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.

AAPL · 20250303 · 20250306 · 10:30:00.000

Client

Auth

Style

symbolstring*

start_datedate*

end_datedate*

time_of_daystring*

venuestring

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.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)

Sample response · JSON

[
  {
    "ask": 475.28,
    "ask_condition": 0,
    "ask_exchange": 7,
    "ask_size": 8,
    "bid": 475.28,
    "bid_condition": 0,
    "bid_exchange": 1,
    "bid_size": 15,
    "timestamp": "2024-01-16T09:30:00.1"
  }
]

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.