V3_STOCK_AT_TIME_TRADE()
StandardPro
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.
Example
=THETADATA.V3_STOCK_AT_TIME_TRADE("SPY", "20240116", "20240116", "09:30:00.100", "nqb")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.
venue -
Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.
Type: string
Behavior: Optional (default: nqb).
Enumnqb, utp_cta
Returns
A grid (string[][]) - a header row followed by one row per result. See the REST API reference for the full response schema.