The getSpecialOptions API provides delayed ("I") and end-of-day ("D") data for short-dated and weekly futures options.
Parameter | Description | Data Type |
---|---|---|
contract | A symbol or code that identifies an options contract. | |
fields | Additional fields requested. !NOTE: | |
mode | Delayed ("I") or end-of-day ("D"). | |
premiumRange | Optionally filter the results by premium with a price range. | |
root | A symbol or code that identifies a option root. | |
sortDirection | Whether to sort the options in ascending or descending order based of the expiration date. | |
type | The type of option desired, Call or Put. |
Field | Description | Data Type |
---|---|---|
change | The difference between the last traded price and the previous close. | double |
contract | The symbol for the futures contract. | string |
contractMonth | The month code for this option's contracrt. | string |
contractName | The name of the futures contract. | string |
date | The price date. | date |
exchange | The name of the exchange the instrument belongs to. | string |
expirationDate | The expiration date. | date |
high | The highest traded price for the session. | double |
last | The last price the instrument traded. | double |
low | The lowest traded price for the session. | double |
open | The opening (first) price for the session. | double |
openInterest | The open interest for the option | double |
optionType | Distinguishes the option by short dated or weekly. | string |
percentChange | The percent difference between the last traded price and the previous close. | double |
premium | The option's premium | double |
root | The root symbol for the future. | string |
strike | The options's strike price. | double |
symbol | A symbol or code that identifies the futures contract. | string |
type | Either Call or Put. | string |
underlying_future | A symbol or code that identifies the underlying futures contract. | string |
volume | The volume of the option | integer |
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