Quote

FreeValueStandardPro

Fetch NBBO quotes for an option contract on a given date.

• Returns every NBBO quote reported by OPRA.
• If the interval parameter is specified, the quote for each interval represents the last quote at the interval's timestamp.
• Multi-day requests are limited to 1 month of data, and must specify an expiration.

SPY · 20250321

Client

Auth

Style

symbolstring*

expirationdate*

strikestring

rightstring

datedate

intervalstring

start_timestring

end_timestring

max_dteint

strike_rangeint

start_datedate

end_datedate

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.option_history_quote(
    "SPY", "20250321",
    strike="570", right="C", interval="1m",
)
for t in rows:
    print(t.date, t.ms_of_day, t.bid, t.ask)

Sample response · JSON

[
  {
    "ask": 0,
    "ask_condition": 50,
    "ask_exchange": 42,
    "ask_size": 0,
    "bid": 0,
    "bid_condition": 50,
    "bid_exchange": 42,
    "bid_size": 0,
    "timestamp": "2024-11-04T09:30:00"
  },
  {
    "ask": 4.7,
    "ask_condition": 50,
    "ask_exchange": 9,
    "ask_size": 424,
    "bid": 4.55,
    "bid_condition": 50,
    "bid_exchange": 5,
    "bid_size": 598,
    "timestamp": "2024-11-04T09:31:00"
  },
  {
    "ask": 4.4,
    "ask_condition": 50,
    "ask_exchange": 11,
    "ask_size": 221,
    "bid": 4.3,
    "bid_condition": 50,
    "bid_exchange": 46,
    "bid_size": 58,
    "timestamp": "2024-11-04T09:32:00"
  }
]

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).
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, *.
date	date	no	—	Single date YYYYMMDD. Supply this for a single-day pull, or supply start_date/end_date for a range. When present, date takes precedence over the range.
interval	string	no	1s	Interval preset. Defaults to 1s when omitted — matching the upstream ThetaData Python library. Accepted values: tick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.
start_time	string	no	09:30:00	Start time filter
end_time	string	no	16:00:00	End time filter
max_dte	int	no	—	Maximum days to expiration
strike_range	int	no	—	Strike range filter
start_date	date	no	—	Start date YYYYMMDD
end_date	date	no	—	End date YYYYMMDD
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).