Trade Quote (v3)

StandardPro

GET

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

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.

Sample URL

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

Returns every trade quote for a given symbol between specified dates (inclusive)

http://localhost:25503/v3/stock/history/trade_quote?symbol=AAPL&date=20240102

Query Parameters

symbolRequired  -

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

Type: string

dateRequired  -

The date to fetch data for.

Type: string

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)

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