Trade

FreeValueStandardPro

Fetch all trades for a stock on a given date.

Returns every trade reported by UTP & CTA. 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_trade(&self, symbol: &str, date: &str) -> StockHistoryTradeBuilder<'_>

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

Example

let rows = tdx.stock_history_trade("AAPL", "20250303").await?;
for t in &rows {
    println!("date={} ms_of_day={} price={} size={}", t.date, t.ms_of_day, t.price, t.size);
}

ThetaDataDxClient.stock_history_trade(
    symbol, date,
    *,
    start_time=None, end_time=None, venue=None, start_date=None, end_date=None,
    timeout_ms=None,
) -> TradeTickList

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

Example

rows = tdx.stock_history_trade("AAPL", "20250303")
for t in rows:
    print(t.date, t.ms_of_day, t.price, t.size)

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

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

Example

const rows = await tdx.stockHistoryTrade('AAPL', '20250303');
for (const t of rows) {
  console.log(t.date, t.msOfDay, t.price, t.size);
}

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

Optional parameters chain on EndpointRequestOptions: .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_trade("AAPL", "20250303");
for (const auto& t : rows) {
    std::cout << t.date << ' ' << t.ms_of_day << ' ' << t.price << ' ' << t.size << "\n";
}

GET http://127.0.0.1:25503/v3/stock/history/trade

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/trade?symbol=AAPL&date=2025-03-03'

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
date	date	yes	—	Date YYYYMMDD
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 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.