option_history_trade_quote

FreeValueStandardPro

Retrieve combined trade + quote ticks for an option contract on a given date. Each row contains both the trade data and the prevailing quote at the time of the trade.

Code Example

Rust

let tq: Vec<TradeQuoteTick> = tdx.option_history_trade_quote(
    "SPY", "20241220", "500000", "C", "20240315"
).await?;

Python

tq = tdx.option_history_trade_quote("SPY", "20241220", "500000", "C", "20240315")

Go

tq, err := client.OptionHistoryTradeQuote("SPY", "20241220", "500000", "C", "20240315")

C++

auto tq = client.option_history_trade_quote("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

exclusivebooloptional

Use exclusive time bounds

max_dteintoptional

Maximum days to expiration

strike_rangeintoptional

Strike range filter

Response

pricefloat

Trade price

sizeint

Trade size

conditionint

Trade condition code

exchangeint

Trade exchange code

bid_pricefloat

Prevailing bid at time of trade

bid_sizeint

Prevailing bid size

ask_pricefloat

Prevailing ask at time of trade

ask_sizeint

Prevailing ask size

datestring

Date

ms_of_dayint

Milliseconds from midnight

Notes

• Useful for trade classification (e.g., determining if a trade hit the bid or lifted the offer).