stock_at_time_quote()

ValueStandardPro

Real-time request:

• Subscription tier standard or higher will default to NQB.
• Real-time last BBO quote at-time_of_day-time from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
• 15-minute delayed NBBO quote at-time_of_day-time from the UTP & CTA feeds account has the stocks value subscription subscription.

Historical request:

Returns the last NBBO quote reported by UTP & CTA feeds at a specified millisecond of the day.

Parameters

symbolRequired  -

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

Type: str

start_dateRequired  -

The start date (inclusive).

Type: datetime.date

end_dateRequired  -

The end date (inclusive).

Type: datetime.date

time_of_dayRequired  -

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

Type: datetime.time

venue  -

Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.

Type: str (Default: nqb)

Enumnqb, utp_cta

Sample Code

pandas

Response

Returns the last quote for a given symbol between specified dates (inclusive) with a one minute interval

Dataframe type

array of: