The Theta Data Excel add-in provides new functions for gathering market data, and inserting it into a sheet. Each function is in the THETADATA namespace in Excel, prefixed with V3_ and named after the underlying operation (e.g. V3_STOCK_SNAPSHOT_OHLC, V3_OPTION_HISTORY_QUOTE). You can see a list of functions by typing =THETADATA.V3_ into a cell, and a menu should pop up listing all of them. Or browse the full list, grouped by data type, in the sidebar. Every function's page also shows its own example formula.

Subscription Required

You need a Standard or Pro subscription and the latest version of Theta Data terminal running to use this Excel add-in!

INFO

Optional parameters are always at the end of the function, and are not set by being left off.

TIP

String parameters must be wrapped in double quotes, the same as in any other Excel formula.

Stock Examples

=THETADATA.V3_STOCK_SNAPSHOT_QUOTE("GOOG") - Fetch the current quote for Google. =THETADATA.V3_STOCK_SNAPSHOT_QUOTE() - Fetch the current quote for every stock (leaving symbol blank means "all").

=THETADATA.V3_STOCK_AT_TIME_TRADE("AAPL", "2024-02-20", "2024-02-23", "09:06:40.000") - Fetch all of the trades between 2024-02-20 and 2024-02-23, at 09:06:40.000 ET for Apple.

=THETADATA.V3_STOCK_HISTORY_EOD("RDDT", "2024-01-01", "2024-06-30") - Fetch the end-of-day data for Reddit for the first half of 2024 (stock_history_eod caps a single request at 365 days). =THETADATA.V3_STOCK_HISTORY_QUOTE("AAPL", "2024-02-20", "1m") - Fetch one-minute quote bars for Apple on 2024-02-20 (the date argument overrides start_date/end_date for a single day).

=THETADATA.V3_STOCK_LIST_SYMBOLS() - List every stock ticker symbol Theta Data has data for. =THETADATA.V3_STOCK_LIST_DATES("quote", "AAPL") - List every date Apple has quote data available.

Options Examples

=THETADATA.V3_OPTION_SNAPSHOT_GREEKS_FIRST_ORDER("GOOG") - Fetch the greeks for Google for all expirations, strikes, and rights. This can return a LOT of data. =THETADATA.V3_OPTION_SNAPSHOT_TRADE("AAPL", "2026-07-17", "325", "call") - Fetch the trades for a CALL option on Apple expiring 2026-07-17 with a $325 strike (near-term, actively-traded contracts are far more likely to have real trade activity than a stale one. Update the expiration/strike periodically as this one ages out).

=THETADATA.V3_OPTION_AT_TIME_QUOTE("AAPL", "2024-02-20", "2024-02-20", "09:30:00.000") - Fetch the last quote for every Apple option contract at 09:30:00.000 ET on 2024-02-20 (leaving expiration blank wildcards to "every expiration", which only works for a single day, so start_date and end_date must match).

=THETADATA.V3_OPTION_HISTORY_OHLC("AAPL", "2024-03-15", "2024-02-20", null, null, "1m") - Fetch one-minute Open, High, Low, and Close aggregates for Apple options expiring 2024-03-15, on Feb 20th 2024 (using the date override for a single day). =THETADATA.V3_OPTION_HISTORY_OPEN_INTEREST("AAPL", "2024-02-20", "2024-03-15") - Fetch open interest for Apple options expiring 2024-03-15, on Feb 20th 2024.

=THETADATA.V3_OPTION_LIST_SYMBOLS() - List every underlying symbol Theta Data has option data for. =THETADATA.V3_OPTION_LIST_EXPIRATIONS("AAPL") - List every expiration available for Apple options. =THETADATA.V3_OPTION_LIST_STRIKES("AAPL", "2025-12-19") - List every strike available for Apple options expiring Dec 19th 2025. =THETADATA.V3_OPTION_LIST_CONTRACTS("quote", "2024-02-20", "AAPL") - List every Apple option contract that had quote data on 2024-02-20.

Index Examples

=THETADATA.V3_INDEX_SNAPSHOT_PRICE("SPX") - Fetch the current price of the S&P.

=THETADATA.V3_INDEX_AT_TIME_PRICE("SPX", "2024-02-20", "2024-02-23", "10:00:00.000") - Fetch the S&P price at 10:00:00.000 ET, between 2024-02-20 and 2024-02-23.

=THETADATA.V3_INDEX_HISTORY_PRICE("SPX", null, null, null, "1h", "2024-02-01", "2024-02-29") - Get the hourly price of the S&P for February 2024 (index_history_price caps a single bulk request at one month).

=THETADATA.V3_INDEX_LIST_SYMBOLS() - List every index ticker symbol Theta Data has data for.

Interest Rate Examples

=THETADATA.V3_INTEREST_RATE_HISTORY_EOD("SOFR", "2024-01-01", "2024-12-31") - Fetch daily SOFR rates for 2024.

Market Calendar Examples

=THETADATA.V3_CALENDAR_OPEN_TODAY() - Fetch today's market schedule. =THETADATA.V3_CALENDAR_ON_DATE("2024-11-29") - Check whether the market closed early on the day after Thanksgiving 2024. =THETADATA.V3_CALENDAR_YEAR("2024") - List every market holiday in 2024.