- Returns every [trade](/operations/option_history_trade.html) reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) paired with the last NBBO quote reported by [OPRA](/Articles/Data-And-Requests/The-SIPs.html) at the time of trade. - A quote is matched with a trade if its timestamp ``<=`` the trade timestamp. - To match trades with quotes timestamps that are ``<`` the trade timestamp, specify the ``exclusive``parameter to ``true``. After thorough testing, we have determined that using ``exclusive=true`` might yield better results for various applications. - Multi-day requests are limited to 1 month of data, and must specify an expiration.
- Provider
- Theta Data
- Input summary
- {"name":"date","type":"string","required":false,"description":"The date to fetch data for. If present, this overrides start_date and end_date."}, {"name":"symbol","type":"string","required":true,"description":"The stock or index symbol, or underlying symbol for options."}, {"name":"expiration","type":"string","required":true,"description":"The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations."}, {"name":"strike","type":"string","required":false,"description":"The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes."}, {"name":"right","type":"string","required":false,"description":"The right (call or put) of the contract.","enum":["call","put","both"]}, {"name":"start_time","type":"string","required":false,"description":"The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)."}, {"name":"end_time","type":"string","required":false,"description":"The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)."}, {"name":"exclusive","type":"boolean","required":false,"description":"If you prefer to match quotes with timestamps that are < the trade timestamp."}
- Output summary
- Not available
- Billing
- 4.8
- Freshness
- Not available
- Verification
- Not available
