option_at_time_trade

FreeValueStandardPro

Retrieve the trade at a specific time of day across a date range for an option contract. Returns one trade per date, the most recent trade at or before the specified time.

Code Example

Rust

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

Python

trades = tdx.option_at_time_trade("SPY", "20241220", "500000", "C",
                                     "20240101", "20240301", "34200000")

Go

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

C++

auto trades = client.option_at_time_trade("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

pricefloat

Trade price

sizeint

Trade size

datestring

Date

ms_of_dayint

Milliseconds from midnight

conditionint

Trade condition code

exchangeint

Exchange code

Notes

• Common time values: "34200000" (9:30 AM), "46800000" (1:00 PM), "57600000" (4:00 PM).
• Useful for building daily time series at a consistent intraday timestamp (e.g., opening trade every day).