EOD

FreeValueStandardPro

Fetch end-of-day option data for a contract over a date range.

• Since OPRA does not provide a national EOD report for options, Theta Data generates a national EOD report at 17:15 ET each day.
• created represents the datetime the report was generated and last_trade represents the datetime of the last trade.
• The quote in the response represents the last NBBO reported by OPRA at the time of report generation.
• You can read more about EOD & OHLC data here.

pub fn option_history_eod(
    &self,
    symbol: &str,
    expiration: &str,
    start_date: &str,
    end_date: &str,
) -> OptionHistoryEodBuilder<'_>

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

Example

let rows = tdx
    .option_history_eod("SPY", "20250321", "20250303", "20250306")
    .strike("570")
    .right("C")
    .await?;
for t in &rows {
    println!("date={} open={} close={} volume={}", t.date, t.open, t.close, t.volume);
}

ThetaDataDxClient.option_history_eod(
    symbol, expiration, start_date, end_date,
    *,
    strike=None, right=None, max_dte=None, strike_range=None, timeout_ms=None,
) -> EodTickList

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

Example

rows = tdx.option_history_eod(
    "SPY",
    "20250321",
    "20250303",
    "20250306",
    strike="570",
    right="C",
)
for t in rows:
    print(t.date, t.open, t.close, t.volume)

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

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

Example

const rows = await tdx.optionHistoryEOD('SPY', '20250321', '20250303', '20250306', { strike: '570', right: 'C' });
for (const t of rows) {
  console.log(t.date, t.open, t.close, t.volume);
}

std::vector<EodTick> option_history_eod(
    const std::string& symbol,
    const std::string& expiration,
    const std::string& start_date,
    const std::string& end_date,
    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_history_eod("SPY", "20250321", "20250303", "20250306",
    tdx::EndpointRequestOptions{}.with_strike("570").with_right("C"));
for (const auto& t : rows) {
    std::cout << t.date << ' ' << t.open << ' ' << t.close << ' ' << t.volume << "\n";
}

GET http://127.0.0.1:25503/v3/option/history/eod

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/history/eod' \
    --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 '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
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 EodTick:

Field	Type	Description
created_ms_of_day	i32	EOD report creation time (NOT a trade time), milliseconds since midnight ET.
last_trade_ms_of_day	i32	Time of the day's last trade, milliseconds since midnight ET. 0 when no trades printed that day.
open	f64	Opening trade price. 0.0 when no trades printed that day.
high	f64	Highest traded price. 0.0 when no trades printed that day.
low	f64	Lowest traded price. 0.0 when no trades printed that day.
close	f64	Closing traded price. 0.0 when no trades printed that day.
volume	i64	Number of contracts or shares traded.
count	i64	Number of trades.
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).