Quote

FreeValueStandardPro

Fetch the quote at a specific time of day across a date range for an option.

• Returns the last NBBO quote reported by OPRA at a specified millisecond of the day.
• The time_of_dayparameter represents the 00:00:00.000 ET that the quote should be provided for.

pub fn option_at_time_quote(
    &self,
    symbol: &str,
    expiration: &str,
    start_date: &str,
    end_date: &str,
    time_of_day: &str,
) -> OptionAtTimeQuoteBuilder<'_>

Optional parameters chain on the builder: .strike(&str), .right(&str), .max_dte(i32), .strike_range(i32). Execute with .await → Result<Vec<QuoteTick>, Error>, or decode chunk-by-chunk with .stream(handler).

Example

let rows = tdx
    .option_at_time_quote("SPY", "20250321", "20250303", "20250306", "10:30:00.000")
    .strike("570")
    .right("C")
    .await?;
for t in &rows {
    println!("date={} ms_of_day={} bid={} ask={}", t.date, t.ms_of_day, t.bid, t.ask);
}

ThetaDataDxClient.option_at_time_quote(
    symbol, expiration, start_date, end_date, time_of_day,
    *,
    strike=None, right=None, max_dte=None, strike_range=None, timeout_ms=None,
) -> QuoteTickList

option_at_time_quote_async(...) awaits the same call shape. Chain .to_pandas() / .to_polars() / .to_arrow() / .to_list() on the result.

Example

rows = tdx.option_at_time_quote(
    "SPY",
    "20250321",
    "20250303",
    "20250306",
    "10:30:00.000",
    strike="570",
    right="C",
)
for t in rows:
    print(t.date, t.ms_of_day, t.bid, t.ask)

optionAtTimeQuote(
  symbol: string, expiration: string | Date, startDate: string | Date,
  endDate: string | Date, timeOfDay: string | Date, options?: { ... },
): Promise<Array<QuoteTick>>

Optional parameters ride in a single trailing options object: strike?: string, right?: string, maxDTE?: number, strikeRange?: number, timeoutMs?: number.

Example

const rows = await tdx.optionAtTimeQuote('SPY', '20250321', '20250303', '20250306', '10:30:00.000', { strike: '570', right: 'C' });
for (const t of rows) {
  console.log(t.date, t.msOfDay, t.bid, t.ask);
}

std::vector<QuoteTick> option_at_time_quote(
    const std::string& symbol,
    const std::string& expiration,
    const std::string& start_date,
    const std::string& end_date,
    const std::string& time_of_day,
    const EndpointRequestOptions& options = {}) const;

Optional parameters chain on EndpointRequestOptions: .with_strike(...), .with_right(...), .with_max_dte(...), .with_strike_range(...). Throws tdx::Error on failure.

Example

auto rows = client.option_at_time_quote("SPY", "20250321", "20250303", "20250306", "10:30:00.000",
    tdx::EndpointRequestOptions{}.with_strike("570").with_right("C"));
for (const auto& t : rows) {
    std::cout << t.date << ' ' << t.ms_of_day << ' ' << t.bid << ' ' << t.ask << "\n";
}

GET http://127.0.0.1:25503/v3/option/at_time/quote

Served by the bundled server binary; responses stream as JSON, CSV, or NDJSON via the format parameter.

Example

curl -G 'http://127.0.0.1:25503/v3/option/at_time/quote' \
    --data-urlencode 'symbol=SPY' \
    --data-urlencode 'expiration=2025-03-21' \
    --data-urlencode 'start_date=2025-03-03' \
    --data-urlencode 'end_date=2025-03-06' \
    --data-urlencode 'time_of_day=10:30:00.000' \
    --data-urlencode 'strike=570' \
    --data-urlencode 'right=C'

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
expiration	date	yes	—	Expiration date YYYYMMDD
start_date	date	yes	—	Start date YYYYMMDD
end_date	date	yes	—	End date YYYYMMDD
time_of_day	string	yes	—	ET wall-clock time in HH:MM:SS.SSS (e.g. 09:30:00.000 for 9:30 AM ET; legacy 34200000 is also accepted)
strike	string	no	*	Strike price in dollars as a string (e.g. 500 or 17.5). Use * for wildcard selection.
right	string	no	both	Option side. Accepted values: call, put, both.
max_dte	int	no	—	Maximum days to expiration
strike_range	int	no	—	Strike range filter
timeout_ms	int	no	—	Per-request deadline in milliseconds. 0 means no deadline.

Response

Rows of QuoteTick:

Field	Type	Description
ms_of_day	i32	Milliseconds since midnight Eastern Time.
bid_size	i32	Last NBBO bid size.
bid_exchange	i32	Exchange code of the NBBO bid.
bid	f64	Last NBBO bid price.
bid_condition	i32	Quote condition code on the bid side.
ask_size	i32	Last NBBO ask size.
ask_exchange	i32	Exchange code of the NBBO ask.
ask	f64	Last NBBO ask price.
ask_condition	i32	Quote condition code on the ask side.
date	i32	Trading date as a YYYYMMDD integer.

Wildcard requests additionally populate expiration (YYYYMMDD), strike (dollars), and right ("C" / "P") on every row to identify the contract; on single-contract requests these are absent (None / null / undefined; the Rust and C rows carry the documented 0 / 0.0 / '\0' fills).