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.

SPY · 20250321 · 20250303 · 20250306 · 10:30:00.000

Client

Auth

Style

symbolstring*

expirationdate*

start_datedate*

end_datedate*

time_of_daystring*

strikestring

rightstring

max_dteint

strike_rangeint

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.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)

Sample response · JSON

[
  {
    "ask": 4.1,
    "ask_condition": 50,
    "ask_exchange": 47,
    "ask_size": 14,
    "bid": 3.95,
    "bid_condition": 50,
    "bid_exchange": 69,
    "bid_size": 129,
    "timestamp": "2024-11-04T09:30:00.91"
  }
]

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
expiration	date	yes	—	Expiration date YYYYMMDD. Pass * to select all expirations for the underlying (chain-wide; query one date at a time).
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. Use both or * (alias) for calls and puts. 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).