Trade Quote (v3)

StandardPro

GET

http://127.0.0.1:25503/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.
• 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 trade quote for an option contract

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

Returns every trade quote for an option contract between the specified dates (inclusive)

http://127.0.0.1:25503/v3/option/history/trade_quote?symbol=AAPL&expiration=20241108&strike=220.000&right=call&start_date=20241104&end_date=20241110

Returns every trade quote for all option contracts

http://127.0.0.1:25503/v3/option/history/trade_quote?symbol=AAPL&expiration=*&date=20241104

Click to open in browser (HTML)

http://127.0.0.1:25503/v3/option/history/trade_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)

exclusive  -

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

Type: boolean (Default: true)

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  -

Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of 2n + 1 strikes.

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 trade quote for an option contract

Content-Type

array of:

Sample Code

Python