stock_snapshot_trade

Latest trade snapshot for one or more stocks. Returns the most recent trade execution for each symbol.

FreeValueStandardPro

Code Example

Rust

let trades: Vec<TradeTick> = tdx.stock_snapshot_trade(&["AAPL"]).await?;
for t in &trades {
    println!("price={} size={}", t.get_price(), t.size);
}

Python

trades = tdx.stock_snapshot_trade(["AAPL"])
for t in trades:
    print(f"price={t['price']:.2f} size={t['size']}")

Go

trades, err := client.StockSnapshotTrade([]string{"AAPL"})
if err != nil {
    log.Fatal(err)
}
for _, t := range trades {
    fmt.Printf("price=%.2f size=%d\n", t.Price, t.Size)
}

C++

auto trades = client.stock_snapshot_trade({"AAPL"});
for (auto& t : trades) {
    std::cout << "price=" << t.price
              << " size=" << t.size << std::endl;
}

Parameters

symbolsstring[]required

One or more ticker symbols

venuestringoptional

Data venue filter

min_timestringoptional

Minimum time of day as milliseconds from midnight ET

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

sizei32

Trade size in shares

exchangei32

Exchange code

pricei32

Fixed-point price. Use get_price() for decoded f64.

condition_flagsi32

Condition flags bitmap

price_flagsi32

Price flags bitmap

volume_typei32

0 = incremental volume, 1 = cumulative volume

records_backi32

Records back count

price_typei32

Decimal type for price decoding

datei32

Date as YYYYMMDD integer

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

Notes

• Accepts multiple symbols in a single call.
• Prices are stored as fixed-point integers. Use the get_price() helper to get the decoded float value.