OHLC

FreeValueStandardPro

Get the latest OHLC snapshot for an option contract.

• Retrieve a real-time last ohlc of an option contract for the trading day.

SPY · 20250321

Client

Auth

Style

symbolstring*

expirationdate*

strikestring

rightstring

max_dteint

strike_rangeint

min_timestring

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.option_snapshot_ohlc(
    "SPY", "20250321",
    strike="570", right="C",
)
for t in rows:
    print(t.date, t.open, t.high, t.low, t.close)

Sample response · JSON

[
  {
    "close": 1.51,
    "count": 29,
    "high": 1.78,
    "low": 1.51,
    "open": 1.78,
    "timestamp": "2025-08-20T15:25:31.03",
    "volume": 202
  }
]

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, *.
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 OhlcTick:

Field	Type	Description
ms_of_day	i32	Opening time of the bar, milliseconds since midnight ET.
open	f64	Opening trade price.
high	f64	Highest traded price.
low	f64	Lowest traded price.
close	f64	Closing traded price.
volume	i64	Number of contracts or shares traded.
count	i64	Number of trades.
vwap	f64	Volume-weighted average price of the session.
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).