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Quote

FreeValueStandardPro

Get the latest NBBO quote 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_quote(&self, symbols: &[&str]) -> StockSnapshotQuoteBuilder<'_>

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

Example

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

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 QuoteTick:

FieldTypeDescription
ms_of_dayi32Milliseconds since midnight Eastern Time.
bid_sizei32Last NBBO bid size.
bid_exchangei32Exchange code of the NBBO bid.
bidf64Last NBBO bid price.
bid_conditioni32Quote condition code on the bid side.
ask_sizei32Last NBBO ask size.
ask_exchangei32Exchange code of the NBBO ask.
askf64Last NBBO ask price.
ask_conditioni32Quote condition code on the ask side.
datei32Trading date as a YYYYMMDD integer.

Released under the Apache-2.0 License.