EOD Report
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Since OPRA does not provide a national EOD
report for options, Thetadata generates a national EOD report at 17:15 ET each day.
ms_of_day represents the time of day the report was generated and
ms_of_day2 represents the time of the last trade. The quote in the response
represents the last NBBO reported by OPRA at the time of report generation.
You can read more about EOD & OHLC data here.
Sample URL & Code
Paste the URL below into your browser while the Theta Terminal is running.
You can use the "request sample" box to the right of this box obtain sample
code in any programming language.
http://127.0.0.1:25510/v2/hist/option/eod?root=AAPL&exp=20231103&strike=170000&right=C&start_date=20231102&end_date=20231102
Output Descriptions
| Field | Description |
|---|---|
| ms_of_day | The time of the EOD report. Milliseconds since 00:00:00.000 (midnight) ET. |
| ms_of_day2 | The time of the closing trade . Milliseconds since 00:00:00.000 (midnight) ET. |
| open | The opening trade price. |
| high | The highest traded price. |
| low | The lowest traded price. |
| close | The closing traded price. |
| volume | The amount of contracts traded. |
| count | The amount of trades. |
| 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. |
The quote fields (bid / ask info) may not be available prior to 2023-12-01. We will expose further history for the EOD quote in the near future.
Parameters
Query Parameters
The expiration date of the option contract formatted as YYYYMMDD.
The right of the option. 'C' for call; 'P' for put.
The strike price in 1/10ths of a cent. A $170.00 strike price would be 170000.
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.
The symbol of the security. Option underlyings for indices might have special tickers.