The FlatFile API from ThetaData — 6 operation(s) for flatfile.
openapi: 3.1.0
info:
title: Theta Data v3 At-Time FlatFile API
description: Real-time and historic stock, options, and index data!
version: 3.0.0
x-java-package: net.thetadata.generated
servers:
- url: http://127.0.0.1:25503/v3
description: dev
security: []
tags:
- name: FlatFile
paths:
/option/flat_file/trade_quote:
x-concurrent-limit-ttl-ms: '1800000'
x-hide-from-docs: true
x-min-subscription: professional
get:
summary: Option Flat File Trade Quote
operationId: option_flat_file_trade_quote
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''pandas'')
df = client.option_flat_file_trade_quote(date=date(2024, 1, 2))
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''polars'')
df = client.option_flat_file_trade_quote(date=date(2024, 1, 2))
'
tags:
- FlatFile
description: 'Bulk download all option trade/quote ticks for a given date as a CSV stream. Returns one row per tick, grouped by contract. Requires a Professional options subscription.
'
parameters:
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/format'
responses:
'200':
description: CSV stream of all option trade/quote ticks for the given date
content:
text/csv:
schema:
type: array
items: &id001
type: object
properties:
root:
type: string
description: The option root symbol.
expiration:
type: string
format: date
description: Expiration date of the contract in YYYY-MM-DD format.
strike:
type: number
description: Strike price.
right:
type: string
description: C for call, P for put.
ms_of_day:
type: integer
description: Milliseconds since midnight.
date:
type: integer
description: Date as YYYYMMDD integer.
application/json:
schema: &id002
type: array
items: *id001
application/x-ndjson:
schema: *id002
/option/flat_file/eod:
x-concurrent-limit-ttl-ms: '1800000'
x-hide-from-docs: true
x-min-subscription: professional
get:
summary: Option Flat File EOD
operationId: option_flat_file_eod
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''pandas'')
df = client.option_flat_file_eod(date=date(2024, 1, 2))
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''polars'')
df = client.option_flat_file_eod(date=date(2024, 1, 2))
'
tags:
- FlatFile
description: 'Bulk download all option end-of-day ticks for a given date as a CSV stream. Returns one row per tick, grouped by contract. Requires a Professional options subscription.
'
parameters:
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/format'
responses:
'200':
description: CSV stream of all option EOD ticks for the given date
content:
text/csv:
schema:
type: array
items: &id003
type: object
properties:
root:
type: string
description: The option root symbol.
expiration:
type: string
format: date
description: Expiration date of the contract in YYYY-MM-DD format.
strike:
type: number
description: Strike price.
right:
type: string
description: C for call, P for put.
ms_of_day:
type: integer
description: Milliseconds since midnight.
date:
type: integer
description: Date as YYYYMMDD integer.
application/json:
schema: &id004
type: array
items: *id003
application/x-ndjson:
schema: *id004
/option/flat_file/open_interest:
x-concurrent-limit-ttl-ms: '1800000'
x-hide-from-docs: true
x-min-subscription: professional
get:
summary: Option Flat File Open Interest
operationId: option_flat_file_open_interest
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''pandas'')
df = client.option_flat_file_open_interest(date=date(2024, 1, 2))
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''polars'')
df = client.option_flat_file_open_interest(date=date(2024, 1, 2))
'
tags:
- FlatFile
description: 'Bulk download all option open interest ticks for a given date as a CSV stream. Returns one row per tick, grouped by contract. Requires a Professional options subscription.
'
parameters:
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/format'
responses:
'200':
description: CSV stream of all option open interest ticks for the given date
content:
text/csv:
schema:
type: array
items: &id005
type: object
properties:
root:
type: string
description: The option root symbol.
expiration:
type: string
format: date
description: Expiration date of the contract in YYYY-MM-DD format.
strike:
type: number
description: Strike price.
right:
type: string
description: C for call, P for put.
ms_of_day:
type: integer
description: Milliseconds since midnight.
open_interest:
type: integer
description: Open interest.
date:
type: integer
description: Date as YYYYMMDD integer.
application/json:
schema: &id006
type: array
items: *id005
application/x-ndjson:
schema: *id006
/stock/flat_file/trade_quote:
x-concurrent-limit-ttl-ms: '1800000'
x-hide-from-docs: true
x-min-subscription: professional
get:
summary: Stock Flat File Trade Quote
operationId: stock_flat_file_trade_quote
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''pandas'')
df = client.stock_flat_file_trade_quote(date=date(2024, 1, 2))
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''polars'')
df = client.stock_flat_file_trade_quote(date=date(2024, 1, 2))
'
tags:
- FlatFile
description: 'Bulk download all stock trade/quote ticks for a given date as a CSV stream. Returns one row per tick, grouped by symbol. Requires a Professional stock subscription.
'
parameters:
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/format'
responses:
'200':
description: CSV stream of all stock trade/quote ticks for the given date
content:
text/csv:
schema:
type: array
items: &id007
type: object
properties:
root:
type: string
description: The stock symbol.
ms_of_day:
type: integer
description: Milliseconds since midnight.
date:
type: integer
description: Date as YYYYMMDD integer.
application/json:
schema: &id008
type: array
items: *id007
application/x-ndjson:
schema: *id008
/stock/flat_file/eod:
x-concurrent-limit-ttl-ms: '1800000'
x-hide-from-docs: true
x-min-subscription: professional
get:
summary: Stock Flat File EOD
operationId: stock_flat_file_eod
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''pandas'')
df = client.stock_flat_file_eod(date=date(2024, 1, 2))
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''polars'')
df = client.stock_flat_file_eod(date=date(2024, 1, 2))
'
tags:
- FlatFile
description: 'Bulk download all stock end-of-day ticks for a given date as a CSV stream. Returns one row per tick, grouped by symbol. Requires a Professional stock subscription.
'
parameters:
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/format'
responses:
'200':
description: CSV stream of all stock EOD ticks for the given date
content:
text/csv:
schema:
type: array
items: &id009
type: object
properties:
root:
type: string
description: The stock symbol.
ms_of_day:
type: integer
description: Milliseconds since midnight.
date:
type: integer
description: Date as YYYYMMDD integer.
application/json:
schema: &id010
type: array
items: *id009
application/x-ndjson:
schema: *id010
/index/flat_file/eod:
x-concurrent-limit-ttl-ms: '1800000'
x-hide-from-docs: true
x-min-subscription: professional
get:
summary: Index Flat File EOD
operationId: index_flat_file_eod
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''pandas'')
df = client.index_flat_file_eod(date=date(2024, 1, 2))
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
from datetime import date
client = ThetaClient(dataframe_type=''polars'')
df = client.index_flat_file_eod(date=date(2024, 1, 2))
'
tags:
- FlatFile
description: 'Bulk download all index end-of-day ticks for a given date as a CSV stream. Returns one row per tick, grouped by symbol. Requires a Professional indices subscription.
'
parameters:
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/format'
responses:
'200':
description: CSV stream of all index EOD ticks for the given date
content:
text/csv:
schema:
type: array
items: &id011
type: object
properties:
root:
type: string
description: The index symbol.
ms_of_day:
type: integer
description: Milliseconds since midnight.
date:
type: integer
description: Date as YYYYMMDD integer.
application/json:
schema: &id012
type: array
items: *id011
application/x-ndjson:
schema: *id012
components:
parameters:
format:
name: format
in: query
description: The format of the data when returned to the user.
required: false
schema:
type: string
enum:
- csv
- json
- ndjson
- html
default: csv
date:
name: date
in: query
description: The date to fetch data for.
required: true
schema:
type: string
format: date