ThetaData v3

Appearance

Quote (v3) ​

ValueStandardPro

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.

Sample URL ​

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

Returns every quote for an option contract
http://localhost:25503/v3/option/history/quote?symbol=AAPL&expiration=20241108&strike=220.000&right=call&date=20241104&interval=1m

Returns every quote for all option contracts
http://localhost:25503/v3/option/history/quote?symbol=AAPL&expiration=*&date=20241104&interval=1m

Query Parameters ​

dateRequired  -

The date to fetch data for.

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.

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

The end time (inclusive) in the specified day.

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

The size of the time interval must be one of the available options listed below.

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: int32
format  -

The format of the data when returned to the user.

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

Responses ​

Returns every quote for an option contract

array of:

Sample Code ​

py