Option Quotes

Streams every NBBO update for one option contract. Each change to the national best bid or offer delivers a Quote event to the registered callback.

The snippets below assume a connected client with streaming started — see Getting Started for the connect-and-stream ladder.

use thetadatadx::fpss::protocol::Contract;
use thetadatadx::fpss::{FpssData, FpssEvent};

tdx.start_streaming(|event: &FpssEvent| {
    if let FpssEvent::Data(FpssData::Quote { contract, bid, ask, .. }) = event {
        println!("{} bid={bid} ask={ask}", contract.symbol);
    }
})?;

let sub = Contract::option("SPY", OptionLeg { expiration: "20260618", strike: "570", right: "C" })?.quote();
tdx.subscribe(sub.clone())?;

// Remove this stream; the session stays open for other subscriptions.
tdx.unsubscribe(sub)?;

from thetadatadx import Contract

def on_event(event):
    if event.kind == "quote":
        print(event.contract.symbol, event.bid, event.ask)

tdx.start_streaming(on_event)

sub = Contract.option("SPY", expiration="20260618", strike="570", right="C").quote()
tdx.subscribe(sub)

# Remove this stream; the session stays open for other subscriptions.
tdx.unsubscribe(sub)

import { Contract } from 'thetadatadx';

tdx.startStreaming((event) => {
  if (event.kind === 'quote') {
    const e = event.quote!;
    console.log(e.contract.symbol, e.bid, e.ask);
  }
});

const sub = Contract.option('SPY', { expiration: '20260618', strike: '570', right: 'C' }).quote();
tdx.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
tdx.unsubscribe(sub);

client.set_callback([](const tdx::FpssEvent& event) {
    if (event.kind == TDX_FPSS_QUOTE) {
        auto& e = event.quote;
        std::cout << e.contract.symbol << " bid=" << e.bid << " ask=" << e.ask << "\n";
    }
});

auto sub = tdx::Contract::option("SPY", {.expiration = "20260618", .strike = "570", .right = "C"}).quote();
client.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.unsubscribe(sub);

GET ws://127.0.0.1:25520/v1/events

WebSocket streaming from the bundled server binary. Send one JSON envelope per command; set "add": false to unsubscribe.

Example

websocat ws://127.0.0.1:25520/v1/events
{"msg_type": "STREAM", "sec_type": "OPTION", "req_type": "QUOTE", "id": 1, "add": true, "contract": {"symbol": "SPY", "expiration": 20260618, "strike": 570000, "right": "C"}}

The WebSocket envelope takes the strike in thousandths of a dollar (570000 = $570.00); the SDKs take dollars.

Event fields

Each update arrives as a Quote event with these fields:

Field	Type	Description
contract	contract	Resolved contract identity (symbol, security type, and option fields).
ms_of_day	i32	Milliseconds since midnight Eastern Time.
bid_size	i32	Last NBBO bid size.
bid_exchange	i32	Exchange code of the NBBO bid.
bid	f64	Last NBBO bid price.
bid_condition	i32	Quote condition code on the bid side.
ask_size	i32	Last NBBO ask size.
ask_exchange	i32	Exchange code of the NBBO ask.
ask	f64	Last NBBO ask price.
ask_condition	i32	Quote condition code on the ask side.
date	i32	Trading date as a YYYYMMDD integer.
received_at_ns	u64	Local receive timestamp, nanoseconds since the Unix epoch.

The contract field carries symbol, the security type, and — for options — expiration, right, and the strike. See Handling Events for the full event catalogue and per-language field shapes.