Flat Files (beta)

Introducing Flat File Access for Pro Users

We’re excited to announce a major new feature in Theta Terminal: flat file access is now available to all Pro subscribers. Flat files provide a streamlined way to access large datasets in a structured CSV format, ideal for quantitative research, model development, and archival.

What’s Included

Pro users can now retrieve daily flat files for the following data types:

Name	Description	Response Time	File Size
Option Trade Quote	All OPRA trades matched with the latest NBBO quote	~3 min	~1.2 GB
Option Open Interest	Daily open interest across all contracts	~1 min	~50 MB
Option EOD	National end-of-day report for options	~1 min	~150 MB
Stock Trade Quote	Every CTA and UTP trade with the corresponding BBO	~30 min	~14 GB
Stock EOD	National end-of-day report for stocks	~1 sec	~1.5 MB

How It Works

When you make a request via your local Theta Terminal instance, it generates a CSV file and returns the path once it's ready. Documentation here

For example:

http://127.0.0.1:25510/v2/file/option/trade_quote?start_date=20250512

Once complete, the file will be saved to:

C:\Users\<YourName>\ThetaData\ThetaTerminal\downloads\

Requirements & Limitations

Flat file access is available to Pro users only.

Data is limited to the 7 most recent calendar days.

We recommend using a fast disk to minimize generation time.

If you need historical data beyond 7 days, please reach out to sales@thetadata.net.

We’d Love Your Feedback

This feature is in beta, and we’re actively listening. Let us know how you’re using flat files, and what would make the experience even better by contacting support@thetadata.net.

More enhancements are on the way—stay tuned.

– The ThetaData Team