Trade (v3)

StandardPro

GET

https://localhost:25503/v3/stock/at_time/trade

REQUIRED

The v3 Theta Terminal must be running to access data.

Real-time request:

• Returns a real-time session from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
• Returns a 15-minute delayed session from the UTP & CTA feeds account has the stocks value subscription subscription.

Historical request:

Returns the last trade reported by UTP & CTA feeds at a specified millisecond of the day.
Trade condition mappings can be found here.

Sample URL

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

Returns the last trade for a given symbol and specified time of day

http://localhost:25503/v3/stock/at_time/trade?symbol=SPY&start_date=20240116&end_date=20240116&time_of_day=09:30:00.100

Query Parameters

symbolRequired  -

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

Type: string

start_dateRequired  -

The start date (inclusive).

Type: string

end_dateRequired  -

The end date (inclusive).

Type: string

time_of_dayRequired  -

The time of the day to fetch data for; assumed to be America/New_York.

Type: string

venue  -

Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.

Type: string (Default: nqb)

Enumnqb, utp_cta

format  -

The format of the data when returned to the user.

Type: string (Default: csv)

Enumcsv, json, ndjson

Sample Code

Python