EOD Report
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Since the equity SIPs only generate a partial EOD
report, Theta Data generates a national EOD report at 17:15 ET each day.
ms_of_day represents the time of day the report was generated and
ms_of_day2 represents the time of the last trade. The quote in the response
represents the last NBBO reported by CTA or UTP
at the time of report generation. You can read more about EOD & OHLC data
here. Theta Data plans to avail
SIP EOD reports in the near future.
Sample URL
Paste the URL below into your browser while the Theta Terminal is running.
http://127.0.0.1:25510/v2/hist/stock/eod?root=AAPL&start_date=20240101&end_date=20240131
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | The time of the EOD report. Milliseconds since 00:00:00.000 (midnight) ET. |
| ms_of_day2 | The time of the closing trade . 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. |
| bid_size | The last NBBO bid size. |
| bid_exchange | The last NBBO bid exchange. |
| bid | The last NBBO bid price. |
| bid_condition | The last NBBO bid condition. |
| ask_size | The last NBBO ask size. |
| ask_exchange | The last NBBO ask exchange. |
| ask | The last NBBO ask price. |
| ask_condition | The last NBBO ask condition. |
| date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
The symbol of the security. Option underlyings for indices might have special tickers.
Uses CSV if true, legacy JSON if false.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.