ThetaData

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Trades ​

StandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Returns every trade reported by UTP & CTA. 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/trade?root=AAPL&start_date=20240102&end_date=20240102

Parameters ​

Query Parameters

rootRequired  -

The symbol of the security. Option underlyings for indices might have special tickers.

Type: string (Default: SPX)
start_dateRequired  -

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

Type: integer (Default: 20230915)
end_dateRequired  -

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

Type: integer (Default: 20230915)
use_csvRequired  -

Uses CSV if true, legacy JSON if false.

Type: boolean (Default: false)
start_time  -

If specified, the response will include all ticks on or after this number of milliseconds since midnight ET.

Type: string
end_time  -

If specified, the response will include all ticks on or before this number of milliseconds since midnight ET.

Type: string
venue  -

Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.

Type: string
Enumnqb, utp_cta

Responses ​

OK
JSON
{
"header": {
"id": 0,
"latency_ms": 0,
"error_type": "string",
"error_msg": "string",
"next_page": null,
"format": [
"ms_of_day",
"sequence",
"ext_condition1",
"ext_condition2",
"ext_condition3",
"ext_condition4",
"condition",
"size",
"exchange",
"price",
"condition_flags",
"price_flags",
"volume_type",
"records_back",
"date"
]
},
"response": [
[
14400004,
1,
32,
255,
1,
115,
1,
5,
65,
191.68,
7,
0,
0,
0,
20240102
],
[
14400004,
2,
32,
255,
1,
115,
1,
20,
65,
191.68,
7,
0,
0,
0,
20240102
]
]
}

Sample Code

py