Quotes
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Returns every NBBO quote reported by UTP and CTA. If the
ivl
parameter is specified, the quote for each interval represents the last quote
prior to the interval's timestamp. Set the venue
parameter to nqb
to access
current-day real-time historic data from the Nasdaq Basic feed if the account
has a stocks standard or pro subscription.
Sample URL
Paste the URL below into your browser while the Theta Terminal is running.
http://127.0.0.1:25510/v2/hist/stock/quote?root=AAPL&start_date=20240102&end_date=20240102&ivl=60000
Output Descriptions
Field | Description |
---|---|
ms_of_day | Milliseconds since 00:00:00.000 (midnight) ET. |
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 interval size in milliseconds. 1 minute intervals is 60000
. Omitting this value or setting it to 0
will provide tick-level data instead of aggregated / intervalized data.
If this value is set to false
and the request is for aggregated / intervalized data, the response will contain intervals from 00:00:000 ET to 23:59:999 ET. If the ivl
is 0
or is unspecified, then rth will be forced to false
. This means that all data for the day, even if it was outside regular trading hours would be returned. The default behavior is to only return data during regular trading hours (09:30:00.000 ET to 16:00.000 ET).
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
If specified, the response will include all ticks on or after this time.
If specified, the response will include all ticks on or before this time.
Used to specify the venue of the real time or historic request. nqb
= Nasdaq Basic; utp_cta
= merged UTP & CTA.