stock_history_trade

Retrieve every trade execution for a stock on a given date. Returns tick-level data with price, size, exchange, and condition codes.

FreeValueStandardPro

Code Example

Rust

let data = tdx.stock_history_trade("SPY", "20260315").await?;
for t in &data {
    println!("date={} ms_of_day={} price={:.2} size={} exchange={} condition={} sequence={}",
        t.date, t.ms_of_day, t.price, t.size, t.exchange, t.condition, t.sequence);
}

Python

data = tdx.stock_history_trade("SPY", "20260315")
for t in data:
    print(f"date={t.date} ms_of_day={t.ms_of_day} price={t.price:.2f} "
          f"size={t.size} exchange={t.exchange} condition={t.condition} sequence={t.sequence}")

TypeScript

const data = tdx.stockHistoryTrade('SPY', '20260315');
for (const t of data) {
    console.log(`date=${t.date} ms_of_day=${t.ms_of_day} price=${t.price} size=${t.size} exchange=${t.exchange} condition=${t.condition}`);
}

C++

auto data = client.stock_history_trade("SPY", "20260315");
for (const auto& t : data) {
    printf("date=%d ms_of_day=%d price=%.2f size=%d exchange=%d condition=%d sequence=%d\n",
        t.date, t.ms_of_day, t.price, t.size, t.exchange, t.condition, t.sequence);
}

Parameters

symbolstringrequired

Ticker symbol

datestringrequired

Date in YYYYMMDD format

start_timestringoptional

Start time as milliseconds from midnight ET

end_timestringoptional

End time as milliseconds from midnight ET

venuestringoptional

Data venue filter

Response Fields (TradeTick)

ms_of_dayi32

Milliseconds since midnight ET

sequencei32

Sequence number

ext_condition1 through ext_condition4i32

Extended trade condition codes

conditioni32

Trade condition code (encodes SIP condition flags such as regular sale, odd lot, intermarket sweep)

sizei32

Trade size in shares

exchangei32

Exchange code

pricef64

Trade price (decoded at parse time).

condition_flagsi32

Condition flags bitmap

price_flagsi32

Price flags bitmap

volume_typei32

0 = incremental volume, 1 = cumulative volume

records_backi32

Records back count

datei32

Date as YYYYMMDD integer

Helper methods: is_cancelled(), regular_trading_hours(), is_seller(), is_incremental_volume()

Sample Response

[
  {"date": 20260402, "ms_of_day": 34200000, "price": 646.42, "size": 126, "exchange": 4, "condition": 1, "sequence": 1704668},
  {"date": 20260402, "ms_of_day": 34200000, "price": 646.42, "size": 126, "exchange": 73, "condition": 95, "sequence": 1704670},
  {"date": 20260402, "ms_of_day": 34200000, "price": 646.42, "size": 126, "exchange": 43, "condition": 95, "sequence": 1704674}
]

SPY trades on 2026-04-02. Full response contains 887,576 trades. Use the _stream variant for large responses.

Notes

• A single day of AAPL trades can exceed 100,000 rows. Use the Rust _stream variant for large responses to avoid holding everything in memory.
• Use start_time and end_time to limit to regular trading hours (9:30 AM = 34200000, 4:00 PM = 57600000).
• The condition and condition_flags fields encode SIP trade condition codes (e.g., regular sale, odd lot, intermarket sweep).