Ho Ho Ho, Refer a Friend and Get $10!

You can refer a friend and each receive a $10 ThetaData credit to be used towards your next purchase or existing subscription. The top referrer by February 1st will receive $100 in credits and a limited edition ThetaData T-shirt. A guide on referring friends can be found here.

Quote & Trade Streaming

We recently added quote & trade streaming to our API. Streaming is simply receiving continuous updates throughout the trading day. Standard & Pro subscribers will have access to real-time streaming for quotes & trades. The Pro tier will have the ability to request the full real-time options trade feed. We deliver this feed with impeccable latency and it uses less than 1mbps of bandwidth! Check out our streaming example.

10+ Years of US Stocks Data Now Available (Beta Test)

All options data subscribers now have access to quotes and trades for most US stocks. Free accounts have access to 2 years of end of day (EOD) stocks data. We will roll out a separate subscription with full universe data soon. Once the equities subscription is launched, new options data subscribers will have to pay separately for it. Existing subscribers will get it for free!

Need help getting started?

Getting started with a new API can sometimes be a daunting task. We recently improved our documentation, which includes extensive examples of using our low latency market data service.

The Fun Stuff

Last month, we added a new router to improve reliability, security, and quality of service. Below is a shot of me in our data center working on that.

We are located in the same data center as many of the large exchanges. This interconnection gives us low real-time latency and high reliability. We have had many client requests to rent dedicated servers in our cabinet. Co-locating with us reduces latency & lowers internet fees. I am pleased to say that we are working on this and hope to have a service available by early 2023.

Happy Holidays!

Bailey Danseglio

CEO @ ThetaData

10+ Years of Options Data Available + QuantPy Partnership

10+ Years of options data is now available After 2 months of processing historical option and equity feeds at speeds of up to 16 million messages per second, we have fully recorded over 10 years of options (OPRA) data! Over 2 trillion messages have been processed during this processing period - an incredible milestone. The earliest date PRO tier clients can access is June 1st, 2012.

QuantPy + Theta Data partnership

We have partnered with the QuantPy YouTube channel! QuantPy makes guides on applying principles of quantitative finance. Theta Data is featured in their latest video.

What’s up next?

We will be adding new types of data, including market data scanners, which aggregate an entire market data feed to provide a small, insightful output back to you. We will also reduce the amount of steps required to get started with Theta Data. In our next API update, we will bundle the Java Runtime Environment (JRE) with the API. Users will no longer have to worry about having the right version of Java installed.

Thanks for tuning in!

- Bailey Danseglio CEO @ Theta Data

One Billion Days of Options Data + Huge API Update

It has been a while since our last post. We have opted to do more sporadic, higher-quality updates.

One Billion Days of Options Data

Our 4 nodes are still hammering away at processing the 10+ years of historical data we took delivery of. We have reached 1 billion days / entries of data recorded - a huge milestone. We expect to have the full 10 years recorded by late September / Early October.

Adding more capacity

Yesterday our data center operations team conducted an installation of a midplane drive cage on NJ1. This will allow us to increase our storage capacity for that server by 80 Terabytes!

Huge API Update V3.0

Make sure you update your API and terminal! The latest versions of the API and Terminal can be found here The changelog is below.

What’s Happening Next Week?

We will be pushing out an API and terminal update that contains some quality of life improvements such as the option to request open, high, low, close (OHLC) data on any interval you want! Our next Python API update will also eliminate the hassle using a terminal and will run it for you.

- Bailey Danseglio CEO @ Theta Data