Trade Quote

FreeValueStandardPro

Fetch combined trade + quote ticks for an option contract.

• Returns every trade reported by OPRA paired with the last NBBO quote reported by OPRA at the time of trade.
• A quote is matched with a trade if its timestamp <= the trade timestamp.
• To match trades with quotes timestamps that are < the trade timestamp, specify the exclusiveparameter to true. After thorough testing, we have determined that using exclusive=true might yield better results for various applications.
• 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

start_timestring

end_timestring

exclusivebool

max_dteint

strike_rangeint

start_datedate

end_datedate

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.option_history_trade_quote(
    "SPY", "20250321",
    strike="570", right="C",
)
for t in rows:
    print(t.ms_of_day, t.price, t.bid, t.ask)

Sample response · JSON

[
  {
    "ask": 4.05,
    "ask_condition": 50,
    "ask_exchange": 47,
    "ask_size": 14,
    "bid": 3.9,
    "bid_condition": 50,
    "bid_exchange": 47,
    "bid_size": 14,
    "condition": 130,
    "exchange": 22,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 255,
    "price": 3.9,
    "quote_timestamp": "2024-11-04T09:30:00.396",
    "sequence": 18902138,
    "size": 2,
    "trade_timestamp": "2024-11-04T09:30:00.471"
  },
  {
    "ask": 4.3,
    "ask_condition": 50,
    "ask_exchange": 73,
    "ask_size": 35,
    "bid": 4.15,
    "bid_condition": 50,
    "bid_exchange": 76,
    "bid_size": 93,
    "condition": 130,
    "exchange": 6,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 255,
    "price": 4.25,
    "quote_timestamp": "2024-11-04T09:30:01.594",
    "sequence": 19368856,
    "size": 1,
    "trade_timestamp": "2024-11-04T09:30:01.626"
  },
  {
    "ask": 4.3,
    "ask_condition": 50,
    "ask_exchange": 69,
    "ask_size": 59,
    "bid": 4.15,
    "bid_condition": 50,
    "bid_exchange": 69,
    "bid_size": 59,
    "condition": 130,
    "exchange": 6,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 255,
    "price": 4.22,
    "quote_timestamp": "2024-11-04T09:30:01.643",
    "sequence": 19403970,
    "size": 1,
    "trade_timestamp": "2024-11-04T09:30:01.698"
  }
]

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.
start_time	string	no	09:30:00	Start time filter
end_time	string	no	16:00:00	End time filter
exclusive	bool	no	false	When true, quotes whose timestamp equals the trade timestamp are excluded; only quotes strictly before the trade are paired.
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 TradeQuoteTick:

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.
quote_ms_of_day	i32	Timestamp of the paired quote, milliseconds since midnight ET.
bid_size	i32	Last NBBO bid size.
bid_exchange	i32	Exchange code of the NBBO bid.
bid	f64	NBBO bid at the time of the trade.
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	NBBO ask at the time of the trade.
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).