V3_OPTION_AT_TIME_TRADE()

StandardPro

• Returns the last trade reported by OPRA at a specified millisecond of the day.
• Trade condition mappings can be found here.
• Extended trade conditions are not reported by OPRA for options, so they can be ignored.
• The time_of_dayparameter represents the 00:00:00.000 ET that the trade should be provided for.

Example

=THETADATA.V3_OPTION_AT_TIME_TRADE("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.