ThetaData v3
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Open High Low Close (v3) ​

ValueStandardPro

REQUIRED

The v3 Theta Terminal must be running to access data.

  • Aggregated OHLC bars that use SIP rules for each bar.
  • Time timestamp of the bar represents the opening time of the bar. For a trade to be part of the bar: bar timestamp <= trade time < bar timestamp + interval.
  • Multi-day requests are limited to 1 month of data.

Sample URL ​

Paste the URL below into your browser while the Theta Terminal is running.

Returns OHLC for an option contract
http://127.0.0.1:25503/v3/option/history/ohlc?symbol=AAPL&expiration=20231103&strike=170.000&right=call&date=20231103&interval=1m

Click to open in browser (HTML)
http://127.0.0.1:25503/v3/option/history/ohlc?symbol=AAPL&expiration=20231103&strike=170.000&right=call&date=20231103&interval=1m&format=html

Returns OHLC for an option contract
http://127.0.0.1:25503/v3/option/history/ohlc?symbol=AAPL&expiration=20231103&strike=170.000&right=call&start_date=20231103&end_date=20231110&interval=1m

Click to open in browser (HTML)
http://127.0.0.1:25503/v3/option/history/ohlc?symbol=AAPL&expiration=20231103&strike=170.000&right=call&start_date=20231103&end_date=20231110&interval=1m&format=html

Query Parameters ​

date  -

The date to fetch data for. If present, this overrides start_date and end_date.

Type: string
symbolRequired  -

The stock or index symbol, or underlying symbol for options.

Type: string
expirationRequired  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format.

Type: string
strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: string (Default: *)
right  -

The right (call or put) of the contract.

Type: string (Default: both)
Enumcall, put, both
intervalRequired  -

The size of the time interval must be one of the available options listed below. Intervals less than 1m are available only for single-day requests.

Type: string (Default: 1s)
Enumtick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h
start_time  -

The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: string (Default: 09:30:00)
end_time  -

The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: string (Default: 16:00:00)
strike_range  -

Used to specify a filter to limit the number of contracts returned relative to the underlying's spot price. Will return the specified number of strikes above and below the spot price, as well as the at-the-money strike.

Type: integer
format  -

The format of the data when returned to the user.

Type: string (Default: csv)
Enumcsv, json, ndjson, html
start_date  -

The start date (inclusive).

Type: string
end_date  -

The end date (inclusive).

Type: string

Responses ​

Returns OHLC for an option contract

array of:

Sample Code ​

py