snapshots
Get a snapshot of the options market universe.
Parameters
- standard
- intrinio
date: date | datetime | str | None | str
The date of the data. Can be a datetime or an ISO datetime string. Data appears to go back to around 2022-06-01 Example: '2024-03-08T12:15:00+0400'
only_traded: bool | None
Default: True
Only include options that have been traded during the session, default is True. Setting to false will dramatically increase the size of the response - use with caution.
Returns
results: OptionsSnapshots
Serializable results.
provider: Optional[Literal['intrinio']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- intrinio
underlying_symbol: list[str]
Ticker symbol of the underlying asset.
contract_symbol: list[str]
Symbol of the options contract.
expiration: list[date]
Expiration date of the options contract.
dte: list[int | None]
Number of days to expiration of the options contract.
strike: list[float]
Strike price of the options contract.
option_type: list[str]
The type of option.
volume: list[int | None]
The trading volume.
open_interest: list[int | None]
Open interest at the time.
last_price: list[float | None]
Last trade price at the time.
last_size: list[int | None]
Lot size of the last trade.
last_timestamp: list[datetime | None]
Timestamp of the last price.
open: list[float | None]
The open price.
high: list[float | None]
The high price.
low: list[float | None]
The low price.
close: list[float | None]
The close price.
underlying_symbol: list[str]
Ticker symbol of the underlying asset.
contract_symbol: list[str]
Symbol of the options contract.
expiration: list[date]
Expiration date of the options contract.
dte: list[int | None]
Number of days to expiration of the options contract.
strike: list[float]
Strike price of the options contract.
option_type: list[str]
The type of option.
volume: list[int | None]
The trading volume.
open_interest: list[int | None]
Open interest at the time.
last_price: list[float | None]
Last trade price at the time.
last_size: list[int | None]
Lot size of the last trade.
last_timestamp: list[datetime | None]
Timestamp of the last price.
open: list[float | None]
The open price.
high: list[float | None]
The high price.
low: list[float | None]
The low price.
close: list[float | None]
The close price.
bid: list[float | None]
The last bid price at the time.
bid_size: list[int | None]
The size of the last bid price.
bid_timestamp: list[datetime | None]
The timestamp of the last bid price.
ask: list[float | None]
The last ask price at the time.
ask_size: list[int | None]
The size of the last ask price.
ask_timestamp: list[datetime | None]
The timestamp of the last ask price.
total_bid_volume: list[int | None]
Total volume of bids.
bid_high: list[float | None]
The highest bid price.
bid_low: list[float | None]
The lowest bid price.
total_ask_volume: list[int | None]
Total volume of asks.
ask_high: list[float | None]
The highest ask price.
ask_low: list[float | None]
The lowest ask price.