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

Python

data = tdx.stock_snapshot_trade(["SPY"])
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}")

TypeScript

const data = tdx.stockSnapshotTrade(['SPY']);
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_snapshot_trade({"SPY"});
for (const auto& t : data) {
    printf("date=%d ms_of_day=%d price=%.2f size=%d exchange=%d condition=%d\n",
        t.date, t.ms_of_day, t.price, t.size, t.exchange, t.condition);
}

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

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": 71983113, "price": 255.35, "size": 50, "exchange": 0, "condition": 1},
  {"date": 20260402, "ms_of_day": 71998357, "price": 655.94, "size": 50, "exchange": 0, "condition": 1}
]

Notes

• Accepts multiple symbols in a single call.
• All price fields are f64 -- decoded during parsing.