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Trade Quote (v3) ​

StandardPro

REQUIRED

The v3 Theta Terminal must be running to access data.

Returns every trade reported by UTP & CTA paired with the last BBO quote reported by UTP or CTA at the time of trade. A quote is matched with a trade if its timestamp <= the trade timestamp. If you prefer to match quotes with timestamps that are < the trade timestamp, specify the exclusive parameter to true. Set the venue parameter to nqb to access current-day real-time historic data from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.

  • Multi-day requests are limited to 1 month of data.
  • For current-day data requests, trades are matched with the last quote reported before the trade (unless use_time_based_trade_quote is given).
  • For deeper historical data, trades are matched with quotes based on millisecond timestamps. A quote is matched with a trade if its timestamp <= the trade timestamp.
  • To match trades with quotes timestamps that are < the trade timestamp, specify the exclusiveparameter to true. After thorough testing, we have determined that using exclusive=true might yield better results for various applications.

Sample URL ​

Paste the URL below into your browser while the Theta Terminal is running.

Returns every trade quote for a given symbol on specified date
http://127.0.0.1:25503/v3/stock/history/trade_quote?symbol=AAPL&date=20240102

Click to open in browser (HTML)
http://127.0.0.1:25503/v3/stock/history/trade_quote?symbol=AAPL&date=20240102&format=html

Returns every trade quote for a given symbol between specified dates (inclusive)
http://127.0.0.1:25503/v3/stock/history/trade_quote?symbol=AAPL&start_date=20240102&end_date=20240105

Click to open in browser (HTML)
http://127.0.0.1:25503/v3/stock/history/trade_quote?symbol=AAPL&start_date=20240102&end_date=20240105&format=html

Query Parameters ​

symbolRequired  -

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

Type: string
date  -

The date to fetch data for. If present, this overrides start_date and end_date.

Type: string
start_time  -

The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: string (Default: 09:30:00)
end_time  -

The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: string (Default: 16:00:00)
exclusive  -

If you prefer to match quotes with timestamps that are < the trade timestamp.

Type: boolean (Default: true)
venue  -

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

Type: string (Default: nqb)
Enumnqb, utp_cta
format  -

The format of the data when returned to the user.

Type: string (Default: csv)
Enumcsv, json, ndjson, html
start_date  -

The start date (inclusive).

Type: string
end_date  -

The end date (inclusive).

Type: string
use_time_based_trade_quote  -

Affects requests for current-day data only. If true, trades will be matched with a quote based on millisecond timestamps (the same as for historical data).

Type: boolean (Default: true)

Responses ​

Returns every trade quote for a given symbol between specified dates (inclusive)

array of:

Sample Code ​

py