getFuturesOptions API

The getFuturesOptions API provides EOD options data such as strike, expiration date, volatility, etc.

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: ZC

contract (optional)
A symbol or code that identifies an options contract. (string)
Example: ZCK17

symbols (optional)
A symbol or code that identifies an option. Multiple symbols separated by a comma may be used. (list)
Example: ZCK210C,ZCK210P

exchange (optional)
Exchange code for the marketplace where the financial instruments are listed. (string)
Example: CME

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

expirationMonth (optional)
The numeric representation of the expiration month. (int)
Example: 03

expirationDay (optional)
The numeric date for of the expiration day. (int)
Example: 29

fields (optional)
Additional fields requested. (list)
Example: premium,openInterest


OUTPUTS:

symbol (always returned)
A symbol or code that identifies the 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)
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)
impliedVolatility (always returned)
The estimated volatility of a security's price. (double)
delta (always returned)
The option's delta value. (double)
gamma (always returned)
The option's gamma value. (double)
theta (always returned)
The option's theta value. (double)
vega (always returned)
The option's vega value. (double)
open (always returned)
The opening (first) price for the session. (double)
high (always returned)
The highest traded price for the session. (double)
low (always returned)
The lowest traded price for the session. (double)
last (always returned)
The last price the instrument traded. (double)
close (always returned)
The last price the instrument traded. (double)
change (always returned)
The difference between the last traded price and the previous close. (double)
percentChange (always returned)
The percent difference between the last traded price and the previous close. (double)
premium (as requested)
The option's premium (double)
flag (as requested)
The option's settled flag) (string)
volume (always returned)
The trade volume of the option. (integer)
openInterest (as requested)
Open interest of the option (int)

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.