expected response time: ~30 minutes
• Expected File Size: ~14 GB

Sample URL

Paste the URL below into your browser while the Theta Terminal is running.

http://127.0.0.1:25510/v2/file/stock/trade_quote?start_date=20250512

Parameters

Query Parameters

start_dateRequired  -

The start date (inclusive) of the request formatted as YYYYMMDD.

Type: integer

Responses

OK

Content-Type

string

ExampleC:\Users\userName\ThetaData\ThetaTerminal\downloads\STOCK-TRADE_QUOTE-20250512.csv

Sample Code

Python