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Market Value

FreeValueStandardPro

Get the latest market value snapshot for one or more stocks.

  • Theta Data resets its snapshot cache at midnight ET every day. This endpoint may not work on a weekend where there were no eligible messages sent over exchange feeds. We recommend using historic requests during the weekend.
rust
pub fn stock_snapshot_market_value(&self, symbols: &[&str]) -> StockSnapshotMarketValueBuilder<'_>

Optional parameters chain on the builder: .venue(&str), .min_time(&str). Execute with .awaitResult<Vec<MarketValueTick>, Error>, or decode chunk-by-chunk with .stream(handler).

Example

rust
let rows = tdx.stock_snapshot_market_value(&["AAPL"]).await?;
for t in &rows {
    println!("date={} market_price={}", t.date, t.market_price);
}

Parameters

NameTypeRequiredDefaultDescription
symbolsymbolsyesComma-separated ticker symbols (e.g. AAPL,MSFT)
venuestringnonqbVenue/exchange filter. Accepted values: nqb, utp_cta.
min_timestringnoMinimum time filter
timeout_msintnoPer-request deadline in milliseconds. 0 means no deadline.

Response

Rows of MarketValueTick:

FieldTypeDescription
ms_of_dayi32Milliseconds since midnight Eastern Time.
market_bidf64Last market bid.
market_askf64Last market ask.
market_pricef64Market value derived from the last NBBO.
datei32Trading date as a YYYYMMDD integer.

Released under the Apache-2.0 License.