getSpecialOptions API

The getSpecialOptions API provides delayed ("I") and end-of-day ("D") data for short-dated and weekly futures options.

Pricing is based on the number of monthly queries and fields requested. We offer four packages: Small, Medium, Large, Enterprise. Contact us for additional details.


API Documentation

INPUTS:

root (optional)
A symbol or code that identifies a option root. (string)
Example: BCD

contract (optional)
A symbol or code that identifies an options contract. (string)
Example: ZCH17

type (optional)
The type of option desired, Call or Put. (string)
Example: Call

premiumRange (optional)
Optionally filter the results by premium with a price range. (string)
Example: 500.50-1000

mode (required)
Delayed ("I") or end-of-day ("D"). (string)
Default: D
Example: D

fields (optional)
Additional fields requested. !NOTE: ALL fields will be returned for contract requests. (list)
Example: open,high,low,last

sortDirection (optional)
Whether to sort the options in ascending or descending order based of the expiration date. (enum)
Valid values: ASC, DESC
Default: ASC
Example: ASC


OUTPUTS:

symbol (always returned)
A symbol or code that identifies the futures contract. (string)
underlying_future (always returned)
A symbol or code that identifies the underlying futures contract. (string)
root (always returned)
The root symbol for the future. (string)
contract (always returned)
The symbol for the futures contract. (string)
contractName (always returned)
The name of the futures contract. (string)
contractMonth (always returned)
The month code for this option's contracrt. (string)
optionType (always returned)
Distinguishes the option by short dated or weekly. (string)
exchange (always returned)
The name of the exchange the instrument belongs to. (string)
type (always returned)
Either Call or Put. (string)
strike (always returned)
The options's strike price. (double)
expirationDate (always returned)
The expiration date. (date)
date (always returned)
The price date. (date)
open (as requested)
The opening (first) price for the session. (double)
high (as requested)
The highest traded price for the session. (double)
low (as requested)
The lowest traded price for the session. (double)
last (as requested)
The last price the instrument traded. (double)
change (as requested)
The difference between the last traded price and the previous close. (double)
percentChange (as requested)
The percent difference between the last traded price and the previous close. (double)
premium (as requested)
The option's premium (double)
volume (as requested)
The volume of the option (integer)
openInterest (as requested)
The open interest for the option (double)

STATUS CODE RESPONSES:

200 OK Success
400 Bad Request The request was invalid, please see the message for more information.
500 Internal Server Error Something is not working correctly, please contact support.