Trade Quote (v3)
REQUIRED
The v3 Theta Terminal must be running to access data.
Returns every trade reported by UTP & CTA paired with the last BBO quote reported by UTP or CTA at the time of trade. A quote is matched with a trade if its timestamp <= the trade timestamp. If you prefer to match quotes with timestamps that are < the trade timestamp, specify the exclusive parameter to true. Set the venue parameter to nqb to access current-day real-time historic data from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
- Multi-day requests are limited to 1 month of data.
Sample URL
Paste the URL below into your browser while the Theta Terminal is running.
Query Parameters
The stock or index symbol, or underlying symbol for options.
The date to fetch data for. If present, this overrides start_date and end_date.
The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).
The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).
If you prefer to match quotes with timestamps that are < the trade timestamp.
Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.
The format of the data when returned to the user.
The start date (inclusive).
The end date (inclusive).
Responses
Returns every trade quote for a given symbol between specified dates (inclusive)