option_history_trade

FreeValueStandardPro

Retrieve all individual trades for an option contract on a given date.

Code Example

Rust

let trades: Vec<TradeTick> = tdx.option_history_trade(
    "SPY", "20241220", "500000", "C", "20240315"
).await?;

Python

trades = tdx.option_history_trade("SPY", "20241220", "500000", "C", "20240315")

Go

trades, err := client.OptionHistoryTrade("SPY", "20241220", "500000", "C", "20240315")

C++

auto trades = client.option_history_trade("SPY", "20241220", "500000", "C", "20240315");

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

datestringrequired

Date in YYYYMMDD format

start_timestringoptional

Start time as milliseconds from midnight

end_timestringoptional

End time as milliseconds from midnight

max_dteintoptional

Maximum days to expiration

strike_rangeintoptional

Strike range filter

Response

pricefloat

Trade price

sizeint

Trade size (number of contracts)

datestring

Date

ms_of_dayint

Milliseconds from midnight

sequenceint

Sequence number

conditionint

Trade condition code

exchangeint

Exchange code

Notes

• For liquid contracts, this can return hundreds of thousands of rows. In Rust, use the _stream variant to process in chunks.