Trade

FreeValueStandardPro

Get the latest trade snapshot for an option contract.

• Retrieve the real-time last trade 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

Client

Auth

Style

symbolstring*

expirationdate*

strikestring

rightstring

strike_rangeint

min_timestring

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.option_snapshot_trade(
    "SPY", "20250321",
    strike="570", right="C",
)
for t in rows:
    print(t.date, t.ms_of_day, t.price, t.size)

Sample response · JSON

[
  {
    "condition": 130,
    "exchange": 22,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 255,
    "price": 3.9,
    "sequence": 18902138,
    "size": 2,
    "timestamp": "2024-11-04T09:30:00.471"
  }
]

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. Use both or * (alias) for calls and puts. Accepted values: call, put, both, *.
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 TradeTick:

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.
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).