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::streaming::{Contract, OptionLeg};
use thetadatadx::streaming::{StreamData, StreamEvent};

client.stream().start_streaming(|event: &StreamEvent| {
    if let StreamEvent::Data(StreamData::Quote { contract, bid, ask, .. }) = event {
        println!("{} bid={bid} ask={ask}", contract.symbol);
    }
})?;

let sub = Contract::option("SPY", OptionLeg { expiration: "20261218", strike: "570", right: "C" })?.quote();
client.stream().subscribe(sub.clone())?;

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

from thetadatadx import Contract

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

client.stream.start_streaming(on_event)

sub = Contract.option("SPY", expiration="20261218", strike="570", right="C").quote()
client.stream.subscribe(sub)

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

import { Contract } from 'thetadatadx-ts';

await client.stream.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: '20261218', strike: '570', right: 'C' }).quote();
client.stream.subscribe(sub);

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

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

auto sub = thetadatadx::Contract::option("SPY", {.expiration = "20261218", .strike = "570", .right = "C"}).quote();
client.stream().subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream().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": 20261218, "strike": 570000, "right": "C"}}

The WebSocket envelope takes the strike as the terminal's 1/10-cent integer (570000 = $570.00) by default, matching the terminal wire; pass the server's --strike-format dollars flag to use a dollar value instead. The native SDK builders take dollars.

Quote 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.

WebSocket frame

The native SDK callbacks (Rust/Python/TypeScript/C++) receive every field above. Each raw WebSocket frame (the Server tab) is { "header": {…}, "contract": {…}, "quote": {…} }: header and contract are always present, while the quote payload object carries only the terminal-compatible subset: ms_of_day, bid_size, bid_exchange, bid, bid_condition, ask_size, ask_exchange, ask, ask_condition, date. The remaining event fields are delivered to the SDK callbacks, not the quote payload object.