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.
rust
pub fn stock_snapshot_trade(&self, symbols: &[&str]) -> StockSnapshotTradeBuilder<'_>Optional parameters chain on the builder: .venue(&str), .min_time(&str). Execute with .await → Result<Vec<TradeTick>, Error>, or decode chunk-by-chunk with .stream(handler).
Example
rust
let rows = tdx.stock_snapshot_trade(&["AAPL"]).await?;
for t in &rows {
println!("date={} ms_of_day={} price={} size={}", t.date, t.ms_of_day, t.price, t.size);
}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. |