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 data = tdx.option_history_trade_quote("SPY", "20260417", "550", "C", "20260315").await?;
for t in &data {
    println!("date={} ms_of_day={} trade_price={:.2} size={} bid={:.2} ask={:.2} exchange={}",
        t.date, t.ms_of_day, t.trade_price, t.size, t.bid, t.ask, t.exchange);
}

Python

data = tdx.option_history_trade_quote("SPY", "20260417", "550", "C", "20260315")
for t in data:
    print(f"date={t.date} ms_of_day={t.ms_of_day} trade_price={t.trade_price:.2f} "
          f"size={t.size} bid={t.bid:.2f} ask={t.ask:.2f} exchange={t.exchange}")

TypeScript

const data = tdx.optionHistoryTradeQuote('SPY', '20260417', '550', 'C', '20260315');
for (const t of data) {
    console.log(`date=${t.date} ms_of_day=${t.ms_of_day} trade_price=${t.trade_price} size=${t.size} bid=${t.bid} ask=${t.ask}`);
}

C++

auto data = client.option_history_trade_quote("SPY", "20260417", "550", "C", "20260315");
for (const auto& t : data) {
    printf("date=%d ms_of_day=%d trade_price=%.2f size=%d bid=%.2f ask=%.2f exchange=%d\n",
        t.date, t.ms_of_day, t.trade_price, t.size, t.bid, t.ask, t.exchange);
}

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price in dollars as a string

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

Sample Response

[
  {"date": 20260402, "ms_of_day": 34203497, "trade_price": 98.59, "size": 1, "bid": 97.94, "ask": 98.90, "exchange": 6},
  {"date": 20260402, "ms_of_day": 34950122, "trade_price": 99.10, "size": 2, "bid": 98.50, "ask": 99.45, "exchange": 10}
]

Each row pairs the trade with the prevailing NBBO quote at execution time.

Notes

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