OHLC

FreeValueStandardPro

Get the latest OHLC snapshot for one or more stocks.

Provides a real-time Open, High, Low, Close for the current day.

• Returns a real-time session OHLC from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
• Returns a 15-minute delayed session OHLC from the UTP & CTA feeds if the account has the stocks value subscription.
• 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.

AAPL

Client

Auth

Style

symbolsymbols*

venuestring

min_timestring

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.stock_snapshot_ohlc(
    "AAPL",
)
for t in rows:
    print(t.date, t.open, t.high, t.low, t.close)

Sample response · JSON

[
  {
    "close": 485.11,
    "count": 7684,
    "high": 492,
    "low": 480.5477,
    "open": 492,
    "symbol": "CVCO",
    "timestamp": "2025-08-20T16:10:04.43",
    "volume": 119656
  },
  {
    "close": 0.8929,
    "count": 138,
    "high": 0.9199,
    "low": 0.8529,
    "open": 0.89,
    "symbol": "IFRX",
    "timestamp": "2025-08-20T16:11:13.962",
    "volume": 57048
  },
  {
    "close": 0,
    "count": 6,
    "high": 0,
    "low": 0,
    "open": 0,
    "symbol": "KLXY",
    "timestamp": "2025-08-20T16:04:10.564",
    "volume": 9
  }
]

Parameters

Name	Type	Required	Default	Description
symbol	symbols	yes	—	Comma-separated ticker symbols (e.g. AAPL,MSFT)
venue	string	no	nqb	Venue/exchange filter. Accepted values: nqb, utp_cta.
min_time	string	no	—	Minimum time filter
timeout_ms	int	no	—	Per-request deadline in milliseconds. 0 means no deadline.

Response

Rows of OhlcTick:

Field	Type	Description
ms_of_day	i32	Opening time of the bar, milliseconds since midnight ET.
open	f64	Opening trade price.
high	f64	Highest traded price.
low	f64	Lowest traded price.
close	f64	Closing traded price.
volume	i64	Number of contracts or shares traded.
count	i64	Number of trades.
vwap	f64	Volume-weighted average price of the session.
date	i32	Trading date as a YYYYMMDD integer.