stock_history_trade_quote

Combined trade + quote ticks for a stock on a given date. Each row contains the full trade data plus the prevailing NBBO quote at the time of the trade.

FreeValueStandardPro

Code Example

Rust

let ticks: Vec<TradeQuoteTick> = tdx.stock_history_trade_quote("AAPL", "20240315").await?;

Python

result = tdx.stock_history_trade_quote("AAPL", "20240315")

Go

result, err := client.StockHistoryTradeQuote("AAPL", "20240315")
if err != nil {
    log.Fatal(err)
}

C++

auto tq = client.stock_history_trade_quote("AAPL", "20240315");

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

exclusivebooloptional

Use exclusive time bounds

venuestringoptional

Data venue filter

Response Fields (TradeQuoteTick)

Combined trade + quote tick (25 fields). Contains the full trade data plus the prevailing NBBO quote at the time of the trade.

Helper methods: trade_price(), bid_price(), ask_price()

Notes

• This endpoint merges trade and quote streams so each trade row includes the best bid/ask at the time of execution. Useful for computing effective spread, price improvement, and trade classification.
• Returns Vec<TradeQuoteTick> in Rust, list of dicts in Python, []TradeQuoteTick in Go, vector<TradeQuoteTick> in C++.
• This is a Pro-tier endpoint. Value and Standard subscriptions do not have access.
• The response can be very large for active symbols. Consider filtering with start_time / end_time or using date ranges that cover only the session you need.