Trade

FreeValueStandardPro

Get the latest trade snapshot for one or more stocks.

Returns a real-time last trade from the Nasdaq Basic feed if the account has a stocks standard or pro 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_trade(
    "AAPL",
)
for t in rows:
    print(t.date, t.ms_of_day, t.price, t.size)

Sample response · JSON

[
  {
    "condition": 1,
    "price": 225.75,
    "sequence": 63539137,
    "size": 23,
    "symbol": "AAPL",
    "timestamp": "2025-08-20T16:36:05.549"
  }
]

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 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.