Quote

FreeValueStandardPro

Fetch NBBO quotes for a stock on a given date at a given interval.

• Returns every NBBO quote reported by UTP and CTA.
• If the interval parameter is specified, the quote for each interval represents the last quote prior to the interval's timestamp.
• Set the venue parameter to nqb to access current-day real-time historic data from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
• Multi-day requests are limited to 1 month of data.

pub fn stock_history_quote(&self, symbol: &str, date: &str) -> StockHistoryQuoteBuilder<'_>

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

Example

let rows = tdx
    .stock_history_quote("AAPL", "20250303")
    .interval("1m")
    .await?;
for t in &rows {
    println!("date={} ms_of_day={} bid={} ask={}", t.date, t.ms_of_day, t.bid, t.ask);
}

ThetaDataDxClient.stock_history_quote(
    symbol, date,
    *,
    interval=None, start_time=None, end_time=None, venue=None, start_date=None,
    end_date=None, timeout_ms=None,
) -> QuoteTickList

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

Example

rows = tdx.stock_history_quote("AAPL", "20250303", interval="1m")
for t in rows:
    print(t.date, t.ms_of_day, t.bid, t.ask)

stockHistoryQuote(
  symbol: string, date: string | Date, options?: { ... },
): Promise<Array<QuoteTick>>

Optional parameters ride in a single trailing options object: interval?: string, startTime?: string | Date, endTime?: string | Date, venue?: string, startDate?: string | Date, endDate?: string | Date, timeoutMs?: number.

Example

const rows = await tdx.stockHistoryQuote('AAPL', '20250303', { interval: '1m' });
for (const t of rows) {
  console.log(t.date, t.msOfDay, t.bid, t.ask);
}

std::vector<QuoteTick> stock_history_quote(
    const std::string& symbol,
    const std::string& date,
    const EndpointRequestOptions& options = {}) const;

Optional parameters chain on EndpointRequestOptions: .with_interval(...), .with_start_time(...), .with_end_time(...), .with_venue(...), .with_start_date(...), .with_end_date(...). Throws tdx::Error on failure.

Example

auto rows = client.stock_history_quote("AAPL", "20250303",
    tdx::EndpointRequestOptions{}.with_interval("1m"));
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/history/quote

Served by the bundled server binary; responses stream as JSON, CSV, or NDJSON via the format parameter.

Example

curl 'http://127.0.0.1:25503/v3/stock/history/quote?symbol=AAPL&date=2025-03-03&interval=1m'

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
date	date	yes	—	Date YYYYMMDD
interval	string	no	1s	Interval preset or millisecond string. Defaults to 1s when omitted — matching the upstream ThetaData Python library. Accepted values: tick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.
start_time	string	no	09:30:00	Start time filter
end_time	string	no	16:00:00	End time filter
venue	string	no	nqb	Venue/exchange filter. Accepted values: nqb, utp_cta.
start_date	date	no	—	Start date YYYYMMDD
end_date	date	no	—	End date YYYYMMDD
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.