snapshots

Get a snapshot of the options market universe.

Examples

from openbb import obb
obb.derivatives.options.snapshots(provider='intrinio')

---

Parameters

• standard
• intrinio

Name	Type	Description	Default	Optional
;

Name	Type	Description	Default	Optional
date	Union[Union[date, datetime, str], 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'	None	True
only_traded	bool	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.	True	True

---

Returns

OBBject
    results : List[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

Name	Type	Description
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]	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]	The trading volume.
open_interest	List[int]	Open interest at the time.
last_price	List[float]	Last trade price at the time.
last_size	List[int]	Lot size of the last trade.
last_timestamp	List[datetime]	Timestamp of the last price.
open	List[float]	The open price.
high	List[float]	The high price.
low	List[float]	The low price.
close	List[float]	The close price.

Name	Type	Description
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]	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]	The trading volume.
open_interest	List[int]	Open interest at the time.
last_price	List[float]	Last trade price at the time.
last_size	List[int]	Lot size of the last trade.
last_timestamp	List[datetime]	Timestamp of the last price.
open	List[float]	The open price.
high	List[float]	The high price.
low	List[float]	The low price.
close	List[float]	The close price.
bid	List[float]	The last bid price at the time.
bid_size	List[int]	The size of the last bid price.
bid_timestamp	List[datetime]	The timestamp of the last bid price.
ask	List[float]	The last ask price at the time.
ask_size	List[int]	The size of the last ask price.
ask_timestamp	List[datetime]	The timestamp of the last ask price.
total_bid_volume	List[int]	Total volume of bids.
bid_high	List[float]	The highest bid price.
bid_low	List[float]	The lowest bid price.
total_ask_volume	List[int]	Total volume of asks.
ask_high	List[float]	The highest ask price.
ask_low	List[float]	The lowest ask price.