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.

AAPL

Client

Auth

Style

symbolstring*

datedate

intervalstring

start_timestring

end_timestring

venuestring

start_datedate

end_datedate

from thetadatadx import Client

client = Client.from_env()

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

Sample response · JSON

[
  {
    "ask": 187.2,
    "ask_condition": 0,
    "ask_exchange": 1,
    "ask_size": 1,
    "bid": 187.1,
    "bid_condition": 0,
    "bid_exchange": 7,
    "bid_size": 30,
    "timestamp": "2024-01-02T09:30:00"
  },
  {
    "ask": 187.86,
    "ask_condition": 0,
    "ask_exchange": 1,
    "ask_size": 4,
    "bid": 187.83,
    "bid_condition": 0,
    "bid_exchange": 1,
    "bid_size": 2,
    "timestamp": "2024-01-02T09:31:00"
  },
  {
    "ask": 187.77,
    "ask_condition": 0,
    "ask_exchange": 73,
    "ask_size": 1,
    "bid": 187.74,
    "bid_condition": 0,
    "bid_exchange": 60,
    "bid_size": 2,
    "timestamp": "2024-01-02T09:32:00"
  }
]

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
date	date	no	—	Single date YYYYMMDD. Supply this for a single-day pull, or supply start_date/end_date for a range. When present, date takes precedence over the range.
interval	string	no	1s	Interval preset. 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.