Updated: Jun 16, 2025
Introducing Flat File Access for Pro Users
We’re excited to announce a major new feature in Theta Terminal: flat file access is now available to all Pro subscribers. Flat files provide a streamlined way to access large datasets in a structured CSV format, ideal for quantitative research, model development, and archival.
What’s Included
Pro users can now retrieve daily flat files for the following data types:
Name
Description
Response Time
File Size
Option Trade Quote
All OPRA trades matched with the latest NBBO quote
~3 min
~1.2 GB
Option Open Interest
Daily open interest across all contracts
~1 min
~50 MB
Option EOD
National end-of-day report for options
~1 min
~150 MB
Stock Trade Quote
Every CTA and UTP trade with the corresponding BBO
~30 min
~14 GB
Stock EOD
National end-of-day report for stocks
~1 sec
~1.5 MB
How It Works
When you make a request via your local Theta Terminal instance, it generates a CSV file and returns the path once it’s ready. Documentation here
For example:
http://127.0.0.1:25510/v2/file/option/trade_quote?start_date=20250512
Once complete, the file will be saved to:
C:\Users\
Requirements & Limitations
Flat file access is available to Pro users only.
Data is limited to the 7 most recent calendar days.
We recommend using a fast disk to minimize generation time.
If you need historical data beyond 7 days, please reach out to sales@thetadata.net.
We’d Love Your Feedback
This feature is in beta, and we’re actively listening. Let us know how you’re using flat files, and what would make the experience even better by contacting support@thetadata.net.
More enhancements are on the way—stay tuned.
– The ThetaData Team