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Free Historical Options Data + New API Features

Free Options Data

Access historical End of Day (EOD) data with our python API by using the EOD request type. This data is completely free - all you need is a Theta Data account. Below is a code snippet for making a EOD request with our python API. We will work to add more free datatypes in the future, so stay tuned!

Terminal & API Version 0.2.0 is Here

We are constantly improving our service. Our API engineers implemented two customer suggestions this week. One of which was to add a method for killing the terminal directly from the API and the other is a configuration option to toggle polling vs blocking input. A polling operation keeps trying to read data, which uses a lot of system resources because it keeps the processor at a higher clock rate / busy. This can reduce latency and improve performance for downstream processing of the data. A blocking message uses less system resources and sleeps until a message is available. Blocking adds a small amount of latency. It is now used by default. As always, the latest version of the terminal can be found on the API page.

What’s happening next week?

We’re still working to add Greeks-related data types. These data types will help customers measure different types of risk on option contracts. We will be adding free historical equities data for all options API subscribers. The amount of historical data each customer has access to will be the same as their options data permissions.

A Cool Fact

Our quest for processing 10 years of historical options data will end when we record our last historical day, June 1st, 2012.

Thanks for tuning in, check back in a week for more!

- Bailey Danseglio CEO @ Theta Data

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