< 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)

Historical data available from 2003.
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

OptionQuote

Name Description Type Additional information SIP Provider
bid_size

Bid size

 integer

SIP subscription is required for live or delayed requests

OPRA
bid

Bid

 decimal number

SIP subscription is required for live or delayed requests

OPRA
ask_size

Ask size

 integer

SIP subscription is required for live or delayed requests

OPRA
ask

Ask

 decimal number

SIP subscription is required for live or delayed requests

OPRA
underlying_bid

Underlying bid

 decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
underlying_ask

Underlying ask

 decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI
flag

Bit mask flag

 integer

1=NBBO_BEST_BID, 2=NBBO_BEST_ASK

None
best_ask_exchange

Best ask exchange

byte

None

None
best_bid_exchange

Best bid exchange

byte

None

None
timestamp

Timestamp

 string

None

None
exchange_id

Exchange id

byte

None

None
condition_id

Condition id

byte

None

None
seq_no

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
UnderlyingQuote
Name Description Type Additional information SIP Provider
bid_size

Bid size

 integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI
bid

Bid

 decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI
ask_size

Ask size

 integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI
ask

Ask

 decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI
flag

Bit mask flag

 integer

1=NBBO_BEST_BID, 2=NBBO_BEST_ASK

None
best_ask_exchange

Best ask exchange

byte

None

None
best_bid_exchange

Best bid exchange

byte

None

None
timestamp

Timestamp

 string

None

None
exchange_id

Exchange id

byte

None

None
condition_id

Condition id

byte

None

None
seq_no

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: 
{
  "bid_size": 100,
  "bid": 300.1,
  "ask_size": 100,
  "ask": 300.8,
  "underlying_bid": 299.5,
  "underlying_ask": 301.5,
  "flag": 1,
  "best_ask_exchange": 3,
  "best_bid_exchange": 3,
  "timestamp": "09:30:00.001",
  "exchange_id": 3,
  "condition_id": 5,
  "seq_no": 3123313,
  "nbbo_bid": 10.05,
  "nbbo_bid_size": 100,
  "nbbo_ask": 10.75,
  "nbbo_ask_size": 85
}

application/xml, text/xml

Sample: 
<option_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>
  <seq_no>3123313</seq_no>
  <timestamp>09:30:00.001</timestamp>
  <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>
  <underlying_ask>301.5</underlying_ask>
  <underlying_bid>299.5</underlying_bid>
</option_quote>