Trade

FreeValueStandardPro

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

• Returns the last trade reported by OPRA at a specified millisecond of the day.
• Trade condition mappings can be found here.
• Extended trade conditions are not reported by OPRA for options, so they can be ignored.
• The time_of_dayparameter represents the 00:00:00.000 ET that the trade should be provided for.

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

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

Example

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

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

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

Example

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

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

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

Example

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

std::vector<TradeTick> option_at_time_trade(
    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_trade("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.price << ' ' << t.size << "\n";
}

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

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/trade' \
    --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 TradeTick:

Field	Type	Description
ms_of_day	i32	Milliseconds since midnight Eastern Time.
sequence	i32	Exchange-assigned trade sequence number.
ext_condition1	i32	Additional trade condition code.
ext_condition2	i32	Additional trade condition code.
ext_condition3	i32	Additional trade condition code.
ext_condition4	i32	Additional trade condition code.
condition	i32	Trade condition code.
size	i32	Number of contracts or shares traded.
exchange	i32	Exchange code where the trade executed.
price	f64	Trade price.
condition_flags	i32	Trade condition flags bitmap.
price_flags	i32	Trade price flags bitmap.
volume_type	i32	Volume reporting mode: 0 = incremental, 1 = cumulative.
records_back	i32	Offset of this record behind the most recent record.
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).