Quote Snapshot
ValueStandardPro
REQUIRED
The Theta Terminal must be running to access data.
Behavior
- Returns a real-time last BBO quote from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
- Returns a 15-minute delayed NBBO quote from the UTP & CTA feeds account has the stocks value subscription subscription.
- Thetadata resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
Sample URL
Paste the URL below into your browser while the Theta Terminal is running.
http://127.0.0.1:25510/v2/snapshot/stock/quote?root=AAPL
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | The time of the EOD report. Milliseconds since 00:00:00.000 (midnight) ET. |
| bid_size | The last BBO bid size. |
| bid_exchange | The last BBO bid exchange. |
| bid | The last BBO bid price. |
| bid_condition | The last BBO bid condition. |
| ask_size | The last BBO ask size. |
| ask_exchange | The last BBO ask exchange. |
| ask | The last BBO ask price. |
| ask_condition | The last BBO ask condition. |
| date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
rootRequired -
The symbol of the security. Option underlyings for indices might have special tickers.
Type: string (Default: SPX)
use_csvRequired -
Uses CSV if true, legacy JSON if false.
Type: boolean (Default: false)
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