option_at_time_ohlc

FreeValueStandardPro

Retrieve the NBBO quote at a specific time of day across a date range for an option contract. Returns one quote per date, the prevailing quote at the specified time.

Code Example

Rust

let quotes: Vec<QuoteTick> = tdx.option_at_time_quote(
    "SPY", "20241220", "500000", "C",
    "20240101", "20240301", "34200000"  // 9:30 AM ET
).await?;

Python

quotes = tdx.option_at_time_quote("SPY", "20241220", "500000", "C",
                                     "20240101", "20240301", "34200000")

Go

quotes, err := client.OptionAtTimeQuote("SPY", "20241220", "500000", "C",
    "20240101", "20240301", "34200000")

C++

auto quotes = client.option_at_time_quote("SPY", "20241220", "500000", "C",
                                           "20240101", "20240301", "34200000");

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

start_datestringrequired

Start date in YYYYMMDD format

end_datestringrequired

End date in YYYYMMDD format

time_of_daystringrequired

Milliseconds from midnight ET (e.g. "34200000" = 9:30 AM)

max_dteintoptional

Maximum days to expiration

strike_rangeintoptional

Strike range filter

Response

bid_pricefloat

Best bid price

bid_sizeint

Bid size

ask_pricefloat

Best ask price

ask_sizeint

Ask size

datestring

Date

ms_of_dayint

Milliseconds from midnight

bid_exchangeint

Bid exchange code

ask_exchangeint

Ask exchange code

Notes

• Common time values: "34200000" (9:30 AM), "46800000" (1:00 PM), "57600000" (4:00 PM).
• Useful for building daily spread or mid-price time series at a consistent intraday timestamp.