Market Value

FreeValueStandardPro

Get the latest market value snapshot for an option contract.

• Returns a real-time market value derived from the last NBBO quote of an option contract.

pub fn option_snapshot_market_value(&self, symbol: &str, expiration: &str) -> OptionSnapshotMarketValueBuilder<'_>

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

Example

let rows = tdx
    .option_snapshot_market_value("SPY", "20250321")
    .strike("570")
    .right("C")
    .await?;
for t in &rows {
    println!("date={} market_price={}", t.date, t.market_price);
}

ThetaDataDxClient.option_snapshot_market_value(
    symbol, expiration,
    *,
    strike=None, right=None, max_dte=None, strike_range=None, min_time=None,
    timeout_ms=None,
) -> list[MarketValueTick]

option_snapshot_market_value_async(...) awaits the same call shape.

Example

rows = tdx.option_snapshot_market_value("SPY", "20250321", strike="570", right="C")
for t in rows:
    print(t.date, t.market_price)

optionSnapshotMarketValue(
  symbol: string, expiration: string | Date, options?: { ... },
): Promise<Array<MarketValueTick>>

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

Example

const rows = await tdx.optionSnapshotMarketValue('SPY', '20250321', { strike: '570', right: 'C' });
for (const t of rows) {
  console.log(t.date, t.marketPrice);
}

std::vector<MarketValueTick> option_snapshot_market_value(
    const std::string& symbol,
    const std::string& expiration,
    const EndpointRequestOptions& options = {}) const;

Optional parameters chain on EndpointRequestOptions: .with_strike(...), .with_right(...), .with_max_dte(...), .with_strike_range(...), .with_min_time(...). Throws tdx::Error on failure.

Example

auto rows = client.option_snapshot_market_value("SPY", "20250321",
    tdx::EndpointRequestOptions{}.with_strike("570").with_right("C"));
for (const auto& t : rows) {
    std::cout << t.date << ' ' << t.market_price << "\n";
}

GET http://127.0.0.1:25503/v3/option/snapshot/market_value

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/snapshot/market_value' \
    --data-urlencode 'symbol=SPY' \
    --data-urlencode 'expiration=2025-03-21' \
    --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
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
min_time	string	no	—	Minimum time filter
timeout_ms	int	no	—	Per-request deadline in milliseconds. 0 means no deadline.

Response

Rows of MarketValueTick:

Field	Type	Description
ms_of_day	i32	Milliseconds since midnight Eastern Time.
market_bid	f64	Last market bid.
market_ask	f64	Last market ask.
market_price	f64	Market value derived from the last NBBO.
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).