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EOD Report ​

FreeValueStandardPro

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

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

rootRequired  -

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

Type: string
expRequired  -

The expiration date of the option contract formatted as YYYYMMDD.

Type: integer
strikeRequired  -

The strike price in 1/10th of a cent. A $170.00 strike price would be 170000.

Type: integer
rightRequired  -

The right of the option. 'C' for call; 'P' for put.

Type: string (Default: C)
EnumC, P
start_dateRequired  -

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

Type: integer
end_dateRequired  -

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

Type: integer
use_csv  -

Output is in comma-separated values if true, legacy JSON if false.

Type: boolean (Default: false)
pretty_time  -

If this value is set to true, ms_of_day and date will take the format of 09:30:00.000 and 2020-01-01; if set to false, ms_of_day will return the timestamp in milliseconds since midnight EST.

Type: boolean (Default: false)

Responses ​

OK

Sample Code

py