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.
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.