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option_flat_file_quote() ​

Pro

Bulk download all option 1-minute quote intervals for a given date as a CSV stream. Returns one row per minute in which a new quote was reported, grouped by contract. Requires a Professional options subscription.

Only the 1-minute interval is currently available.

Each row carries two timestamps. interval_ms_of_day is the minute boundary the row sits on. quote_ms_of_day is the time of the quote itself, which is the last quote at or before that boundary and so usually precedes it.

A minute in which no new quote arrived is not sent. To reconstruct the full minute grid, forward-fill each row from its own interval_ms_of_day up to the next one for that contract. Minutes before a contract's first quote of the day are not sent either, and carry no quote to fill from.

Only the 7 most recent calendar days are available; data for the previous day is typically ready by 12:30-1am ET. See Flat Files Getting Started for details, or contact sales for more history.

Parameters

dateRequired  -

The date to fetch data for.

Type: datetime.date

Sample Code ​

py

Response ​

CSV stream of all option 1-minute quote intervals for the given date

array of: