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option_history_quote() ​

ValueStandardPro
  • Returns every NBBO quote reported by OPRA.
  • If the interval parameter is specified, the quote for each interval represents the last quote at the interval's timestamp.
  • Multi-day requests are limited to 1 month of data, and must specify an expiration.

Parameters

date  -

The date to fetch data for. If present, this overrides start_date and end_date.

Type: datetime.date
symbolRequired  -

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

Type: str
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
start_time  -

The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: datetime.time (Default: 09:30:00)
end_time  -

The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: datetime.time (Default: 16:00:00)
intervalRequired  -

The size of the time interval must be one of the available options listed below. Intervals less than 1m are available only for single-day requests.

Type: str (Default: 1s)
Enumtick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h
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  -

Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of 2n + 1 strikes.

Type: int
start_date  -

The start date (inclusive).

Type: datetime.date
end_date  -

The end date (inclusive).

Type: datetime.date

Sample Code ​

py

Response ​

Returns every quote for an option contract

array of: