All URIs are relative to https://api-v2.intrinio.com
| Method | HTTP request | Description |
|---|---|---|
| get_all_options_tickers | GET /options/tickers | Options Tickers |
| get_option_aggregates | GET /options/aggregates | Total open interest and volume aggregated by ticker |
| get_option_expirations_realtime | GET /options/expirations/{symbol}/realtime | Options Expirations |
| get_option_strikes_realtime | GET /options/strikes/{symbol}/{strike}/realtime | Option Strikes Realtime |
| get_option_trades | GET /options/trades | Option Trades |
| get_option_trades_by_contract | GET /options/{identifier}/trades | Option Trades By Contract |
| get_options | GET /options/{symbol} | Options |
| get_options_by_symbol_realtime | GET /options/{symbol}/realtime | Options by Symbol Realtime |
| get_options_chain | GET /options/chain/{symbol}/{expiration} | Options Chain |
| get_options_chain_eod | GET /options/chain/{symbol}/{expiration}/eod | Options Chain EOD |
| get_options_chain_realtime | GET /options/chain/{symbol}/{expiration}/realtime | Options Chain Realtime |
| get_options_expirations | GET /options/expirations/{symbol} | Options Expirations |
| get_options_expirations_eod | GET /options/expirations/{symbol}/eod | Options Expirations |
| get_options_interval_by_contract | GET /options/interval/{identifier} | Options Intervals By Contract |
| get_options_interval_movers | GET /options/interval/movers | Options Intervals Movers |
| get_options_interval_movers_change | GET /options/interval/movers/change | Options Intervals Movers By Change |
| get_options_interval_movers_volume | GET /options/interval/movers/volume | Options Intervals Movers By Volume |
| get_options_prices | GET /options/prices/{identifier} | Option Prices |
| get_options_prices_batch_realtime | POST /options/prices/realtime/batch | Option Prices Batch Realtime |
| get_options_prices_eod | GET /options/prices/{identifier}/eod | Option Prices EOD |
| get_options_prices_eod_by_ticker | GET /options/prices/by_ticker/{symbol}/eod | Option Prices End of Day By Ticker |
| get_options_prices_realtime | GET /options/prices/{identifier}/realtime | Option Prices Realtime |
| get_options_prices_realtime_by_ticker | GET /options/prices/by_ticker/{symbol}/realtime | Option Prices Realtime By Ticker |
| get_options_snapshots | GET /options/snapshots | Option Prices Realtime Snapshot |
| get_options_stats_realtime | GET /options/prices/{identifier}/realtime/stats | Option Stats Realtime |
| get_unusual_activity | GET /options/unusual_activity/{symbol} | Options Unusual Activity |
| get_unusual_activity_intraday | GET /options/unusual_activity/{symbol}/intraday | Options Unusual Activity Intraday |
| get_unusual_activity_universal | GET /options/unusual_activity | Options Unusual Activity Universal |
| get_unusual_activity_universal_intraday | GET /options/unusual_activity/intraday | Options Unusual Activity Universal Intraday |
View Intrinio API Documentation
ApiResponseOptionsTickers get_all_options_tickers(use_underlying_symbols=use_underlying_symbols)
Returns all tickers that have existing options contracts.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
use_underlying_symbols = False
response = intrinio.OptionsApi().get_all_options_tickers(use_underlying_symbols=use_underlying_symbols)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| use_underlying_symbols | bool | Use underlying symbol vs contract symbol | [optional] [default to False] |
View Intrinio API Documentation
ApiResponseOptionsAggregates get_option_aggregates(date=date, page_size=page_size, next_page=next_page)
Returns total open interest and volume by ticker
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
date = "2024-04-24"
page_size = 100
next_page = ''
response = intrinio.OptionsApi().get_option_aggregates(date=date, page_size=page_size, next_page=next_page)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| date | object | Return aggregated data for this date | [optional] |
| page_size | int | The number of results to return | [optional] [default to 100] |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
ApiResponseOptionsExpirations get_option_expirations_realtime(symbol, after=after, before=before, source=source, include_related_symbols=include_related_symbols)
Returns a list of all current and upcoming option contract expiration dates for a particular symbol.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
after = '2022-01-01'
before = '2023-04-01'
source = ''
include_related_symbols = False
response = intrinio.OptionsApi().get_option_expirations_realtime(symbol, after=after, before=before, source=source, include_related_symbols=include_related_symbols)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| after | str | Return option contract expiration dates after this date. | [optional] |
| before | str | Return option contract expiration dates before this date. | [optional] |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| include_related_symbols | bool | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsChainRealtime get_option_strikes_realtime(symbol, strike, source=source, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price, include_related_symbols=include_related_symbols)
Returns a list of the latest top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all call/put contracts that match the strike and symbol specified.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
strike = 95
source = ''
stock_price_source = ''
model = ''
show_extended_price = ''
include_related_symbols = False
response = intrinio.OptionsApi().get_option_strikes_realtime(symbol, strike, source=source, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price, include_related_symbols=include_related_symbols)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| strike | float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | |
| source | str | Realtime or delayed. | [optional] |
| stock_price_source | str | Source for underlying price for calculating Greeks. | [optional] |
| model | str | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | bool | Whether to include open close high low type fields. | [optional] |
| include_related_symbols | bool | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
ApiResponseOptionsChainRealtime
View Intrinio API Documentation
OptionTradesResult get_option_trades(source=source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, min_size=min_size, security=security, next_page=next_page)
Returns all trades between start time and end time, up to seven days ago for the specified source.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
source = ''
start_date = ''
start_time = ''
end_date = ''
end_time = ''
timezone = 'UTC'
page_size = 100
min_size = 100
security = 'AAPL'
next_page = ''
response = intrinio.OptionsApi().get_option_trades(source=source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, min_size=min_size, security=security, next_page=next_page)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| source | str | The specific source of the data being requested. | [optional] |
| start_date | date | The start date for the data being requested. | [optional] |
| start_time | str | The start time for the data being requested. | [optional] |
| end_date | date | The end date for the data being requested. | [optional] |
| end_time | str | The end time for the data being requested. | [optional] |
| timezone | str | The timezone the start and end date/times use. | [optional] [default to UTC] |
| page_size | int | The maximum number of results to return per page. | [optional] [default to 100] |
| min_size | int | Trades must be larger or equal to this size. | [optional] |
| security | str | The ticker symbol for which trades are being requested. | [optional] |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
OptionTradesResult get_option_trades_by_contract(identifier, source=source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, min_size=min_size, next_page=next_page)
Returns all trades for a contract between start time and end time, up to seven days ago for the specified source.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
identifier = 'AAPL__261218C00230000'
source = ''
start_date = ''
start_time = ''
end_date = ''
end_time = ''
timezone = 'UTC'
page_size = 100
min_size = 100
next_page = ''
response = intrinio.OptionsApi().get_option_trades_by_contract(identifier, source=source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, min_size=min_size, next_page=next_page)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| identifier | str | The option contract for which trades are being requested. | |
| source | str | The specific source of the data being requested. | [optional] |
| start_date | date | The start date for the data being requested. | [optional] |
| start_time | str | The start time for the data being requested. | [optional] |
| end_date | date | The end date for the data being requested. | [optional] |
| end_time | str | The end time for the data being requested. | [optional] |
| timezone | str | The timezone the start and end date/times use. | [optional] [default to UTC] |
| page_size | int | The maximum number of results to return per page. | [optional] [default to 100] |
| min_size | int | Trades must be larger or equal to this size. | [optional] |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
ApiResponseOptions get_options(symbol, type=type, strike=strike, strike_greater_than=strike_greater_than, strike_less_than=strike_less_than, expiration=expiration, expiration_after=expiration_after, expiration_before=expiration_before, page_size=page_size, next_page=next_page)
Returns a list of all securities that have options listed and are tradable on a US market exchange. Useful to retrieve the entire universe. Available via a 3rd party, contact sales for a trial.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'AAPL'
type = 'put'
page_size = 100
next_page = ''
response = intrinio.OptionsApi().get_options(symbol, type=type, page_size=page_size, next_page=next_page)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| type | str | The option contract type. | [optional] |
| strike | float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | float | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | float | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| expiration | str | The expiration date of the option contract. This will return options contracts with expiration dates on this date. | [optional] |
| expiration_after | str | The expiration date of the option contract. This will return options contracts with expiration dates after this date. | [optional] |
| expiration_before | str | The expiration date of the option contract. This will return options contracts with expiration dates before this date. | [optional] |
| page_size | int | The number of results to return | [optional] [default to 100] |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
ApiResponseOptionsRealtime get_options_by_symbol_realtime(symbol, type=type, strike=strike, strike_greater_than=strike_greater_than, strike_less_than=strike_less_than, expiration=expiration, expiration_after=expiration_after, expiration_before=expiration_before, source=source, include_related_symbols=include_related_symbols)
Returns a list of all securities that have options listed and are tradable on a US market exchange. Useful to retrieve the entire universe.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'AAPL'
type = 'put'
source = ''
include_related_symbols = False
response = intrinio.OptionsApi().get_options_by_symbol_realtime(symbol, type=type, source=source, include_related_symbols=include_related_symbols)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| type | str | The option contract type. | [optional] |
| strike | float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | float | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | float | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| expiration | str | The expiration date of the option contract. This will return options contracts with expiration dates on this date. | [optional] |
| expiration_after | str | The expiration date of the option contract. This will return options contracts with expiration dates after this date. | [optional] |
| expiration_before | str | The expiration date of the option contract. This will return options contracts with expiration dates before this date. | [optional] |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| include_related_symbols | bool | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsChain get_options_chain(symbol, expiration, date=date, type=type, strike=strike, strike_greater_than=strike_greater_than, strike_less_than=strike_less_than, moneyness=moneyness, page_size=page_size)
Returns a list of the historical end-of-day top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the option chain. Available via a 3rd party, contact sales for a trial.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
expiration = '2019-04-05'
date = ''
type = ''
moneyness = ''
page_size = 100
response = intrinio.OptionsApi().get_options_chain(symbol, expiration, date=date, type=type, moneyness=moneyness, page_size=page_size)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| expiration | str | The expiration date of the options contract | |
| date | date | The date of the option price. Returns option prices on this date. | [optional] |
| type | str | The option contract type. | [optional] |
| strike | float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | float | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | float | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| moneyness | str | The moneyness of the options contracts to return. 'all' will return all options contracts. 'in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). 'out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices below the current price). 'near_the_money' will return options contracts that are $0.50 or less away from being in the money. | [optional] |
| page_size | int | The number of results to return | [optional] [default to 100] |
View Intrinio API Documentation
ApiResponseOptionsChainEod get_options_chain_eod(symbol, expiration, type=type, strike=strike, strike_greater_than=strike_greater_than, strike_less_than=strike_less_than, date=date, include_related_symbols=include_related_symbols)
Returns all EOD options contracts and their prices for the given symbol and expiration date.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'AAPL'
expiration = '2023-01-20'
type = ''
include_related_symbols = False
response = intrinio.OptionsApi().get_options_chain_eod(symbol, expiration, type=type, include_related_symbols=include_related_symbols)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| expiration | str | The expiration date of the options contract | |
| type | str | The option contract type. | [optional] |
| strike | float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | float | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | float | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| date | date | The date to retrieve prices for | [optional] |
| include_related_symbols | bool | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsChainRealtime get_options_chain_realtime(symbol, expiration, source=source, type=type, strike=strike, strike_greater_than=strike_greater_than, strike_less_than=strike_less_than, volume_greater_than=volume_greater_than, volume_less_than=volume_less_than, open_interest_greater_than=open_interest_greater_than, open_interest_less_than=open_interest_less_than, moneyness=moneyness, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price, include_related_symbols=include_related_symbols)
Returns a list of the latest National Best Bid & Offer (NBBO) top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the option chain.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
expiration = '2023-01-20'
source = ''
type = ''
moneyness = ''
stock_price_source = ''
model = ''
show_extended_price = ''
include_related_symbols = False
response = intrinio.OptionsApi().get_options_chain_realtime(symbol, expiration, source=source, type=type, moneyness=moneyness, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price, include_related_symbols=include_related_symbols)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| expiration | str | The expiration date of the options contract | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| type | str | The option contract type. | [optional] |
| strike | float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | float | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | float | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| volume_greater_than | float | The volume of the option contract. This will return options contracts with volumes greater than this amount. | [optional] |
| volume_less_than | float | The volume of the option contract. This will return options contracts with volumes less than this amout. | [optional] |
| open_interest_greater_than | float | The open interest of the option contract. This will return options contracts with open interest greater than this amount. | [optional] |
| open_interest_less_than | float | The open interest of the option contract. This will return options contracts with open interest less than this amount. | [optional] |
| moneyness | str | The moneyness of the options contracts to return. 'all' will return all options contracts. 'in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). 'out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices below the current price). 'near_the_money' will return options contracts that are $0.50 or less away from being in the money. Requires subscription to realtime stock price data. | [optional] |
| stock_price_source | str | Source for underlying price for calculating Greeks. | [optional] |
| model | str | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | bool | Whether to include open close high low type fields. | [optional] |
| include_related_symbols | bool | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
ApiResponseOptionsChainRealtime
View Intrinio API Documentation
ApiResponseOptionsExpirations get_options_expirations(symbol, after=after, before=before)
Returns a list of all current and upcoming option contract expiration dates for a particular symbol. Available via a 3rd party, contact sales for a trial.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
after = '2019-01-01'
before = '2019-12-31'
response = intrinio.OptionsApi().get_options_expirations(symbol, after=after, before=before)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| after | str | Return option contract expiration dates after this date. | [optional] |
| before | str | Return option contract expiration dates before this date. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsExpirations get_options_expirations_eod(symbol, after=after, before=before, include_related_symbols=include_related_symbols)
Returns a list of all current and upcoming option contract expiration dates for a particular symbol.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
after = '2019-01-01'
before = '2019-12-31'
include_related_symbols = False
response = intrinio.OptionsApi().get_options_expirations_eod(symbol, after=after, before=before, include_related_symbols=include_related_symbols)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| after | str | Return option contract expiration dates after this date. | [optional] |
| before | str | Return option contract expiration dates before this date. | [optional] |
| include_related_symbols | bool | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
View Intrinio API Documentation
OptionIntervalsResult get_options_interval_by_contract(identifier, interval_size, source=source, page_size=page_size, end_time=end_time)
Returns a list of interval data points for a contract.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
identifier = 'SPY___230103P00380000'
interval_size = '5m'
source = ''
page_size = 100
end_time = ''
response = intrinio.OptionsApi().get_options_interval_by_contract(identifier, interval_size, source=source, page_size=page_size, end_time=end_time)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| identifier | str | The Intrinio ID or code of the options contract to request intervals for. | |
| interval_size | str | The time length of the interval. | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| page_size | int | The number of results to return | [optional] [default to 100] |
| end_time | datetime | The inclusive UTC date and time the intervals end at. | [optional] |
View Intrinio API Documentation
OptionIntervalsMoversResult get_options_interval_movers(source=source, open_time=open_time)
Returns a list of intervals for the biggest movers over the last hour interval.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
source = ''
open_time = ''
response = intrinio.OptionsApi().get_options_interval_movers(source=source, open_time=open_time)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| open_time | datetime | The inclusive UTC date and time the interval opens at. | [optional] |
View Intrinio API Documentation
OptionIntervalsMoversResult get_options_interval_movers_change(source=source, open_time=open_time)
Returns a list of intervals for the biggest movers by change over the last hour interval.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
source = ''
open_time = ''
response = intrinio.OptionsApi().get_options_interval_movers_change(source=source, open_time=open_time)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| open_time | datetime | The inclusive UTC date and time the interval opens at. | [optional] |
View Intrinio API Documentation
OptionIntervalsMoversResult get_options_interval_movers_volume(source=source, open_time=open_time)
Returns a list of intervals for the biggest movers by volume over the last hour interval.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
source = ''
open_time = ''
response = intrinio.OptionsApi().get_options_interval_movers_volume(source=source, open_time=open_time)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| open_time | datetime | The inclusive UTC date and time the interval opens at. | [optional] |
View Intrinio API Documentation
ApiResponseOptionPrices get_options_prices(identifier, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
Returns all price data from inception to expiration for a particular contract.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
identifier = 'MSFT190405C00118000'
start_date = '2019-01-01'
end_date = '2019-12-31'
page_size = 100
next_page = ''
response = intrinio.OptionsApi().get_options_prices(identifier, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| identifier | str | The Intrinio ID or code of the options contract to request prices for. | |
| start_date | str | Return option contract prices on or after this date. | [optional] |
| end_date | str | Return option contract prices on or before this date. | [optional] |
| page_size | int | The number of results to return | [optional] [default to 100] |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
ApiResponseOptionsPricesBatchRealtime get_options_prices_batch_realtime(body, source=source, show_stats=show_stats, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price)
Returns a list of latest price data for up to 250 option contracts per request.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
source = ''
show_stats = ''
stock_price_source = ''
model = ''
show_extended_price = ''
body = {
"contracts": [
"A220121P00055000",
"A220121P00057500",
"A220121P00060000"
]
}
response = intrinio.OptionsApi().get_options_prices_batch_realtime(body, source=source, show_stats=show_stats, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| body | OptionContractsList | The contract symbols for which to return options prices for. | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| show_stats | bool | Whether to include Greek calculations or not. | [optional] |
| stock_price_source | str | Source for underlying price for calculating Greeks. | [optional] |
| model | str | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | bool | Whether to include open close high low type fields. | [optional] |
ApiResponseOptionsPricesBatchRealtime
View Intrinio API Documentation
ApiResponseOptionsPricesEod get_options_prices_eod(identifier, next_page=next_page, start_date=start_date, end_date=end_date)
Returns all option prices for a given option contract identifier.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
identifier = 'AAPL230616P00190000'
next_page = ''
response = intrinio.OptionsApi().get_options_prices_eod(identifier, next_page=next_page, )
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| identifier | str | The Intrinio ID or code of the options contract to request prices for. | |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
| start_date | date | The start date to retrieve prices for | [optional] |
| end_date | date | The end date to retrieve prices for | [optional] |
View Intrinio API Documentation
ApiResponseOptionsPricesByTickerEod get_options_prices_eod_by_ticker(symbol, page_size=page_size, date=date, type=type, strike=strike, strike_greater_than=strike_greater_than, strike_less_than=strike_less_than, include_related_symbols=include_related_symbols, next_page=next_page)
Returns a list of end of day pricing information for all option contracts currently associated with the ticker.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
page_size = 250
date = "2024-01-01"
type = ''
include_related_symbols = False
next_page = ''
response = intrinio.OptionsApi().get_options_prices_eod_by_ticker(symbol, page_size=page_size, date=date, type=type, include_related_symbols=include_related_symbols, next_page=next_page)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The equities ticker symbol, corresponding to the underlying security. | |
| page_size | int | The number of results to return | [optional] [default to 250] |
| date | object | The date to get pricing data for. Defaults to today in Eastern time zone. | [optional] |
| type | str | The option contract type. | [optional] |
| strike | float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | float | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | float | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| include_related_symbols | bool | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
ApiResponseOptionsPricesByTickerEod
View Intrinio API Documentation
ApiResponseOptionsPriceRealtime get_options_prices_realtime(identifier, source=source, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price)
Returns all option prices for a given option contract identifier.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
identifier = 'AAPL__261218C00230000'
source = ''
stock_price_source = ''
model = ''
show_extended_price = ''
response = intrinio.OptionsApi().get_options_prices_realtime(identifier, source=source, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| identifier | str | The Intrinio ID or code of the options contract to request prices for. | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| stock_price_source | str | Source for underlying price for calculating Greeks. | [optional] |
| model | str | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | bool | Whether to include open close high low type fields. | [optional] |
ApiResponseOptionsPriceRealtime
View Intrinio API Documentation
ApiResponseOptionsPricesByTickerRealtime get_options_prices_realtime_by_ticker(symbol, source=source, iv_mode=iv_mode, next_page=next_page, page_size=page_size, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price, expiration_start_date=expiration_start_date, expiration_end_date=expiration_end_date)
Returns a list of the latest National Best Bid & Offer (NBBO) top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the ticker.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
source = ''
iv_mode = ''
next_page = ''
page_size = 250
stock_price_source = ''
model = ''
show_extended_price = ''
expiration_start_date = "2024-01-01"
expiration_end_date = "2024-02-02"
response = intrinio.OptionsApi().get_options_prices_realtime_by_ticker(symbol, source=source, iv_mode=iv_mode, next_page=next_page, page_size=page_size, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price, expiration_start_date=expiration_start_date, expiration_end_date=expiration_end_date)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The equities ticker symbol, corresponding to the underlying security. | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| iv_mode | str | Change the mode for the implied volatility calculation to out of the money. | [optional] |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
| page_size | int | The number of results to return | [optional] [default to 250] |
| stock_price_source | str | Source for underlying price for calculating Greeks. | [optional] |
| model | str | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | bool | Whether to include open close high low type fields. | [optional] |
| expiration_start_date | object | Filter out contracts that expire before this date. | [optional] |
| expiration_end_date | object | Filter out contracts that expire after this date. | [optional] |
ApiResponseOptionsPricesByTickerRealtime
View Intrinio API Documentation
OptionSnapshotsResult get_options_snapshots(source=source, at_datetime=at_datetime)
Returns all options snapshots for the queried interval with links to download.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
source = ''
at_datetime = ''
response = intrinio.OptionsApi().get_options_snapshots(source=source, at_datetime=at_datetime)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| at_datetime | datetime | The UTC date and time (with url-encoded spaces) the snapshot will cover. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsStatsRealtime get_options_stats_realtime(identifier, source=source, show_extended_price=show_extended_price)
Returns all option stats (greeks and implied volatility) as well as the underlying factors used to calculate them, for a particular option contract.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
identifier = 'AAPL230120C00090000'
source = ''
show_extended_price = ''
response = intrinio.OptionsApi().get_options_stats_realtime(identifier, source=source, show_extended_price=show_extended_price)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| identifier | str | The Intrinio ID or code of the options contract to request prices for. | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| show_extended_price | bool | Whether to include open close high low type fields. | [optional] |
ApiResponseOptionsStatsRealtime
View Intrinio API Documentation
ApiResponseOptionsUnusualActivity get_unusual_activity(symbol, source=source)
Returns unusual options activity for a particular company across all option chains. Unusual options activity includes large trades, sweeps, and block trades.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'AAPL'
source = ''
response = intrinio.OptionsApi().get_unusual_activity(symbol, source=source)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
ApiResponseOptionsUnusualActivity
View Intrinio API Documentation
ApiResponseOptionsUnusualActivity get_unusual_activity_intraday(symbol, next_page=next_page, page_size=page_size, activity_type=activity_type, sentiment=sentiment, start_date=start_date, end_date=end_date, minimum_total_value=minimum_total_value, maximum_total_value=maximum_total_value)
Returns unusual trades for a given identifier within the query parameters.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'AAPL'
next_page = ''
page_size = 1000
activity_type = ''
sentiment = ''
start_date = '2022-02-01'
end_date = '2022-02-03'
minimum_total_value = 100000.0
maximum_total_value = 200000.0
response = intrinio.OptionsApi().get_unusual_activity_intraday(symbol, next_page=next_page, page_size=page_size, activity_type=activity_type, sentiment=sentiment, start_date=start_date, end_date=end_date, minimum_total_value=minimum_total_value, maximum_total_value=maximum_total_value)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
| page_size | int | The number of results to return | [optional] [default to 1000] |
| activity_type | str | The unusual activity type to query for. | [optional] |
| sentiment | str | The sentiment type to query for. | [optional] |
| start_date | date | Return unusual activity on or after this date. | [optional] |
| end_date | date | Return unusual activity on or before this date. | [optional] |
| minimum_total_value | object | The inclusive minimum total value for the unusual activity. | [optional] |
| maximum_total_value | object | The inclusive maximum total value for the unusual activity. | [optional] |
ApiResponseOptionsUnusualActivity
View Intrinio API Documentation
ApiResponseOptionsUnusualActivity get_unusual_activity_universal(source=source)
Returns the latest unusual options activity across all US companies with across all option chains. Unusual options activity includes large trades, sweeps, and block trades.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
source = ''
response = intrinio.OptionsApi().get_unusual_activity_universal(source=source)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
ApiResponseOptionsUnusualActivity
View Intrinio API Documentation
ApiResponseOptionsUnusualActivity get_unusual_activity_universal_intraday(next_page=next_page, page_size=page_size, activity_type=activity_type, sentiment=sentiment, start_date=start_date, end_date=end_date, minimum_total_value=minimum_total_value, maximum_total_value=maximum_total_value)
Returns unusual trades for all underlying security symbols within the query parameters.
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
next_page = ''
page_size = 1000
activity_type = ''
sentiment = ''
start_date = '2022-02-01'
end_date = '2022-02-03'
minimum_total_value = 100000.0
maximum_total_value = 200000.0
response = intrinio.OptionsApi().get_unusual_activity_universal_intraday(next_page=next_page, page_size=page_size, activity_type=activity_type, sentiment=sentiment, start_date=start_date, end_date=end_date, minimum_total_value=minimum_total_value, maximum_total_value=maximum_total_value)
print(response)
# Note: For a Pandas DataFrame, import Pandas and use pd.DataFrame(response.property_name_dict) | Name | Type | Description | Notes |
|---|---|---|---|
| next_page | str | Gets the next page of data from a previous API call | [optional] |
| page_size | int | The number of results to return | [optional] [default to 1000] |
| activity_type | str | The unusual activity type to query for. | [optional] |
| sentiment | str | The sentiment type to query for. | [optional] |
| start_date | date | Return unusual activity on or after this date. | [optional] |
| end_date | date | Return unusual activity on or before this date. | [optional] |
| minimum_total_value | object | The inclusive minimum total value for the unusual activity. | [optional] |
| maximum_total_value | object | The inclusive maximum total value for the unusual activity. | [optional] |