{ "opencollection": "1.0.0", "info": { "name": "Theta Data v3 At-Time Stock API", "version": "3.0.0" }, "items": [ { "info": { "name": "Stock", "type": "folder" }, "items": [ { "info": { "name": "Symbols", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/list/symbols", "params": [ { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "A symbol can be defined as a unique identifier for a stock / underlying asset. Common terms also include: root, ticker, and underlying. This endpoint returns all traded symbols for stocks. This endpoint is updated overnight.\n" }, { "info": { "name": "Dates", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/list/dates/:request_type", "params": [ { "name": "request_type", "value": "", "type": "path", "description": "The request type." }, { "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": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "Lists all dates of data that are available for a stock with a given request type and symbol. This endpoint is updated overnight.\n" }, { "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": "End of Day", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/history/eod", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "start_date", "value": "", "type": "query", "description": "The start date (inclusive)." }, { "name": "end_date", "value": "", "type": "query", "description": "The end date (inclusive)." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "\nSince [the equity SIPs](/Articles/Data-And-Requests/The-SIPs.html) only generate a partial EOD report, Theta Data generates a national EOD report at 17:15 ET each day. ``created`` represents the datetime the report was generated and ``last_trade`` represents the datetime of the last trade. The quote in the response represents the last NBBO reported by [CTA or UTP](/Articles/Data-And-Requests/The-SIPs.html) at the time of report generation. You can read more about EOD & OHLC data [here](/Article" }, { "info": { "name": "Open High Low Close", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/history/ohlc", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "date", "value": "", "type": "query", "description": "The date to fetch data for. If present, this overrides start_date and end_date." }, { "name": "interval", "value": "", "type": "query", "description": "The size of the time interval must be one of the available options listed below. Intervals less than 1m are available only for single-day requests." }, { "name": "start_time", "value": "", "type": "query", "description": "The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)." }, { "name": "end_time", "value": "", "type": "query", "description": "The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)." }, { "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": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." }, { "name": "start_date", "value": "", "type": "query", "description": "The start date (inclusive)." }, { "name": "end_date", "value": "", "type": "query", "description": "The end date (inclusive)." } ] }, "docs": "- Aggregated OHLC bars that use [SIP rules](/Articles/Data-And-Requests/OHLC-EOD.html) for each bar. Time timestamp of the bar represents the opening time of the bar. For a trade to be part of the bar: ``bar time`` <= ``trade time`` < ``bar timestamp + ivl``, where ivl is the specified interval size in milliseconds. \n- Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stoc" }, { "info": { "name": "Trade", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/history/trade", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "date", "value": "", "type": "query", "description": "The date to fetch data for. If present, this overrides start_date and end_date." }, { "name": "start_time", "value": "", "type": "query", "description": "The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)." }, { "name": "end_time", "value": "", "type": "query", "description": "The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)." }, { "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": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." }, { "name": "start_date", "value": "", "type": "query", "description": "The start date (inclusive)." }, { "name": "end_date", "value": "", "type": "query", "description": "The end date (inclusive)." } ] }, "docs": "Returns every trade reported by [UTP & CTA](/Articles/Data-And-Requests/The-SIPs). Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data 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- Multi-day requests are limited to 1 month of data.\n" }, { "info": { "name": "Quote", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/history/quote", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "date", "value": "", "type": "query", "description": "The date to fetch data for. If present, this overrides start_date and end_date." }, { "name": "interval", "value": "", "type": "query", "description": "The size of the time interval must be one of the available options listed below. Intervals less than 1m are available only for single-day requests." }, { "name": "start_time", "value": "", "type": "query", "description": "The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)." }, { "name": "end_time", "value": "", "type": "query", "description": "The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)." }, { "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": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." }, { "name": "start_date", "value": "", "type": "query", "description": "The start date (inclusive)." }, { "name": "end_date", "value": "", "type": "query", "description": "The end date (inclusive)." } ] }, "docs": "- Returns every NBBO quote reported by [UTP and CTA](/Articles/Data-And-Requests/The-SIPs). \n- If the ``interval`` parameter is specified, the quote for each interval represents the last quote prior to the interval's timestamp. \n- Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data 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- Multi-" }, { "info": { "name": "Trade Quote", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/history/trade_quote", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "date", "value": "", "type": "query", "description": "The date to fetch data for. If present, this overrides start_date and end_date." }, { "name": "start_time", "value": "", "type": "query", "description": "The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)." }, { "name": "end_time", "value": "", "type": "query", "description": "The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)." }, { "name": "exclusive", "value": "", "type": "query", "description": "If you prefer to match quotes with timestamps that are < the trade timestamp." }, { "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": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." }, { "name": "start_date", "value": "", "type": "query", "description": "The start date (inclusive)." }, { "name": "end_date", "value": "", "type": "query", "description": "The end date (inclusive)." } ] }, "docs": "Returns every trade reported by [UTP & CTA](/Articles/Data-And-Requests/The-SIPs) paired with the last BBO quote reported by [UTP or CTA](/Articles/Data-And-Requests/The-SIPs) 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 " }, { "info": { "name": "Trade", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/at_time/trade", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "start_date", "value": "", "type": "query", "description": "The start date (inclusive)." }, { "name": "end_date", "value": "", "type": "query", "description": "The end date (inclusive)." }, { "name": "time_of_day", "value": "", "type": "query", "description": "The time of the day to fetch data for; assumed to be America/New_York." }, { "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": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "#### Real-time request:\n- Returns a real-time session from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs.html#nasdaq-basic) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).\n- Returns a 15-minute delayed session from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs.html#equities-cta-utp) account has the [stocks value subscription](https://www.thetadata.net/subscribe.html#stocks) subscription.\n\n#### Historical req" }, { "info": { "name": "Quote", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/at_time/quote", "params": [ { "name": "symbol", "value": "", "type": "query", "description": "The stock or index symbol, or underlying symbol for options." }, { "name": "start_date", "value": "", "type": "query", "description": "The start date (inclusive)." }, { "name": "end_date", "value": "", "type": "query", "description": "The end date (inclusive)." }, { "name": "time_of_day", "value": "", "type": "query", "description": "The time of the day to fetch data for; assumed to be America/New_York." }, { "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": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "#### Real-time request:\n - Subscription tier standard or higher will default to NQB.\n - Real-time last BBO quote at-time_of_day-time from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs.html#nasdaq-basic) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).\n - 15-minute delayed NBBO quote at-time_of_day-time from the [UTP & CTA feeds](/Articles/Data-And-Requests/The-SIPs.html#equities-cta-utp) account has the [stocks value s" }, { "info": { "name": "Stock Flat File Trade Quote", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/flat_file/trade_quote", "params": [ { "name": "date", "value": "", "type": "query", "description": "The date to fetch data for." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "Bulk download all stock trade/quote ticks for a given date as a CSV stream. Returns one row per tick, grouped by symbol. Requires a Professional stock subscription.\n" }, { "info": { "name": "Stock Flat File EOD", "type": "http" }, "http": { "method": "GET", "url": "http://127.0.0.1:25503/v3/stock/flat_file/eod", "params": [ { "name": "date", "value": "", "type": "query", "description": "The date to fetch data for." }, { "name": "format", "value": "", "type": "query", "description": "The format of the data when returned to the user." } ] }, "docs": "Bulk download all stock end-of-day ticks for a given date as a CSV stream. Returns one row per tick, grouped by symbol. Requires a Professional stock subscription.\n" } ] } ], "bundled": true }