option_snapshot_trade()

StandardPro

• Retrieve the real-time last trade of an option contract.
• You might need to change the default expiration date to a different date if it is past the current date.
• Returns the latest message for each contract from the past 7 days (for example, on a Friday back to the previous Friday). Outside market hours it returns values from the most recent trading session. Contracts with no messages in the past 7 calendar days are not returned. Contracts are removed after their expiration date's trading session. Use current_day_only=true to return only today's data.

Parameters

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.

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

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

min_time  -

Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format).

Type: Union[datetime.time, str]

current_day_only  -

Only return snapshot data from the current trading day (New York date). Applied before min_time.

Type: boolean (Default: false)

Sample Code

pandas

Response

Returns last NBBO quote for an option contract

Dataframe type

array of: