Trade

FreeValueStandardPro

Get the latest trade snapshot for an option contract.

• Retrieve the real-time last trade of an option contract.
• You might need to change the default expiration date to a different date if it is past the current date.
• 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.

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

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

Example

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

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

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

Example

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

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

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

Example

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

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

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

Example

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

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

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/trade' \
    --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.
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).