Trades
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
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | The exchange timestamp of the trade (the time the trade was reported). Milliseconds since 00:00:00.000 (midnight) ET. |
| sequence | The exchange sequence. |
| ext_condition1 | Additional trade condition(s). These can be ignored for options. |
| ext_condition2 | Additional trade condition(s). These can be ignored for options. |
| ext_condition3 | Additional trade condition(s). These can be ignored for options. |
| ext_condition4 | Additional trade condition(s). These can be ignored for options. |
| condition | The trade condition. |
| size | The amount of contracts traded. |
| exchange | The exchange the trade was executed. |
| price | The price of the trade. |
| condition_flags | Future use. |
| price_flags | Future use. |
| volume_type | Future use. |
| records_back | Non-zero for trade cancellations and insertions. The value represents the amount of trades prior to the current trade to delete or insert. |
| date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
The symbol of the security. Option underlyings for indices might have special tickers.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
Uses CSV if true, legacy JSON if false.
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.