Stock Endpoints

ThetaDataDx provides 14 endpoints for US equity data: listing available symbols and dates, real-time snapshots, historical OHLC/trade/quote data, and point-in-time lookups.

List

Discover what data is available before requesting it.

Endpoint	Description
List Symbols	All available stock ticker symbols
List Dates	Available dates for a stock by request type

Snapshots

Latest market state for one or more symbols in a single call.

Endpoint	Description
Snapshot OHLC	Current-day OHLC bar
Snapshot Trade	Most recent trade
Snapshot Quote	Current NBBO quote
Snapshot Market Value	Latest market value

TIP

Snapshot endpoints accept multiple symbols in a single call. Batch your requests to reduce round-trips.

History

Historical bars and tick-level data.

Endpoint	Description
History EOD	End-of-day OHLC + closing quote across a date range
History OHLC	Intraday OHLC bars (single date or date range)
History Trade	All trades for a date
History Quote	NBBO quotes at a configurable interval
History Trade+Quote	Combined trade and prevailing quote ticks

At-Time

Point-in-time lookups across a date range.

Endpoint	Description
At-Time Trade	Trade at a specific time of day across dates
At-Time Quote	Quote at a specific time of day across dates

Streaming (Rust)

For endpoints returning millions of rows, the Rust SDK provides _stream variants that process data chunk by chunk without holding everything in memory:

tdx.stock_history_trade_stream("AAPL", "20240315", |chunk| {
    println!("Got {} trades in this chunk", chunk.len());
    Ok(())
}).await?;

tdx.stock_history_quote_stream("AAPL", "20240315", "0", |chunk| {
    println!("Got {} quotes in this chunk", chunk.len());
    Ok(())
}).await?;

TIP

Use streaming variants when fetching tick-level data for active symbols. A single day of AAPL trades can exceed 100,000 rows.