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Equities Data
Full Trade Stream: Provides every trade reported on the Nasdaq Basic Feed with the last BBO quote at the time of trade.
Bulk Equity Snapshot: returns a real time last BBO quote or OHLC for every stock from the Nasdaq Basic Feed in 25ms.
Live Current Day History: By specifying the venue parameter, you can now retrieve real-time, current day historic data for equities.
Dividends: We now support historical dividend data.
Options Data
Trade Greeks Performance Boost: You can now specify the perf_boost=true parameter to read 1 second intervals for the underlying instead of tick-level quotes. This significantly improves the speed of historic trades greeks requests.
Real-time Option Greeks: All equity option greeks snapshot endpoints use the real-time underlying price as a source.
Historic All Greeks: We now return 1st, 2nd, and 3rd order greeks in a single response for both trades and quotes.
List Contracts by Root: You can now list all contracts that were quoted or traded on a specific day for a specific symbol(s).
Bulk Historic Data Improvements: You can now request historic data for the entire underlying symbol by specifying exp=0. Below is a list of current exp=0 support. We have also optimized these exp=0 requests to perform less random disk operations than our old method. We have plans to expand this support to other requests like trade_quote and trade_greeks soon.
Other Cool Features
Stream Resubscription: Theta Terminal 1.6.3 or later will automatically resubscribe to all previous streams upon a reconnect to Theta Data. This makes weekend maintenances or unexpected disconnects much more graceful.
Verify Stream Requests: You can now verify if your WebSocket streaming requests were successful.
Start & End Time: You can now specify the start and end time you’d like to access tick level or intervals data on.
August Timeline
Full 12 years of cached and v2 (anything that isn’t quotes) for OPRA options and UTP equities data.
New EOD reports that use 15:45 ET as the time of generation. A greeks report that uses this time will also follow.
Everything but tick-level OPRA NBBO will be moved to NVMe storage for faster retrieval.
Instantaneous availability of data from the previous day.
Snapshot support after our midnight reset, which would make snapshots work over the weekend.
Strike range for bulk historic data requests.
September Timeline
A sandbox week of history that anyone can access, regardless of subscription tier.
Bulk historic support for other requests.
Expansion of our presence in the EWR2 campus by over 300%.
Colocation in the NY4 campus.
New Website featuring API keys
Password Reset Email
Several days ago, we inadvertently sent out a password reset email for a test site we will deploy sometime in the future. This email can be ignored.
