Quote (v3)

ValueStandardPro

GET

http://127.0.0.1:25503/v3/option/history/quote

REQUIRED

The v3 Theta Terminal must be running to access data.

• Returns every NBBO quote reported by OPRA.
• If the interval parameter is specified, the quote for each interval represents the last quote at the interval's timestamp.
• Multi-day requests are limited to 1 month of data, and must specify an expiration.

Sample URL

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

Returns every quote for an option contract

http://127.0.0.1:25503/v3/option/history/quote?symbol=AAPL&expiration=20241108&strike=220.000&right=call&date=20241104&interval=1m

Returns every quote for an option contract in the specified date range

http://127.0.0.1:25503/v3/option/history/quote?symbol=AAPL&expiration=20241108&strike=220.000&right=call&start_date=20241104&end_date=20241111&interval=1m

Returns every quote for all option contracts

http://127.0.0.1:25503/v3/option/history/quote?symbol=AAPL&expiration=*&date=20241104&interval=1m

Click to open in browser (HTML)

http://127.0.0.1:25503/v3/option/history/quote?symbol=AAPL&expiration=*&date=20241104&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, or * for all expirations.

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

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)

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

max_dte  -

If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned.

Type: integer

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 every quote for an option contract

Content-Type

array of:

Sample Code

Python