Trade Quote (v3)

StandardPro

GET

https://localhost:25503/v3/option/history/trade_quote

REQUIRED

The v3 Theta Terminal must be running to access data.

• Returns every trade reported by OPRA paired with the last NBBO quote reported by OPRA at the time of trade.
• A quote is matched with a trade if its timestamp <= the trade timestamp.
• To match trades with quotes timestamps that are < the trade timestamp, specify the exclusiveparameter to true. After thorough testing, we have determined that using exclusive=true might yield better results for various applications.

Sample URL

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

Returns every trade quote for an option contract

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

Returns every trade quote for all option contracts

http://localhost:25503/v3/option/history/trade_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)

exclusive  -

If you prefer to match quotes with timestamps that are < the trade timestamp.

Type: boolean (Default: true)

format  -

The format of the data when returned to the user.

Type: string (Default: csv)

Enumcsv, json, ndjson

Sample Code

Python