stock_history_trade_quote
Retrieve historical stock trades paired with contemporaneous BBO quotes for a given symbol. Set date range and venue to analyze trade executions against market bid-ask.
Instructions
[STANDARD] Trade history paired with contemporaneous BBO quotes. Max 1 month per request.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | The date to fetch data for. If present, this overrides start_date and end_date. | |
| venue | No | Used to specify the venue of the real time or historic request. ``nqb`` = Nasdaq Basic; ``utp_cta`` = merged UTP & CTA. | nqb |
| symbol | Yes | The stock or index symbol, or underlying symbol for options. | |
| end_date | No | The end date (inclusive). | |
| end_time | No | The end time (inclusive) in the specified day. | 16:00:00 |
| exclusive | No | If you prefer to match quotes with timestamps that are < the trade timestamp. | |
| start_date | No | The start date (inclusive). | |
| start_time | No | The start time (inclusive) in the specified day. | 09:30:00 |