stock_at_time_quote

Retrieve the NBBO quote at a specific time of day across a date range. Returns one quote per date, representing the prevailing best bid/ask at the specified time.

The time_of_day parameter uses ET wall-clock format HH:MM:SS.SSS (for example 09:30:00.000). Legacy millisecond strings such as 34200000 are also accepted.

FreeValueStandardPro

Code Example

Rust

let data = tdx.stock_at_time_quote("SPY", "20260101", "20260301", "09:30:00.000").await?;
for t in &data {
    println!("date={} ms_of_day={} bid={:.2} ask={:.2} midpoint={:.2}",
        t.date, t.ms_of_day, t.bid, t.ask, t.midpoint);
}

Python

data = tdx.stock_at_time_quote("SPY", "20260101", "20260301", "09:30:00.000")
for t in data:
    print(f"date={t.date} ms_of_day={t.ms_of_day} "
          f"bid={t.bid:.2f} ask={t.ask:.2f} midpoint={t.midpoint:.2f}")

TypeScript

const data = tdx.stockAtTimeQuote('SPY', '20260101', '20260301', '09:30:00.000');
for (const t of data) {
    console.log(`date=${t.date} ms_of_day=${t.ms_of_day} bid=${t.bid} ask=${t.ask} midpoint=${t.midpoint}`);
}

C++

auto data = client.stock_at_time_quote("SPY", "20260101", "20260301", "09:30:00.000");
for (const auto& t : data) {
    printf("date=%d ms_of_day=%d bid=%.2f ask=%.2f midpoint=%.2f\n",
        t.date, t.ms_of_day, t.bid, t.ask, t.midpoint);
}

Parameters

symbolstringrequired

Ticker symbol

start_datestringrequired

Start date in YYYYMMDD format

end_datestringrequired

End date in YYYYMMDD format

time_of_daystringrequired

ET wall-clock time in HH:MM:SS.SSS (e.g. "09:30:00.000"; legacy "34200000" is also accepted)

venuestringoptional

Data venue filter

Response Fields (QuoteTick)

ms_of_dayi32

Milliseconds since midnight ET

bid_size / ask_sizei32

Quote sizes

bid_exchange / ask_exchangei32

Exchange codes

bid / askf64

Bid/ask prices (decoded at parse time). midpoint is pre-computed.

bid_condition / ask_conditioni32

Condition codes

datei32

Date as YYYYMMDD integer

Common Time Values

Time (ET)	time_of_day
9:30 AM (market open)	"09:30:00.000"
10:00 AM	"10:00:00.000"
12:00 PM (noon)	"12:00:00.000"
3:00 PM	"15:00:00.000"
4:00 PM (market close)	"16:00:00.000"

Sample Response

[
  {"date": 20260330, "ms_of_day": 43200000, "bid": 637.33, "ask": 637.34, "midpoint": 637.33},
  {"date": 20260331, "ms_of_day": 43200000, "bid": 639.77, "ask": 639.79, "midpoint": 639.78},
  {"date": 20260401, "ms_of_day": 43200000, "bid": 657.81, "ask": 657.82, "midpoint": 657.81}
]

SPY quote at 12:00 PM ET on each date. One row per date in the range.

Notes

• Returns one QuoteTick per trading day in the date range.
• Useful for building daily spread time series or comparing bid/ask dynamics at a fixed time across trading sessions.
• The returned quote is the NBBO prevailing at the specified time.