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