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option_at_time_quote() ​

ValueStandardPro
  • Returns the last NBBO quote reported by OPRA at a specified millisecond of the day.
  • The time_of_dayparameter represents the 00:00:00.000 ET that the quote should be provided for.

Parameters

symbolRequired  -

The stock or index symbol, or underlying symbol for options.

Type: str
start_dateRequired  -

The start date (inclusive).

Type: datetime.date
end_dateRequired  -

The end date (inclusive).

Type: datetime.date
time_of_dayRequired  -

The time of the day to fetch data for; assumed to be America/New_York.

Type: datetime.time
expirationRequired  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format, or * for all expirations.

Type: datetime.date
strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: str (Default: *)
right  -

The right (call or put) of the contract.

Type: str (Default: both)
Enumcall, put, both
max_dte  -

If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned.

Type: int
strike_range  -

Used to specify a filter to limit the number of contracts returned relative to the underlying's spot price. Will return the specified number of strikes above and below the spot price, as well as the at-the-money strike.

Type: int

Sample Code ​

py

Response ​

Returns the last quote for an option contract

array of: