Trade

FreeValueStandardPro

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

Real-time request:

• Returns a real-time session from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
• Returns a 15-minute delayed session from the UTP & CTA feeds account has the stocks value subscription subscription.

Historical request:

Returns the last trade reported by UTP & CTA feeds at a specified millisecond of the day. Trade condition mappings can be found here.

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_trade(
    "AAPL", "20250303", "20250306", "10:30:00.000",
)
for t in rows:
    print(t.date, t.ms_of_day, t.price, t.size)

Sample response · JSON

[
  {
    "condition": 115,
    "exchange": 57,
    "ext_condition1": 255,
    "ext_condition2": 255,
    "ext_condition3": 255,
    "ext_condition4": 115,
    "price": 475.28,
    "sequence": 405549,
    "size": 1,
    "timestamp": "2024-01-16T09:30:00.088"
  }
]

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 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. Zero is a code the vendor assigns a meaning, so read columns() to tell a reported zero from a response that carried no such column.
size	i32	Number of contracts or shares traded.
exchange	i32	Exchange code where the trade executed. Zero is a code the vendor assigns a meaning, so read columns() to tell a reported zero from a response that carried no such column.
price	f64	Trade price.
condition_flags	i32	Trade condition flags bitmap.
price_flags	i32	Trade price flags bitmap.
volume_type	i32	Volume reporting mode, as sent. The vendor does not define this column.
records_back	i32	Offset of this record behind the most recent record.
date	i32	Trading date as a YYYYMMDD integer.