The History API from ThetaData — 26 operation(s) for history.
openapi: 3.1.0
info:
title: Theta Data v3 At-Time History 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: History
paths:
/stock/history/eod:
x-concurrent-limit-ttl-ms: '580'
x-min-subscription: free
x-history-access: true
get:
summary: End of Day
operationId: stock_history_eod
x-codeSamples:
- lang: Python
label: pandas
source: "from thetadata import ThetaClient\nfrom datetime import date\n\nclient = ThetaClient(dataframe_type='pandas')\ndf = client.stock_history_eod(\n symbol='AAPL',\n start_date=date(2024, 1, 1),\n end_date=date(2024, 1, 31),\n)\n"
- lang: Python
label: polars
source: "from thetadata import ThetaClient\nfrom datetime import date\n\nclient = ThetaClient(dataframe_type='polars')\ndf = client.stock_history_eod(\n symbol='AAPL',\n start_date=date(2024, 1, 1),\n end_date=date(2024, 1, 31),\n)\n"
tags:
- History
description: '
Since [the equity SIPs](/Articles/Data-And-Requests/The-SIPs.html) only generate a partial EOD report, Theta Data generates a national EOD report at 17:15 ET each day. ``created`` represents the datetime the report was generated and ``last_trade`` represents the datetime of the last trade. The quote in the response represents the last NBBO reported by [CTA or UTP](/Articles/Data-And-Requests/The-SIPs.html) at the time of report generation. You can read more about EOD & OHLC data [here](/Articles/Data-And-Requests/OHLC-EOD.html). Theta Data plans to avail SIP EOD reports in the near future.
'
x-sample-urls:
- url: http://127.0.0.1:25503/v3/stock/history/eod?symbol=AAPL&start_date=20240101&end_date=20240131
description: Returns EOD report for a given symbol between specified dates (inclusive)
- url: http://127.0.0.1:25503/v3/stock/history/eod?symbol=AAPL&start_date=20240101&end_date=20240131&format=html
description: Click to open in browser (HTML)
parameters:
- $ref: '#/components/parameters/single_symbol'
- $ref: '#/components/parameters/start_date'
- $ref: '#/components/parameters/end_date'
- $ref: '#/components/parameters/format'
responses:
'200':
description: Returns EOD report for a given symbol between specified dates (inclusive)
content:
text/csv:
schema:
type: array
items: &id001
type: object
properties:
created:
type: string
format: date-time
description: The date formated as YYYY-MM-DDTHH:mm:ss.SSS format.
last_trade:
type: string
format: date-time
description: The last trade date formated as YYYY-MM-DDTHH:mm:ss.SSS format.
open:
type: number
description: The opening trade price.
high:
type: number
description: The highest traded price.
low:
type: number
description: The lowest traded price.
close:
type: number
description: The closing traded price.
volume:
type: integer
description: The amount of contracts / shares traded.
count:
type: integer
description: The amount of trades.
bid_size:
type: integer
description: The last NBBO bid size.
bid_exchange:
type: integer
description: The last NBBO bid [exchange](/Articles/Errors-Exchanges-Conditions/Exchanges.html).
bid:
type: number
description: The last NBBO bid price.
bid_condition:
type: integer
description: The last NBBO bid [condition](/Articles/Errors-Exchanges-Conditions/Quote-Conditions.html).
ask_size:
type: integer
description: The last NBBO ask size.
ask_exchange:
type: integer
description: The last NBBO ask [exchange](/Articles/Errors-Exchanges-Conditions/Exchanges.html).
ask:
type: number
description: The last NBBO ask price.
ask_condition:
type: integer
description: The last NBBO ask [condition](/Articles/Errors-Exchanges-Conditions/Quote-Conditions.html).
example: "created,last_trade,open,high,low,close,volume,count,bid_size,bid_exchange,bid,bid_condition,ask_size,ask_exchange,ask,ask_condition\r\n2024-01-02T17:17:53.606,2024-01-02T17:17:51.877,187.030,188.440,183.885,185.640,80680243,1003582,2,7,18.534,0,2,1,18.536,0\r\n2024-01-03T17:16:29.883,2024-01-03T17:16:28.586,184.200,185.880,183.430,184.250,58308345,654127,5,7,18.405,0,2,1,18.410,0\r\n2024-01-04T17:17:06.02,2024-01-04T17:17:02.445,182.0000,183.0872,180.8800,181.9100,71197269,709246,8,60,1.8176,0,2,7,1.8179,0\r\n2024-01-05T17:16:57.032,2024-01-05T17:16:49.821,181.900,182.760,180.170,181.180,61949135,679405,3,1,18.103,0,3,7,18.105,0\r\n2024-01-08T17:17:01.83,2024-01-08T17:17:01.484,182.000,185.600,181.500,185.560,59029146,665626,4,1,18.528,0,1,65,18.537,0\r\n"
application/json:
schema: &id002
type: array
items: *id001
example: "{\n \"response\": [\n {\"ask_size\":2,\"last_trade\":\"2024-01-02T17:17:51.877\",\"created\":\"2024-01-02T17:17:53.606\",\"ask_condition\":0,\"count\":1003582,\"volume\":80680243,\"high\":188.440,\"low\":183.885,\"bid_size\":2,\"ask_exchange\":1,\"bid_exchange\":7,\"ask\":18.536,\"bid\":18.534,\"bid_condition\":0,\"close\":185.640,\"open\":187.030},\n {\"ask_size\":2,\"last_trade\":\"2024-01-03T17:16:28.586\",\"created\":\"2024-01-03T17:16:29.883\",\"ask_condition\":0,\"count\":654127,\"volume\":58308345,\"high\":185.880,\"low\":183.430,\"bid_size\":5,\"ask_exchange\":1,\"bid_exchange\":7,\"ask\":18.410,\"bid\":18.405,\"bid_condition\":0,\"close\":184.250,\"open\":184.200},\n {\"ask_size\":2,\"last_trade\":\"2024-01-04T17:17:02.445\",\"created\":\"2024-01-04T17:17:06.02\",\"ask_condition\":0,\"count\":709246,\"volume\":71197269,\"high\":183.0872,\"low\":180.8800,\"bid_size\":8,\"ask_exchange\":7,\"bid_exchange\":60,\"ask\":1.8179,\"bid\":1.8176,\"bid_condition\":0,\"close\":181.9100,\"open\":182.0000},\n {\"ask_size\":3,\"last_trade\":\"2024-01-05T17:16:49.821\",\"created\":\"2024-01-05T17:16:57.032\",\"ask_condition\":0,\"count\":679405,\"volume\":61949135,\"high\":182.760,\"low\":180.170,\"bid_size\":3,\"ask_exchange\":7,\"bid_exchange\":1,\"ask\":18.105,\"bid\":18.103,\"bid_condition\":0,\"close\":181.180,\"open\":181.900},\n {\"ask_size\":1,\"last_trade\":\"2024-01-08T17:17:01.484\",\"created\":\"2024-01-08T17:17:01.83\",\"ask_condition\":0,\"count\":665626,\"volume\":59029146,\"high\":185.600,\"low\":181.500,\"bid_size\":4,\"ask_exchange\":65,\"bid_exchange\":1,\"ask\":18.537,\"bid\":18.528,\"bid_condition\":0,\"close\":185.560,\"open\":182.000}\n ]\n}\n"
application/x-ndjson:
schema: *id002
example: '{"ask_size":2,"last_trade":"2024-01-02T17:17:51.877","created":"2024-01-02T17:17:53.606","ask_condition":0,"count":1003582,"volume":80680243,"high":188.440,"low":183.885,"bid_size":2,"ask_exchange":1,"bid_exchange":7,"ask":18.536,"bid":18.534,"bid_condition":0,"close":185.640,"open":187.030}
{"ask_size":2,"last_trade":"2024-01-03T17:16:28.586","created":"2024-01-03T17:16:29.883","ask_condition":0,"count":654127,"volume":58308345,"high":185.880,"low":183.430,"bid_size":5,"ask_exchange":1,"bid_exchange":7,"ask":18.410,"bid":18.405,"bid_condition":0,"close":184.250,"open":184.200}
{"ask_size":2,"last_trade":"2024-01-04T17:17:02.445","created":"2024-01-04T17:17:06.02","ask_condition":0,"count":709246,"volume":71197269,"high":183.0872,"low":180.8800,"bid_size":8,"ask_exchange":7,"bid_exchange":60,"ask":1.8179,"bid":1.8176,"bid_condition":0,"close":181.9100,"open":182.0000}
{"ask_size":3,"last_trade":"2024-01-05T17:16:49.821","created":"2024-01-05T17:16:57.032","ask_condition":0,"count":679405,"volume":61949135,"high":182.760,"low":180.170,"bid_size":3,"ask_exchange":7,"bid_exchange":1,"ask":18.105,"bid":18.103,"bid_condition":0,"close":181.180,"open":181.900}
{"ask_size":1,"last_trade":"2024-01-08T17:17:01.484","created":"2024-01-08T17:17:01.83","ask_condition":0,"count":665626,"volume":59029146,"high":185.600,"low":181.500,"bid_size":4,"ask_exchange":65,"bid_exchange":1,"ask":18.537,"bid":18.528,"bid_condition":0,"close":185.560,"open":182.000}'
python/pandas:
schema: *id002
example: 'created last_trade open high low close volume count bid_size bid_exchange bid bid_condition ask_size ask_exchange ask ask_condition
0 2025-10-02 17:15:40.365000-04:00 2025-10-02 17:15:30.829000-04:00 256.60 258.18 254.15 257.13 42543552 483678 1 60 257.40 0 19 7 257.50 0
1 2025-10-03 17:15:50.597000-04:00 2025-10-03 17:15:27.845000-04:00 254.64 259.24 253.95 258.02 49090168 704668 2 7 257.81 0 3 1 257.98 0
'
python/polars:
schema: *id002
example: 'shape: (2, 16)
┌────────────────────────────────┬────────────────────────────────┬────────┬────────┬────────┬────────┬──────────┬────────┬──────────┬──────────────┬────────┬───────────────┬──────────┬──────────────┬────────┬───────────────┐
│ created ┆ last_trade ┆ open ┆ high ┆ low ┆ close ┆ volume ┆ count ┆ bid_size ┆ bid_exchange ┆ bid ┆ bid_condition ┆ ask_size ┆ ask_exchange ┆ ask ┆ ask_condition │
│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │
│ datetime[ms, America/New_York] ┆ datetime[ms, America/New_York] ┆ f64 ┆ f64 ┆ f64 ┆ f64 ┆ i64 ┆ i64 ┆ i64 ┆ i64 ┆ f64 ┆ i64 ┆ i64 ┆ i64 ┆ f64 ┆ i64 │
╞════════════════════════════════╪════════════════════════════════╪════════╪════════╪════════╪════════╪══════════╪════════╪══════════╪══════════════╪════════╪═══════════════╪══════════╪══════════════╪════════╪═══════════════╡
│ 2025-10-02 17:15:40.365 EDT ┆ 2025-10-02 17:15:30.829 EDT ┆ 256.6 ┆ 258.18 ┆ 254.15 ┆ 257.13 ┆ 42543552 ┆ 483678 ┆ 1 ┆ 60 ┆ 257.4 ┆ 0 ┆ 19 ┆ 7 ┆ 257.5 ┆ 0 │
│ 2025-10-03 17:15:50.597 EDT ┆ 2025-10-03 17:15:27.845 EDT ┆ 254.64 ┆ 259.24 ┆ 253.95 ┆ 258.02 ┆ 49090168 ┆ 704668 ┆ 2 ┆ 7 ┆ 257.81 ┆ 0 ┆ 3 ┆ 1 ┆ 257.98 ┆ 0 │
└────────────────────────────────┴────────────────────────────────┴────────┴────────┴────────┴────────┴──────────┴────────┴──────────┴──────────────┴────────┴───────────────┴──────────┴──────────────┴────────┴───────────────┘
'
/stock/history/ohlc:
x-concurrent-limit-ttl-ms: '695'
x-min-subscription: value
x-history-access: true
get:
summary: Open High Low Close
operationId: stock_history_ohlc
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''pandas'')
df = client.stock_history_ohlc(symbol=''AAPL'', interval=''1m'')
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''polars'')
df = client.stock_history_ohlc(symbol=''AAPL'', interval=''1m'')
'
tags:
- History
description: "- Aggregated OHLC bars that use [SIP rules](/Articles/Data-And-Requests/OHLC-EOD.html) for each bar. Time timestamp of the bar represents the opening time of the bar. For a trade to be part of the bar: ``bar time`` <= ``trade time`` < ``bar timestamp + ivl``, where ivl is the specified interval size in milliseconds. \n- Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).\n- Multi-day requests are limited to 1 month of data.\n"
x-sample-urls:
- url: http://127.0.0.1:25503/v3/stock/history/ohlc?symbol=AAPL&date=20240102&interval=1m
description: Returns OHLC for a given symbol on the specified date with a one minute interval
- url: http://127.0.0.1:25503/v3/stock/history/ohlc?symbol=AAPL&date=20240102&interval=1m&format=html
description: Click to open in browser (HTML)
- url: http://127.0.0.1:25503/v3/stock/history/ohlc?symbol=AAPL&start_date=20240102&end_date=20240109&interval=1m
description: Returns OHLC for a given symbol between specified dates (inclusive) with a one minute interval
- url: http://127.0.0.1:25503/v3/stock/history/ohlc?symbol=AAPL&start_date=20240102&end_date=20240109&interval=1m&format=html
description: Click to open in browser (HTML)
parameters:
- $ref: '#/components/parameters/single_symbol'
- $ref: '#/components/parameters/opt_date'
- $ref: '#/components/parameters/interval'
- $ref: '#/components/parameters/start_time'
- $ref: '#/components/parameters/end_time'
- $ref: '#/components/parameters/venue'
- $ref: '#/components/parameters/format'
- $ref: '#/components/parameters/opt_start_date'
- $ref: '#/components/parameters/opt_end_date'
responses:
'200':
description: Returns OHLC for a given symbol between specified dates (inclusive) with a one minute interval
content:
text/csv:
schema:
type: array
items: &id003
type: object
properties:
timestamp:
type: string
format: date-time
description: The timestamp in YYYY-MM-DDTHH:mm:ss.SSS format.
open:
type: number
description: The opening trade price.
high:
type: number
description: The highest traded price.
low:
type: number
description: The lowest traded price.
close:
type: number
description: The closing traded price.
volume:
type: integer
description: The amount of contracts / shares traded.
count:
type: integer
description: The amount of trades.
vwap:
type: number
description: The volume weighted average price of the trading session.
example: "timestamp,open,high,low,close,volume,count,vwap\r\n2024-01-02T09:30:00,187.1500,188.050,186.350,187.830,3256708,37886,187.25\r\n2024-01-02T09:31:00,187.830,188.120,187.630,187.765,809707,7481,187.38\r\n2024-01-02T09:32:00,187.770,188.440,187.730,188.2984,687086,7103,187.48\r\n2024-01-02T09:33:00,188.3050,188.310,187.810,188.160,485275,6245,187.53\r\n2024-01-02T09:34:00,188.150,188.150,187.670,187.730,415948,5942,187.55\r\n"
application/json:
schema: &id004
type: array
items: *id003
example: "{\n \"response\": [\n {\"volume\":3256708,\"high\":188.050,\"low\":186.350,\"vwap\":187.25,\"count\":37886,\"close\":187.830,\"open\":187.1500,\"timestamp\":\"2024-01-02T09:30:00\"},\n {\"volume\":809707,\"high\":188.120,\"low\":187.630,\"vwap\":187.38,\"count\":7481,\"close\":187.765,\"open\":187.830,\"timestamp\":\"2024-01-02T09:31:00\"},\n {\"volume\":687086,\"high\":188.440,\"low\":187.730,\"vwap\":187.48,\"count\":7103,\"close\":188.2984,\"open\":187.770,\"timestamp\":\"2024-01-02T09:32:00\"},\n {\"volume\":485275,\"high\":188.310,\"low\":187.810,\"vwap\":187.53,\"count\":6245,\"close\":188.160,\"open\":188.3050,\"timestamp\":\"2024-01-02T09:33:00\"},\n {\"volume\":415948,\"high\":188.150,\"low\":187.670,\"vwap\":187.55,\"count\":5942,\"close\":187.730,\"open\":188.150,\"timestamp\":\"2024-01-02T09:34:00\"}\n ]\n}\n"
application/x-ndjson:
schema: *id004
example: '{"volume":3256708,"high":188.050,"low":186.350,"vwap":187.25,"count":37886,"close":187.830,"open":187.1500,"timestamp":"2024-01-02T09:30:00"}
{"volume":809707,"high":188.120,"low":187.630,"vwap":187.38,"count":7481,"close":187.765,"open":187.830,"timestamp":"2024-01-02T09:31:00"}
{"volume":687086,"high":188.440,"low":187.730,"vwap":187.48,"count":7103,"close":188.2984,"open":187.770,"timestamp":"2024-01-02T09:32:00"}
{"volume":485275,"high":188.310,"low":187.810,"vwap":187.53,"count":6245,"close":188.160,"open":188.3050,"timestamp":"2024-01-02T09:33:00"}
{"volume":415948,"high":188.150,"low":187.670,"vwap":187.55,"count":5942,"close":187.730,"open":188.150,"timestamp":"2024-01-02T09:34:00"}'
python/pandas:
schema: *id004
example: 'timestamp open high low close volume count vwap
0 2025-10-02 09:30:00-04:00 256.5750 256.8300 256.2100 256.4600 929518 13659 256.57
1 2025-10-02 09:31:00-04:00 256.4700 256.8500 256.3500 256.3700 183344 2498 256.58
2 2025-10-02 09:32:00-04:00 256.3500 257.3000 256.2600 257.1600 388614 4928 256.64
3 2025-10-02 09:33:00-04:00 257.1400 257.2450 256.6300 256.7500 233456 3195 256.68
4 2025-10-02 09:34:00-04:00 256.7375 257.0500 255.8000 255.8900 224588 3292 256.65
5 2025-10-02 09:35:00-04:00 255.8900 256.1400 255.3100 255.4000 324623 4018 256.51
6 2025-10-02 09:36:00-04:00 255.3900 255.6200 255.1000 255.2150 176060 2968 256.44
7 2025-10-02 09:37:00-04:00 255.2000 255.3700 255.0900 255.1450 217195 3137 256.34
8 2025-10-02 09:38:00-04:00 255.1650 255.3050 254.8301 254.8700 285347 4128 256.22
9 2025-10-02 09:39:00-04:00 254.8650 254.9400 254.5000 254.5550 192953 2880 256.13
10 2025-10-02 09:40:00-04:00 254.5300 254.5600 254.1500 254.2100 262004 3643 256.00
11 2025-10-02 09:41:00-04:00 254.2400 254.5500 254.2100 254.3600 186084 2943 255.92
12 2025-10-02 09:42:00-04:00 254.3700 254.5744 254.2600 254.4000 200902 2464 255.84
13 2025-10-02 09:43:00-04:00 254.4200 254.8400 254.4200 254.8100 130322 2104 255.80
14 2025-10-02 09:44:00-04:00 254.7900 254.9600 254.7053 254.7550 185496 2400 255.76
15 2025-10-02 09:45:00-04:00 254.7600 255.1300 254.5250 255.1106 165523 2497 255.72
16 2025-10-02 09:46:00-04:00 255.0900 255.4199 255.0600 255.1600 137451 2204 255.71
17 2025-10-02 09:47:00-04:00 255.1500 255.2200 254.8020 254.9650 129188 2162 255.69
18 2025-10-02 09:48:00-04:00 254.9600 255.1850 254.9200 255.1150 136240 2052 255.67
19 2025-10-02 09:49:00-04:00 255.1150 255.3100 255.0700 255.1400 129102 1876 255.66
20 2025-10-02 09:50:00-04:00 255.1300 255.2200 254.9300 255.1500 118183 1781 255.64
21 2025-10-02 09:51:00-04:00 255.1400 255.5200 255.0700 255.3900 194992 2073 255.63
22 2025-10-02 09:52:00-04:00 255.3700 255.7400 255.3101 255.3600 125463 1782 255.63
23 2025-10-02 09:53:00-04:00 255.4000 255.7750 255.3650 255.7350 151982 1741 255.62
24 2025-10-02 09:54:00-04:00 255.7350 255.9750 255.6600 255.6750 141129 1799 255.63
25 2025-10-02 09:55:00-04:00 255.6600 255.9300 255.6600 255.7900 107766 1357 255.63
26 2025-10-02 09:56:00-04:00 255.8100 255.8444 255.6900 255.7400 66568 1103 255.64
27 2025-10-02 09:57:00-04:00 255.7650 255.7650 255.5300 255.5750 85323 1332 255.64
28 2025-10-02 09:58:00-04:00 255.5700 255.9700 255.5500 255.9700 132838 1663 255.64
29 2025-10-02 09:59:00-04:00 255.9650 256.0800 255.8700 256.0350 204495 1973 255.65
30 2025-10-02 10:00:00-04:00 NaN NaN NaN NaN 0 0 255.65
'
python/polars:
schema: *id004
example: 'shape: (31, 8)
┌────────────────────────────────┬──────────┬──────────┬────────┬─────────┬────────┬───────┬────────┐
│ timestamp ┆ open ┆ high ┆ low ┆ close ┆ volume ┆ count ┆ vwap │
│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │
│ datetime[ms, America/New_York] ┆ f64 ┆ f64 ┆ f64 ┆ f64 ┆ i64 ┆ i64 ┆ f64 │
╞════════════════════════════════╪══════════╪══════════╪════════╪═════════╪════════╪═══════╪════════╡
│ 2025-10-02 09:30:00 EDT ┆ 256.575 ┆ 256.83 ┆ 256.21 ┆ 256.46 ┆ 929518 ┆ 13659 ┆ 256.57 │
│ 2025-10-02 09:31:00 EDT ┆ 256.47 ┆ 256.85 ┆ 256.35 ┆ 256.37 ┆ 183344 ┆ 2498 ┆ 256.58 │
│ 2025-10-02 09:32:00 EDT ┆ 256.35 ┆ 257.3 ┆ 256.26 ┆ 257.16 ┆ 388614 ┆ 4928 ┆ 256.64 │
│ 2025-10-02 09:33:00 EDT ┆ 257.14 ┆ 257.245 ┆ 256.63 ┆ 256.75 ┆ 233456 ┆ 3195 ┆ 256.68 │
│ 2025-10-02 09:34:00 EDT ┆ 256.7375 ┆ 257.05 ┆ 255.8 ┆ 255.89 ┆ 224588 ┆ 3292 ┆ 256.65 │
│ … ┆ … ┆ … ┆ … ┆ … ┆ … ┆ … ┆ … │
│ 2025-10-02 09:56:00 EDT ┆ 255.81 ┆ 255.8444 ┆ 255.69 ┆ 255.74 ┆ 66568 ┆ 1103 ┆ 255.64 │
│ 2025-10-02 09:57:00 EDT ┆ 255.765 ┆ 255.765 ┆ 255.53 ┆ 255.575 ┆ 85323 ┆ 1332 ┆ 255.64 │
│ 2025-10-02 09:58:00 EDT ┆ 255.57 ┆ 255.97 ┆ 255.55 ┆ 255.97 ┆ 132838 ┆ 1663 ┆ 255.64 │
│ 2025-10-02 09:59:00 EDT ┆ 255.965 ┆ 256.08 ┆ 255.87 ┆ 256.035 ┆ 204495 ┆ 1973 ┆ 255.65 │
│ 2025-10-02 10:00:00 EDT ┆ NaN ┆ NaN ┆ NaN ┆ NaN ┆ 0 ┆ 0 ┆ 255.65 │
└────────────────────────────────┴──────────┴──────────┴────────┴─────────┴────────┴───────┴────────┘
'
/stock/history/trade:
x-concurrent-limit-ttl-ms: '365'
x-min-subscription: standard
x-history-access: true
get:
summary: Trade
operationId: stock_history_trade
x-codeSamples:
- lang: Python
label: pandas
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''pandas'')
df = client.stock_history_trade(symbol=''AAPL'')
'
- lang: Python
label: polars
source: 'from thetadata import ThetaClient
client = ThetaClient(dataframe_type=''polars'')
df = client.stock_history_trade(symbol=''AAPL'')
'
tags:
- History
description: 'Returns every trade reported by [UTP & CTA](/Articles/Data-And-Requests/The-SIPs). Set the ``venue`` parameter to ``nqb`` to access current-day real-time historic data from the [Nasdaq Basic feed](/Articles/Data-And-Requests/The-SIPs) if the account has a [stocks standard or pro subscription](https://www.thetadata.net/subscribe.html#stocks).
- Multi-day requests are limited to 1 month of data.
'
x-sample-urls:
- url: http://127.0.0.1:25503/v3/stock/history/trade?symbol=AAPL&date=20240102
description: Returns every trade for a given symbol on specified date
- url: http://127.0.0.1:25503/v3/stock/history/trade?symbol=AAPL&date=20240102&format=html
description: Click to open in browser (HTML)
- url: http://127.0.0.1:25503/v3/stock/history/trade?symbol=AAPL&start_date=20240102&end_date=20240105
description: Returns every trade for a given symbol between specified dates (inclusive)
- url: http://127.0.0.1:25503/v3/stock/history/trade?symbol=AAPL&start_date=20240102&end_date=20240105&format=html
description: Click to open in browser (HTML)
parameters:
- $ref: '#/components/parameters/single_symbol'
- $ref: '#/components/parameters/opt_date'
- $ref: '#/components/parameters/start_time'
- $ref: '#/components/parameters/end_time'
- $ref: '#/components/parameters/venue'
- $ref: '#/components/parameters/format'
- $ref: '#/components/parameters/opt_start_date'
- $ref: '#/components/parameters/opt_end_date'
responses:
'200':
description: Returns every trade for a given symbol between specified dates (inclusive) with a one minute interval
content:
text/csv:
schema:
type: array
items: &id005
type: object
properties:
timestamp:
type: string
format: date-time
description: The timestamp in YYYY-MM-DDTHH:mm:ss.SSS format.
sequence:
type: integer
description: The exchange [sequence](/Articles/Data-And-Requests/Making-Requests.html#trade-sequences).
ext_condition1:
type: integer
description: Additional trade [condition](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html)(s). These can be ignored for options.
ext_condition2:
type: integer
description: Additional trade [condition](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html)(s). These can be ignored for options.
ext_condition3:
type: integer
description: Additional trade [condition](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html)(s). These can be ignored for options.
ext_condition4:
type: integer
description: Additional trade [condition](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html)(s). These can be ignored for options.
condition:
type: integer
description: The trade [condition](/Articles/Errors-Exchanges-Conditions/Trade-Conditions.html).
size:
type: integer
description: The amount of contracts / shares traded.
exchange:
type: integer
description: The [exchange](/Articles/Errors-Exchanges-Conditions/Exchanges.html) the trade was executed.
price:
type: number
description: The trade price.
example: "timestamp,sequence,ext_condition1,ext_condition2,ext_condition3,ext_condition4,condition,size,exchange,price\r\n2024-01-02T09:30:00.011,14920,32,95,1,115,1,2,7,187.1800\r\n2024-01-02T09:30:00.014,8931,32,255,1,115,1,1,1,187.1800\r\n2024-01-02T09:30:00.014,8932,32,255,1,115,1,5,1,187.1800\r\n2024-01-02T09:30:00.014,8933,32,255,1,115,1,3,1,187.1900\r\n2024-01-02T09:30:00.014,8934,32,255,1,115,1,91,1,187.1900\r\n"
application/json:
schema: &id006
type: array
items: *id005
example: "{\n \"response\": [\n {\"sequence\":14920,\"condition\":1,\"size\":2,\"price\":187.1800,\"ext_condition2\":95,\"ext_condition1\":32,\"ext_condition4\":115,\"exchange\":7,\"ext_condition3\":1,\"timestamp\":\"2024-01-02T09:30:00.011\"},\n {\"sequence\":8931,\"condition\":1,\"size\":1,\"price\":187.1800,\"ext_condition2\":255,\"ext_condition1\":32,\"ext_condition4\":115,\"exchange\":1,\"ext_condition3\":1,\"timestamp\":\"2024-01-02T09:30:00.014\"},\n {\"sequence\":8932,\"condition\":1,\"size\":5,\"price\":187.1800,\"ext_condition2\":255,\"ext_condition1\":32,\"ext_condition4\":115,\"exchange\":1,\"ext_condition3\":1,\"timestamp\":\"2024-01-02T09:30:00.014\"},\n {\"sequence\":8933,\"condition\":1,\"size\":3,\"price\":187.1900,\"ext_condition2\":255,\"ext_condition1\":32,\"ext_condition4\":115,\"exchange\":1,\"ext_condition3\":1,\"timestamp\":\"2024-01-02T09:30:00.014\"},\n {\"sequence\":8934,\"condition\":1,\"size\":91,\"price\":187.1900,\"ext_condition2\":255,\"ext_condition1\":3
# --- truncated at 32 KB (468 KB total) ---
# Full source: https://raw.githubusercontent.com/api-evangelist/thetadata/refs/heads/main/openapi/thetadata-history-api-openapi.yml