Stock Flat File Quote (v3)
REQUIRED
The v3 Theta Terminal must be running to access data.
Bulk download all stock 1-minute quote intervals for a given date as a CSV stream. Returns one row per minute in which a new quote was reported, grouped by symbol. Quotes are the NBBO from UTP & CTA. Requires a Professional stock subscription.
Only the 1-minute interval is currently available.
Each row carries two timestamps. interval_ms_of_day is the minute boundary the row sits on. quote_ms_of_day is the time of the quote itself, which is the last quote at or before that boundary and so usually precedes it.
A minute in which no new quote arrived is not sent. To reconstruct the full minute grid, forward-fill each row from its own interval_ms_of_day up to the next one for that symbol. Minutes before a symbol's first quote of the day are not sent either, and carry no quote to fill from.
Only the 7 most recent calendar days are available; data for the previous day is typically ready by 12:30-1am ET. See Flat Files Getting Started for details, or contact sales for more history.
Sample URL
Paste the URL below into your browser while the Theta Terminal is running.
Query Parameters
The date to fetch data for.
The format of the data when returned to the user.
Responses
CSV stream of all stock 1-minute quote intervals for the given date