V3_STOCK_HISTORY_TRADE_QUOTE()

StandardPro

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.

Example

=THETADATA.V3_STOCK_HISTORY_TRADE_QUOTE("AAPL", "", "09:30:00", "16:00:00", TRUE, "nqb", "20240102", "20240105")

Parameters

symbolRequired  -

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

Type: string

Behavior: Required.

date  -

The date to fetch data for. If present, this overrides start_date and end_date.

Type: string

Behavior: Optional.

start_time  -

The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: string

Behavior: Optional (default: 09:30:00).

end_time  -

The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: string

Behavior: Optional (default: 16:00:00).

exclusive  -

If you prefer to match quotes with timestamps that are < the trade timestamp.

Type: boolean

Behavior: Optional (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

Behavior: Optional (default: nqb).

Enumnqb, utp_cta

start_date  -

The start date (inclusive).

Type: string

Behavior: Optional.

end_date  -

The end date (inclusive).

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.