Quote

FreeValueStandardPro

Fetch the quote at a specific time of day across a date range.

Real-time request:

• Subscription tier standard or higher will default to NQB.
• Real-time last BBO quote at-time_of_day-time from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
• 15-minute delayed NBBO quote at-time_of_day-time from the UTP & CTA feeds account has the stocks value subscription subscription.

Historical request:

Returns the last NBBO quote reported by UTP & CTA feeds at a specified millisecond of the day.

pub fn stock_at_time_quote(
    &self,
    symbol: &str,
    start_date: &str,
    end_date: &str,
    time_of_day: &str,
) -> StockAtTimeQuoteBuilder<'_>

Optional parameters chain on the builder: .venue(&str). Execute with .await → Result<Vec<QuoteTick>, Error>, or decode chunk-by-chunk with .stream(handler).

Example

let rows = tdx.stock_at_time_quote("AAPL", "20250303", "20250306", "10:30:00.000").await?;
for t in &rows {
    println!("date={} ms_of_day={} bid={} ask={}", t.date, t.ms_of_day, t.bid, t.ask);
}

ThetaDataDxClient.stock_at_time_quote(
    symbol, start_date, end_date, time_of_day,
    *,
    venue=None, timeout_ms=None,
) -> QuoteTickList

stock_at_time_quote_async(...) awaits the same call shape. Chain .to_pandas() / .to_polars() / .to_arrow() / .to_list() on the result.

Example

rows = tdx.stock_at_time_quote("AAPL", "20250303", "20250306", "10:30:00.000")
for t in rows:
    print(t.date, t.ms_of_day, t.bid, t.ask)

stockAtTimeQuote(
  symbol: string, startDate: string | Date, endDate: string | Date,
  timeOfDay: string | Date, options?: { ... },
): Promise<Array<QuoteTick>>

Optional parameters ride in a single trailing options object: venue?: string, timeoutMs?: number.

Example

const rows = await tdx.stockAtTimeQuote('AAPL', '20250303', '20250306', '10:30:00.000');
for (const t of rows) {
  console.log(t.date, t.msOfDay, t.bid, t.ask);
}

std::vector<QuoteTick> stock_at_time_quote(
    const std::string& symbol,
    const std::string& start_date,
    const std::string& end_date,
    const std::string& time_of_day,
    const EndpointRequestOptions& options = {}) const;

Optional parameters chain on EndpointRequestOptions: .with_venue(...). Throws tdx::Error on failure.

Example

auto rows = client.stock_at_time_quote("AAPL", "20250303", "20250306", "10:30:00.000");
for (const auto& t : rows) {
    std::cout << t.date << ' ' << t.ms_of_day << ' ' << t.bid << ' ' << t.ask << "\n";
}

GET http://127.0.0.1:25503/v3/stock/at_time/quote

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/stock/at_time/quote' \
    --data-urlencode 'symbol=AAPL' \
    --data-urlencode 'start_date=2025-03-03' \
    --data-urlencode 'end_date=2025-03-06' \
    --data-urlencode 'time_of_day=10:30:00.000'

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
start_date	date	yes	—	Start date YYYYMMDD
end_date	date	yes	—	End date YYYYMMDD
time_of_day	string	yes	—	ET wall-clock time in HH:MM:SS.SSS (e.g. 09:30:00.000 for 9:30 AM ET; legacy 34200000 is also accepted)
venue	string	no	nqb	Venue/exchange filter. Accepted values: nqb, utp_cta.
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.