Quote
FreeValueStandardPro
Get the latest NBBO quote snapshot for an option contract.
- Retrieve a real-time last NBBO quote of an option contract.
- This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
SPY · 20250321
from thetadatadx import Client
client = Client.from_env()
rows = client.market_data.option_snapshot_quote(
"SPY", "20250321",
strike="570", right="C",
)
for t in rows:
print(t.date, t.ms_of_day, t.bid, t.ask) Sample response ·
JSON[
{
"ask": 1.5,
"ask_condition": 50,
"ask_exchange": 6,
"ask_size": 25,
"bid": 1.47,
"bid_condition": 50,
"bid_exchange": 6,
"bid_size": 5,
"timestamp": "2025-08-20T15:59:59.805"
}
]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 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).