Trade Snapshot
StandardPro
REQUIRED
The Theta Terminal must be running to access data.
Behavior
-
Returns a real-time last trade from the Nasdaq Basic feed if the account has a stocks standard or pro 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/trade?root=AAPL
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 trade price. |
| condition_flags | Future use. These fields can be ignored. |
| price_flags | Future use. These fields can be ignored. |
| volume_type | Future use. These fields can be ignored. |
| 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
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