Trade Quote

FreeValueStandardPro

Fetch combined trade + quote ticks for a stock on a given date. Returns raw DataTable.

Returns every trade reported by UTP & CTA paired with the last BBO quote reported by UTP or CTA at the time of trade. A quote is matched with a trade if its timestamp <= the trade timestamp. If you prefer to match quotes with timestamps that are < the trade timestamp, specify the exclusive parameter to true. 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_quote(&self, symbol: &str, date: &str) -> StockHistoryTradeQuoteBuilder<'_>

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

Example

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

ThetaDataDxClient.stock_history_trade_quote(
    symbol, date,
    *,
    start_time=None, end_time=None, exclusive=None, venue=None, start_date=None,
    end_date=None, timeout_ms=None,
) -> TradeQuoteTickList

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

Example

rows = tdx.stock_history_trade_quote("AAPL", "20250303")
for t in rows:
    print(t.ms_of_day, t.price, t.bid, t.ask)

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

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

Example

const rows = await tdx.stockHistoryTradeQuote('AAPL', '20250303');
for (const t of rows) {
  console.log(t.msOfDay, t.price, t.bid, t.ask);
}

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

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

Example

auto rows = client.stock_history_trade_quote("AAPL", "20250303");
for (const auto& t : rows) {
    std::cout << t.ms_of_day << ' ' << t.price << ' ' << t.bid << ' ' << t.ask << "\n";
}

GET http://127.0.0.1:25503/v3/stock/history/trade_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/trade_quote?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
exclusive	bool	no	true	When true, quotes whose timestamp equals the trade timestamp are excluded; only quotes strictly before the trade are paired.
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 TradeQuoteTick:

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.
quote_ms_of_day	i32	Timestamp of the paired quote, milliseconds since midnight ET.
bid_size	i32	Last NBBO bid size.
bid_exchange	i32	Exchange code of the NBBO bid.
bid	f64	NBBO bid at the time of the trade.
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	NBBO ask at the time of the trade.
ask_condition	i32	Quote condition code on the ask side.
date	i32	Trading date as a YYYYMMDD integer.

Example response

ms_of_day	sequence	ext_condition1	ext_condition2	ext_condition3	ext_condition4	condition	size	exchange	price	condition_flags	price_flags	volume_type	records_back	quote_ms_of_day	bid_size	bid_exchange	bid	bid_condition	ask_size	ask_exchange	ask	ask_condition	date
34200011	14920	32	95	1	115	1	2	7	187.18	0	0	0	0	34200011	31	7	187.1	0	1	7	187.19	0	20240102
34200014	8931	32	255	1	115	1	1	1	187.18	0	0	0	0	34200011	31	7	187.1	0	1	7	187.19	0	20240102
34200014	8932	32	255	1	115	1	5	1	187.18	0	0	0	0	34200011	31	7	187.1	0	1	7	187.19	0	20240102

Decoded from a captured production response; 3 of 8192 rows shown.