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V3_OPTION_AT_TIME_QUOTE() ​

ValueStandardPro
  • Returns the last NBBO quote reported by OPRA at a specified millisecond of the day.
  • The time_of_dayparameter represents the 00:00:00.000 ET that the quote should be provided for.
  • Using a sub-minute time_of_day (e.g. 09:30:10.000) will significantly slow the request and may cause it to hang, particularly when using expiration=*. Use a minute-boundary time (e.g. 09:30:00.000) instead.

Example ​

=THETADATA.V3_OPTION_AT_TIME_QUOTE("AAPL", "20241104", "20241104", "09:30:01.000", "20241108", "220.000", "call", "", "")

Parameters ​

symbolRequired  -

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

Type: string
Behavior: Required.
start_dateRequired  -

The start date (inclusive).

Type: string
Behavior: Required.
end_dateRequired  -

The end date (inclusive).

Type: string
Behavior: Required.
time_of_dayRequired  -

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

Type: string
Behavior: Required.
expiration  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format, or * for all expirations.

Type: string
Behavior: Optional - leave blank for all expirations.
strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: string
Behavior: Optional (default: *).
right  -

The right (call or put) of the contract.

Type: string
Behavior: Optional (default: both).
Enumcall, put, both
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: string
Behavior: Optional.
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: string
Behavior: Optional.

Returns ​

A grid (string[][]) - a header row followed by one row per result. See the REST API reference for the full response schema.