< API Reference
GET
/allaccess/time-and-sales/last-quote?min_time={min_time}&max_time={max_time}&date={date}&symbol={symbol}
Get the last quote prior to the user-specified time range for options and equities. Subscription to licensed data provider(s) is required for live and delayed requests.

Example URI

Live (4 points)

https://api.livevol.com/v1/live/allaccess/time-and-sales/last-quote?min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Delayed (8 points)

https://api.livevol.com/v1/delayed/allaccess/time-and-sales/last-quote?min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Historical (8 points)

To make a historical request, set the 'date' parameter to a day prior to the current day using the live or delayed endpoint.

https://api.livevol.com/v1/live/allaccess/time-and-sales/last-quote?min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL
https://api.livevol.com/v1/delayed/allaccess/time-and-sales/last-quote?min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Request Information

URI Parameters

Name Description Type Additional information
min_time

First millisecond after midnight which will be included in the results (i.e. "09:30:00.001") (Eastern Standard Time)

time interval

Required

Constraint: value should be less than or equal to max_time value

Range: inclusive between 00:00:00.000 and 23:59:59.999

max_time

Last millisecond after midnight which will be included in the results (i.e. "10:00:00.001") (Eastern Standard Time)

time interval

Required

Constraint: value should be greater than or equal to min_time value

Range: inclusive between 00:00:00.000 and 23:59:59.999

date

Trading date

string

Required

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

symbol

Stock symbol or OSI-formatted option symbol

string

Required

OSI-formatted Option Symbol consists of the following:

  • Root of underlying, index, or ETF
  • Expiration date, represented as yymmdd
  • Option type, represented as P or C for put or call
  • Strike, represented as the price x 1000, front padded with 0s totalling 8 digits
For ex., call option for AAPL expiring 03 / 05 / 2021 with strike of $70.00 can be denoted as AAPL210305C00070000.

Response Information

Resource Description

Quote

Name Description Type Additional information SIP Provider
best_ask_exchange

Best ask exchange

byte

None

None

best_bid_exchange

Best bid exchange

byte

None

None

bid_size

Bid size

integer

None

None

bid

Bid

decimal number

None

None

ask_size

Ask size

integer

None

None

ask

Ask

decimal number

None

None

flag

Bit mask flag [NBBO_BEST_BID(int value 1), NBBO_BEST_ASK(int value 2)]

integer

None

None

time

Time (Eastern Standard Time)

string

None

None

exchange_id

Exchange id

byte

None

None

condition_id

Condition id

byte

None

None

sequence_number

Sequence number

integer

None

None

nbbo_bid

NBBO bid

decimal number

None

None

nbbo_bid_size

NBBO bid size

integer

None

None

nbbo_ask

NBBO ask

decimal number

None

None

nbbo_ask_size

NBBO ask size

integer

None

None

Response Formats

application/json, text/json

Sample:
{
  "best_ask_exchange": 3,
  "best_bid_exchange": 3,
  "bid_size": 100,
  "bid": 300.1,
  "ask_size": 100,
  "ask": 300.8,
  "flag": 1,
  "time": "09:30:00.001",
  "exchange_id": 3,
  "condition_id": 5,
  "sequence_number": 3123313,
  "nbbo_bid": 10.05,
  "nbbo_bid_size": 100,
  "nbbo_ask": 10.75,
  "nbbo_ask_size": 85
}

application/xml, text/xml

Sample:
<quote xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <condition_id>5</condition_id>
  <exchange_id>3</exchange_id>
  <nbbo_ask>10.75</nbbo_ask>
  <nbbo_ask_size>85</nbbo_ask_size>
  <nbbo_bid>10.05</nbbo_bid>
  <nbbo_bid_size>100</nbbo_bid_size>
  <sequence_number>3123313</sequence_number>
  <time>09:30:00.001</time>
  <ask>300.8</ask>
  <ask_size>100</ask_size>
  <best_ask_exchange>3</best_ask_exchange>
  <best_bid_exchange>3</best_bid_exchange>
  <bid>300.1</bid>
  <bid_size>100</bid_size>
  <flag>1</flag>
</quote>