{ "opencollection": "1.0.0", "info": { "name": "Theta Data v3 At-Time Snapshot API", "version": "3.0.0" }, "items": [ { "info": { "name": "Snapshot", "type": "folder" }, "items": [ { "info": { "name": "Open High Low Close", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/snapshot/ohlc", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options. Specify '*' for all symbols or a comma separated list when appropriate." }, { "name": "venue", "value": "", "type": "query", "description": "Used to specify the venue of the real time or historic request. ``nqb`` = Nasdaq Basic; ``utp_cta`` = merged UTP & CTA." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "\nProvides a real-time Open, High, Low, Close for the current day.\n* Returns a real-time session OHLC from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).\n* Returns a 15-minute delayed session OHLC from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) if the account has the stocks value subscription.\n* Theta Data resets its snapshot cache at midnight ET every day. " }, { "info": { "name": "Trade", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/snapshot/trade", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options. Specify '*' for all symbols or a comma separated list when appropriate." }, { "name": "venue", "value": "", "type": "query", "description": "Used to specify the venue of the real time or historic request. ``nqb`` = Nasdaq Basic; ``utp_cta`` = merged UTP & CTA." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "\nReturns a real-time last trade from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).\n\n- Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.\n" }, { "info": { "name": "Quote", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/snapshot/quote", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options. Specify '*' for all symbols or a comma separated list when appropriate." }, { "name": "venue", "value": "", "type": "query", "description": "Used to specify the venue of the real time or historic request. ``nqb`` = Nasdaq Basic; ``utp_cta`` = merged UTP & CTA." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "* Returns a real-time last BBO quote from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).\n* Returns a 15-minute delayed NBBO quote from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.\n- Theta Data resets its snapshot cache at midnight ET every day. This endp" }, { "info": { "name": "Market Value", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/snapshot/market_value", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options. Specify '*' for all symbols or a comma separated list when appropriate." }, { "name": "venue", "value": "", "type": "query", "description": "Used to specify the venue of the real time or historic request. ``nqb`` = Nasdaq Basic; ``utp_cta`` = merged UTP & CTA." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "* Returns a real-time market value derived from the last BBO quote from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).\n* Returns a 15-minute delayed market value derived from an NBBO quote from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs) if the account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.\n- Theta " }, { "info": { "name": "Open High Low Close", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/ohlc", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieve a real-time last ohlc of an option contract for the trading day.\n- You might need to change the default expiration date to a different date if it is past the current date.\n" }, { "info": { "name": "Trade", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/trade", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieve the real-time last trade of an option contract.\n- You might need to change the default expiration date to a different date if it is past the current date.\n- This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.\n" }, { "info": { "name": "Quote", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/quote", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "\n- Retrieve a real-time last NBBO quote of an option contract.\n- You might need to change the default expiration date to a different date if it is past the current date.\n- This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.\n" }, { "info": { "name": "Open Interest", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/open_interest", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieve the last open interest message of an option contract.\n- Open interest is reported around 06:30 ET every morning by OPRA and reflects the open interest at the of the previous trading day. \n- You might need to change the default expiration date to a different date if it is past the current date.\n- This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.\n" }, { "info": { "name": "Market Value", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/market_value", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "* Returns a real-time market value derived from the last NBBO quote of an option contract.\n" }, { "info": { "name": "Implied Volatility", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/greeks/implied_volatility", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "annual_dividend", "value": "", "type": "query", "description": "The annualized expected dividend amount to be used in Greeks calculations." }, { "name": "rate_type", "value": "", "type": "query", "description": "The interest rate type to be used in a Greeks calculation." }, { "name": "rate_value", "value": "5", "type": "query", "description": "The interest rate, as a percent, to be used in a Greeks calculation." }, { "name": "stock_price", "value": "", "type": "query", "description": "The underlying stock price to be used in the Greeks calculation." }, { "name": "version", "value": "", "type": "query", "description": "Used to adjust Greeks calculation methodology. \"1\" uses a fixed .15 DTE for 0DTE; \"latest\" uses real TTE (down to a minimum of 1 hour)" }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "use_market_value", "value": "", "type": "query", "description": "Use the market value bid, ask, and price" }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "Returns implied volatilies calculated using the national best bid, mid, and ask price\nof the option respectively. The underlying price represents whatever the last underlying price was at the\n``underlying_timestamp`` field. You can read more about how Theta Data calculates greeks \n[here](/Articles/Data-And-Requests/Option-Greeks.html).\n" }, { "info": { "name": "All Greeks", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/greeks/all", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "annual_dividend", "value": "", "type": "query", "description": "The annualized expected dividend amount to be used in Greeks calculations." }, { "name": "rate_type", "value": "", "type": "query", "description": "The interest rate type to be used in a Greeks calculation." }, { "name": "rate_value", "value": "5", "type": "query", "description": "The interest rate, as a percent, to be used in a Greeks calculation." }, { "name": "stock_price", "value": "", "type": "query", "description": "The underlying stock price to be used in the Greeks calculation." }, { "name": "version", "value": "", "type": "query", "description": "Used to adjust Greeks calculation methodology. \"1\" uses a fixed .15 DTE for 0DTE; \"latest\" uses real TTE (down to a minimum of 1 hour)" }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "use_market_value", "value": "", "type": "query", "description": "Use the market value bid, ask, and price" }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieve a real-time last greeks calculation for all option contracts that lie on a provided expiration.\n- You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.\n- Make `expiration` * if you want to get the snapshot for every expiration chain for the underlying.\n> This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot" }, { "info": { "name": "First Order Greeks", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/greeks/first_order", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "annual_dividend", "value": "", "type": "query", "description": "The annualized expected dividend amount to be used in Greeks calculations." }, { "name": "rate_type", "value": "", "type": "query", "description": "The interest rate type to be used in a Greeks calculation." }, { "name": "rate_value", "value": "5", "type": "query", "description": "The interest rate, as a percent, to be used in a Greeks calculation." }, { "name": "stock_price", "value": "", "type": "query", "description": "The underlying stock price to be used in the Greeks calculation." }, { "name": "version", "value": "", "type": "query", "description": "Used to adjust Greeks calculation methodology. \"1\" uses a fixed .15 DTE for 0DTE; \"latest\" uses real TTE (down to a minimum of 1 hour)" }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "use_market_value", "value": "", "type": "query", "description": "Use the market value bid, ask, and price" }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieve a real-time last greeks calculation for all option contracts that lie on a provided expiration.\n- You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.\n- Make `expiration` * if you want to get the snapshot for every expiration chain for the underlying.\n> This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot" }, { "info": { "name": "Second Order Greeks", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/greeks/second_order", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "annual_dividend", "value": "", "type": "query", "description": "The annualized expected dividend amount to be used in Greeks calculations." }, { "name": "rate_type", "value": "", "type": "query", "description": "The interest rate type to be used in a Greeks calculation." }, { "name": "rate_value", "value": "5", "type": "query", "description": "The interest rate, as a percent, to be used in a Greeks calculation." }, { "name": "stock_price", "value": "", "type": "query", "description": "The underlying stock price to be used in the Greeks calculation." }, { "name": "version", "value": "", "type": "query", "description": "Used to adjust Greeks calculation methodology. \"1\" uses a fixed .15 DTE for 0DTE; \"latest\" uses real TTE (down to a minimum of 1 hour)" }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "use_market_value", "value": "", "type": "query", "description": "Use the market value bid, ask, and price" }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieve a real-time last second order greeks calculation for all option contracts that lie on a provided expiration.\n- You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.\n- Make `expiration` * if you want to get the snapshot for every expiration chain for the underlying.\n> This endpoint will return no data if the market was closed for the day. Theta Data resets" }, { "info": { "name": "Third Order Greeks", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/option/snapshot/greeks/third_order", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "expiration", "value": "", "type": "query", "description": "The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations." }, { "name": "strike", "value": "", "type": "query", "description": "The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes." }, { "name": "right", "value": "", "type": "query", "description": "The right (call or put) of the contract." }, { "name": "annual_dividend", "value": "", "type": "query", "description": "The annualized expected dividend amount to be used in Greeks calculations." }, { "name": "rate_type", "value": "", "type": "query", "description": "The interest rate type to be used in a Greeks calculation." }, { "name": "rate_value", "value": "5", "type": "query", "description": "The interest rate, as a percent, to be used in a Greeks calculation." }, { "name": "stock_price", "value": "", "type": "query", "description": "The underlying stock price to be used in the Greeks calculation." }, { "name": "version", "value": "", "type": "query", "description": "Used to adjust Greeks calculation methodology. \"1\" uses a fixed .15 DTE for 0DTE; \"latest\" uses real TTE (down to a minimum of 1 hour)" }, { "name": "max_dte", "value": "", "type": "query", "description": "If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned." }, { "name": "strike_range", "value": "", "type": "query", "description": "Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of `2n + 1` strikes." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "use_market_value", "value": "", "type": "query", "description": "Use the market value bid, ask, and price" }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieve a real-time last third order greeks calculation for all option contracts that lie on a provided expiration.\n- You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.\n- Make `expiration` * if you want to get the snapshot for every expiration chain for the underlying.\n> This endpoint will return no data if the market was closed for the day. Theta Data resets " }, { "info": { "name": "Open High Low Close", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/index/snapshot/ohlc", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options. Specify '*' for all symbols or a comma separated list when appropriate." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieves the real-time current day OHLC.\n- [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.\n" }, { "info": { "name": "Price", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/index/snapshot/price", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options. Specify '*' for all symbols or a comma separated list when appropriate." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieves a real-time last index price.\n- [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.\n" }, { "info": { "name": "Market Value", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/index/snapshot/market_value", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options. Specify '*' for all symbols or a comma separated list when appropriate." }, { "name": "min_time", "value": "", "type": "query", "description": "Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "- Retrieves a real-time last index market value.\n- [Exchanges](/Articles/Data-And-Requests/The-SIPs.html) typically generate a price report every second for popular indices like SPX.\n" } ] } ], "bundled": true }