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OptionsApi.md

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intrinioSDK.OptionsApi

All URIs are relative to https://api-v2.intrinio.com

Method HTTP request Description
getAllOptionsTickers GET /options/tickers Options Tickers
getOptionAggregates GET /options/aggregates Total open interest and volume aggregated by ticker
getOptionExpirationsRealtime GET /options/expirations/{symbol}/realtime Options Expirations
getOptionStrikesRealtime GET /options/strikes/{symbol}/{strike}/realtime Option Strikes Realtime
getOptionTrades GET /options/trades Option Trades
getOptionTradesByContract GET /options/{identifier}/trades Option Trades By Contract
getOptions GET /options/{symbol} Options
getOptionsBySymbolRealtime GET /options/{symbol}/realtime Options by Symbol Realtime
getOptionsChain GET /options/chain/{symbol}/{expiration} Options Chain
getOptionsChainEod GET /options/chain/{symbol}/{expiration}/eod Options Chain EOD
getOptionsChainRealtime GET /options/chain/{symbol}/{expiration}/realtime Options Chain Realtime
getOptionsExpirations GET /options/expirations/{symbol} Options Expirations
getOptionsExpirationsEod GET /options/expirations/{symbol}/eod Options Expirations
getOptionsIntervalByContract GET /options/interval/{identifier} Options Intervals By Contract
getOptionsIntervalMovers GET /options/interval/movers Options Intervals Movers
getOptionsIntervalMoversChange GET /options/interval/movers/change Options Intervals Movers By Change
getOptionsIntervalMoversVolume GET /options/interval/movers/volume Options Intervals Movers By Volume
getOptionsPrices GET /options/prices/{identifier} Option Prices
getOptionsPricesBatchRealtime POST /options/prices/realtime/batch Option Prices Batch Realtime
getOptionsPricesEod GET /options/prices/{identifier}/eod Option Prices EOD
getOptionsPricesEodByTicker GET /options/prices/by_ticker/{symbol}/eod Option Prices End of Day By Ticker
getOptionsPricesRealtime GET /options/prices/{identifier}/realtime Option Prices Realtime
getOptionsPricesRealtimeByTicker GET /options/prices/by_ticker/{symbol}/realtime Option Prices Realtime By Ticker
getOptionsSnapshots GET /options/snapshots Option Prices Realtime Snapshot
getOptionsStatsRealtime GET /options/prices/{identifier}/realtime/stats Option Stats Realtime
getUnusualActivity GET /options/unusual_activity/{symbol} Options Unusual Activity
getUnusualActivityIntraday GET /options/unusual_activity/{symbol}/intraday Options Unusual Activity Intraday
getUnusualActivityUniversal GET /options/unusual_activity Options Unusual Activity Universal
getUnusualActivityUniversalIntraday GET /options/unusual_activity/intraday Options Unusual Activity Universal Intraday

getAllOptionsTickers

View Intrinio API Documentation

ApiResponseOptionsTickers getAllOptionsTickers(opts)

Options Tickers

Returns all tickers that have existing options contracts.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'useUnderlyingSymbols': false
};

options.getAllOptionsTickers(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
useUnderlyingSymbols Boolean Use underlying symbol vs contract symbol [optional] [default to false]  

Return type

ApiResponseOptionsTickers

getOptionAggregates

View Intrinio API Documentation

ApiResponseOptionsAggregates getOptionAggregates(opts)

Total open interest and volume aggregated by ticker

Returns total open interest and volume by ticker

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'date': "2024-04-24",
  'pageSize': 100,
  'nextPage': null
};

options.getOptionAggregates(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
date Object Return aggregated data for this date [optional]  
pageSize Number The number of results to return [optional] [default to 100]  
nextPage String Gets the next page of data from a previous API call [optional]  

Return type

ApiResponseOptionsAggregates

getOptionExpirationsRealtime

View Intrinio API Documentation

ApiResponseOptionsExpirations getOptionExpirationsRealtime(symbol, opts)

Options Expirations

Returns a list of all current and upcoming option contract expiration dates for a particular symbol.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "MSFT";


var opts = { 
  'after': "2022-01-01",
  'before': "2023-04-01",
  'source': null,
  'includeRelatedSymbols': false
};

options.getOptionExpirationsRealtime(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
after String Return option contract expiration dates after this date. [optional]  
before String Return option contract expiration dates before this date. [optional]  
source String Realtime or 15-minute delayed contracts. [optional]  
includeRelatedSymbols Boolean Include related symbols that end in a 1 or 2 because of a corporate action. [optional]  

Return type

ApiResponseOptionsExpirations

getOptionStrikesRealtime

View Intrinio API Documentation

ApiResponseOptionsChainRealtime getOptionStrikesRealtime(symbol, strike, opts)

Option Strikes Realtime

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.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "MSFT";
var strike = 95;


var opts = { 
  'source': null,
  'stockPriceSource': null,
  'model': null,
  'showExtendedPrice': null,
  'includeRelatedSymbols': false
};

options.getOptionStrikesRealtime(symbol, strike, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
strike Number The strike price of the option contract. This will return options contracts with strike price equal to this price.  
source String Realtime or delayed. [optional]  
stockPriceSource String Source for underlying price for calculating Greeks. [optional]  
model String Model for calculating Greek values. Default is black_scholes. [optional]  
showExtendedPrice Boolean Whether to include open close high low type fields. [optional]  
includeRelatedSymbols Boolean Include related symbols that end in a 1 or 2 because of a corporate action. [optional]  

Return type

ApiResponseOptionsChainRealtime

getOptionTrades

View Intrinio API Documentation

OptionTradesResult getOptionTrades(opts)

Option Trades

Returns all trades between start time and end time, up to seven days ago for the specified source.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'source': null,
  'startDate': null,
  'startTime': null,
  'endDate': null,
  'endTime': null,
  'timezone': "UTC",
  'pageSize': 100,
  'minSize': 100,
  'security': "AAPL",
  'nextPage': null
};

options.getOptionTrades(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
source String The specific source of the data being requested. [optional]  
startDate Date The start date for the data being requested. [optional]  
startTime String The start time for the data being requested. [optional]  
endDate Date The end date for the data being requested. [optional]  
endTime String The end time for the data being requested. [optional]  
timezone String The timezone the start and end date/times use. [optional] [default to UTC]  
pageSize Number The maximum number of results to return per page. [optional] [default to 100]  
minSize Number Trades must be larger or equal to this size. [optional]  
security String The ticker symbol for which trades are being requested. [optional]  
nextPage String Gets the next page of data from a previous API call [optional]  

Return type

OptionTradesResult

getOptionTradesByContract

View Intrinio API Documentation

OptionTradesResult getOptionTradesByContract(identifier, opts)

Option Trades By Contract

Returns all trades for a contract between start time and end time, up to seven days ago for the specified source.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var identifier = "AAPL__261218C00230000";


var opts = { 
  'source': null,
  'startDate': null,
  'startTime': null,
  'endDate': null,
  'endTime': null,
  'timezone': "UTC",
  'pageSize': 100,
  'minSize': 100,
  'nextPage': null
};

options.getOptionTradesByContract(identifier, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
identifier String The option contract for which trades are being requested.  
source String The specific source of the data being requested. [optional]  
startDate Date The start date for the data being requested. [optional]  
startTime String The start time for the data being requested. [optional]  
endDate Date The end date for the data being requested. [optional]  
endTime String The end time for the data being requested. [optional]  
timezone String The timezone the start and end date/times use. [optional] [default to UTC]  
pageSize Number The maximum number of results to return per page. [optional] [default to 100]  
minSize Number Trades must be larger or equal to this size. [optional]  
nextPage String Gets the next page of data from a previous API call [optional]  

Return type

OptionTradesResult

getOptions

View Intrinio API Documentation

ApiResponseOptions getOptions(symbol, opts)

Options

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.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "AAPL";


var opts = { 
  'type': "put",
  'strike': 170,
  'strikeGreaterThan': 150,
  'strikeLessThan': 190,
  'expiration': "2019-03-01",
  'expirationAfter': "2019-01-01",
  'expirationBefore': "2019-12-31",
  'pageSize': 100,
  'nextPage': null
};

options.getOptions(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
type String The option contract type. [optional]  
strike Number The strike price of the option contract. This will return options contracts with strike price equal to this price. [optional]  
strikeGreaterThan Number The strike price of the option contract. This will return options contracts with strike prices greater than this price. [optional]  
strikeLessThan Number The strike price of the option contract. This will return options contracts with strike prices less than this price. [optional]  
expiration String The expiration date of the option contract. This will return options contracts with expiration dates on this date. [optional]  
expirationAfter String The expiration date of the option contract. This will return options contracts with expiration dates after this date. [optional]  
expirationBefore String The expiration date of the option contract. This will return options contracts with expiration dates before this date. [optional]  
pageSize Number The number of results to return [optional] [default to 100]  
nextPage String Gets the next page of data from a previous API call [optional]  

Return type

ApiResponseOptions

getOptionsBySymbolRealtime

View Intrinio API Documentation

ApiResponseOptionsRealtime getOptionsBySymbolRealtime(symbol, opts)

Options by Symbol Realtime

Returns a list of all securities that have options listed and are tradable on a US market exchange. Useful to retrieve the entire universe.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "AAPL";


var opts = { 
  'type': "put",
  'strike': 170,
  'strikeGreaterThan': 150,
  'strikeLessThan': 190,
  'expiration': "2022-04-16",
  'expirationAfter': "2022-01-01",
  'expirationBefore': "2023-12-31",
  'source': null,
  'includeRelatedSymbols': false
};

options.getOptionsBySymbolRealtime(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
type String The option contract type. [optional]  
strike Number The strike price of the option contract. This will return options contracts with strike price equal to this price. [optional]  
strikeGreaterThan Number The strike price of the option contract. This will return options contracts with strike prices greater than this price. [optional]  
strikeLessThan Number The strike price of the option contract. This will return options contracts with strike prices less than this price. [optional]  
expiration String The expiration date of the option contract. This will return options contracts with expiration dates on this date. [optional]  
expirationAfter String The expiration date of the option contract. This will return options contracts with expiration dates after this date. [optional]  
expirationBefore String The expiration date of the option contract. This will return options contracts with expiration dates before this date. [optional]  
source String Realtime or 15-minute delayed contracts. [optional]  
includeRelatedSymbols Boolean Include related symbols that end in a 1 or 2 because of a corporate action. [optional]  

Return type

ApiResponseOptionsRealtime

getOptionsChain

View Intrinio API Documentation

ApiResponseOptionsChain getOptionsChain(symbol, expiration, opts)

Options Chain

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.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "MSFT";
var expiration = "2019-04-05";


var opts = { 
  'date': null,
  'type': null,
  'strike': null,
  'strikeGreaterThan': null,
  'strikeLessThan': null,
  'moneyness': null,
  'pageSize': 100
};

options.getOptionsChain(symbol, expiration, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
expiration String The expiration date of the options contract  
date Date The date of the option price. Returns option prices on this date. [optional]  
type String The option contract type. [optional]  
strike Number The strike price of the option contract. This will return options contracts with strike price equal to this price. [optional]  
strikeGreaterThan Number The strike price of the option contract. This will return options contracts with strike prices greater than this price. [optional]  
strikeLessThan Number The strike price of the option contract. This will return options contracts with strike prices less than this price. [optional]  
moneyness String 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]  
pageSize Number The number of results to return [optional] [default to 100]  

Return type

ApiResponseOptionsChain

getOptionsChainEod

View Intrinio API Documentation

ApiResponseOptionsChainEod getOptionsChainEod(symbol, expiration, opts)

Options Chain EOD

Returns all EOD options contracts and their prices for the given symbol and expiration date.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "AAPL";
var expiration = "2023-01-20";


var opts = { 
  'type': null,
  'strike': null,
  'strikeGreaterThan': null,
  'strikeLessThan': null,
  'date': null,
  'includeRelatedSymbols': false
};

options.getOptionsChainEod(symbol, expiration, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
expiration String The expiration date of the options contract  
type String The option contract type. [optional]  
strike Number The strike price of the option contract. This will return options contracts with strike price equal to this price. [optional]  
strikeGreaterThan Number The strike price of the option contract. This will return options contracts with strike prices greater than this price. [optional]  
strikeLessThan Number 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]  
includeRelatedSymbols Boolean Include related symbols that end in a 1 or 2 because of a corporate action. [optional]  

Return type

ApiResponseOptionsChainEod

getOptionsChainRealtime

View Intrinio API Documentation

ApiResponseOptionsChainRealtime getOptionsChainRealtime(symbol, expiration, opts)

Options Chain Realtime

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.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "MSFT";
var expiration = "2023-01-20";


var opts = { 
  'source': null,
  'type': null,
  'strike': null,
  'strikeGreaterThan': null,
  'strikeLessThan': null,
  'volumeGreaterThan': null,
  'volumeLessThan': null,
  'openInterestGreaterThan': null,
  'openInterestLessThan': null,
  'moneyness': null,
  'stockPriceSource': null,
  'model': null,
  'showExtendedPrice': null,
  'includeRelatedSymbols': false
};

options.getOptionsChainRealtime(symbol, expiration, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
expiration String The expiration date of the options contract  
source String Realtime or 15-minute delayed contracts. [optional]  
type String The option contract type. [optional]  
strike Number The strike price of the option contract. This will return options contracts with strike price equal to this price. [optional]  
strikeGreaterThan Number The strike price of the option contract. This will return options contracts with strike prices greater than this price. [optional]  
strikeLessThan Number The strike price of the option contract. This will return options contracts with strike prices less than this price. [optional]  
volumeGreaterThan Number The volume of the option contract. This will return options contracts with volumes greater than this amount. [optional]  
volumeLessThan Number The volume of the option contract. This will return options contracts with volumes less than this amout. [optional]  
openInterestGreaterThan Number The open interest of the option contract. This will return options contracts with open interest greater than this amount. [optional]  
openInterestLessThan Number The open interest of the option contract. This will return options contracts with open interest less than this amount. [optional]  
moneyness String 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]  
stockPriceSource String Source for underlying price for calculating Greeks. [optional]  
model String Model for calculating Greek values. Default is black_scholes. [optional]  
showExtendedPrice Boolean Whether to include open close high low type fields. [optional]  
includeRelatedSymbols Boolean Include related symbols that end in a 1 or 2 because of a corporate action. [optional]  

Return type

ApiResponseOptionsChainRealtime

getOptionsExpirations

View Intrinio API Documentation

ApiResponseOptionsExpirations getOptionsExpirations(symbol, opts)

Options Expirations

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.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "MSFT";


var opts = { 
  'after': "2019-01-01",
  'before': "2019-12-31"
};

options.getOptionsExpirations(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
after String Return option contract expiration dates after this date. [optional]  
before String Return option contract expiration dates before this date. [optional]  

Return type

ApiResponseOptionsExpirations

getOptionsExpirationsEod

View Intrinio API Documentation

ApiResponseOptionsExpirations getOptionsExpirationsEod(symbol, opts)

Options Expirations

Returns a list of all current and upcoming option contract expiration dates for a particular symbol.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "MSFT";


var opts = { 
  'after': "2019-01-01",
  'before': "2019-12-31",
  'includeRelatedSymbols': false
};

options.getOptionsExpirationsEod(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
after String Return option contract expiration dates after this date. [optional]  
before String Return option contract expiration dates before this date. [optional]  
includeRelatedSymbols Boolean Include related symbols that end in a 1 or 2 because of a corporate action. [optional]  

Return type

ApiResponseOptionsExpirations

getOptionsIntervalByContract

View Intrinio API Documentation

OptionIntervalsResult getOptionsIntervalByContract(identifier, intervalSize, opts)

Options Intervals By Contract

Returns a list of interval data points for a contract.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var identifier = "SPY___230103P00380000";
var intervalSize = "5m";


var opts = { 
  'source': null,
  'pageSize': 100,
  'endTime': null
};

options.getOptionsIntervalByContract(identifier, intervalSize, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
identifier String The Intrinio ID or code of the options contract to request intervals for.  
intervalSize String The time length of the interval.  
source String Realtime or 15-minute delayed contracts. [optional]  
pageSize Number The number of results to return [optional] [default to 100]  
endTime Date The inclusive UTC date and time the intervals end at. [optional]  

Return type

OptionIntervalsResult

getOptionsIntervalMovers

View Intrinio API Documentation

OptionIntervalsMoversResult getOptionsIntervalMovers(opts)

Options Intervals Movers

Returns a list of intervals for the biggest movers over the last hour interval.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'source': null,
  'openTime': null
};

options.getOptionsIntervalMovers(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
source String Realtime or 15-minute delayed contracts. [optional]  
openTime Date The inclusive UTC date and time the interval opens at. [optional]  

Return type

OptionIntervalsMoversResult

getOptionsIntervalMoversChange

View Intrinio API Documentation

OptionIntervalsMoversResult getOptionsIntervalMoversChange(opts)

Options Intervals Movers By Change

Returns a list of intervals for the biggest movers by change over the last hour interval.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'source': null,
  'openTime': null
};

options.getOptionsIntervalMoversChange(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
source String Realtime or 15-minute delayed contracts. [optional]  
openTime Date The inclusive UTC date and time the interval opens at. [optional]  

Return type

OptionIntervalsMoversResult

getOptionsIntervalMoversVolume

View Intrinio API Documentation

OptionIntervalsMoversResult getOptionsIntervalMoversVolume(opts)

Options Intervals Movers By Volume

Returns a list of intervals for the biggest movers by volume over the last hour interval.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'source': null,
  'openTime': null
};

options.getOptionsIntervalMoversVolume(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
source String Realtime or 15-minute delayed contracts. [optional]  
openTime Date The inclusive UTC date and time the interval opens at. [optional]  

Return type

OptionIntervalsMoversResult

getOptionsPrices

View Intrinio API Documentation

ApiResponseOptionPrices getOptionsPrices(identifier, opts)

Option Prices

Returns all price data from inception to expiration for a particular contract.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var identifier = "MSFT190405C00118000";


var opts = { 
  'startDate': "2019-01-01",
  'endDate': "2019-12-31",
  'pageSize': 100,
  'nextPage': null
};

options.getOptionsPrices(identifier, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
identifier String The Intrinio ID or code of the options contract to request prices for.  
startDate String Return option contract prices on or after this date. [optional]  
endDate String Return option contract prices on or before this date. [optional]  
pageSize Number The number of results to return [optional] [default to 100]  
nextPage String Gets the next page of data from a previous API call [optional]  

Return type

ApiResponseOptionPrices

getOptionsPricesBatchRealtime

View Intrinio API Documentation

ApiResponseOptionsPricesBatchRealtime getOptionsPricesBatchRealtime(body, opts)

Option Prices Batch Realtime

Returns a list of latest price data for up to 250 option contracts per request.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();


body = {
  "contracts": [
    "A220121P00055000",
    "A220121P00057500",
    "A220121P00060000"
  ]
}

var opts = { 
  'source': null,
  'showStats': null,
  'stockPriceSource': null,
  'model': null,
  'showExtendedPrice': null
};

options.getOptionsPricesBatchRealtime(body, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
body OptionContractsList The contract symbols for which to return options prices for.  
source String Realtime or 15-minute delayed contracts. [optional]  
showStats Boolean Whether to include Greek calculations or not. [optional]  
stockPriceSource String Source for underlying price for calculating Greeks. [optional]  
model String Model for calculating Greek values. Default is black_scholes. [optional]  
showExtendedPrice Boolean Whether to include open close high low type fields. [optional]  

Return type

ApiResponseOptionsPricesBatchRealtime

getOptionsPricesEod

View Intrinio API Documentation

ApiResponseOptionsPricesEod getOptionsPricesEod(identifier, opts)

Option Prices EOD

Returns all option prices for a given option contract identifier.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var identifier = "AAPL230616P00190000";


var opts = { 
  'nextPage': null,
  'startDate': null,
  'endDate': null
};

options.getOptionsPricesEod(identifier, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
identifier String The Intrinio ID or code of the options contract to request prices for.  
nextPage String Gets the next page of data from a previous API call [optional]  
startDate Date The start date to retrieve prices for [optional]  
endDate Date The end date to retrieve prices for [optional]  

Return type

ApiResponseOptionsPricesEod

getOptionsPricesEodByTicker

View Intrinio API Documentation

ApiResponseOptionsPricesByTickerEod getOptionsPricesEodByTicker(symbol, opts)

Option Prices End of Day By Ticker

Returns a list of end of day pricing information for all option contracts currently associated with the ticker.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "MSFT";


var opts = { 
  'pageSize': 250,
  'date': "2024-01-01",
  'type': null,
  'strike': null,
  'strikeGreaterThan': null,
  'strikeLessThan': null,
  'includeRelatedSymbols': false,
  'nextPage': null
};

options.getOptionsPricesEodByTicker(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The equities ticker symbol, corresponding to the underlying security.  
pageSize Number 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 String The option contract type. [optional]  
strike Number The strike price of the option contract. This will return options contracts with strike price equal to this price. [optional]  
strikeGreaterThan Number The strike price of the option contract. This will return options contracts with strike prices greater than this price. [optional]  
strikeLessThan Number The strike price of the option contract. This will return options contracts with strike prices less than this price. [optional]  
includeRelatedSymbols Boolean Include related symbols that end in a 1 or 2 because of a corporate action. [optional]  
nextPage String Gets the next page of data from a previous API call [optional]  

Return type

ApiResponseOptionsPricesByTickerEod

getOptionsPricesRealtime

View Intrinio API Documentation

ApiResponseOptionsPriceRealtime getOptionsPricesRealtime(identifier, opts)

Option Prices Realtime

Returns all option prices for a given option contract identifier.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var identifier = "AAPL__261218C00230000";


var opts = { 
  'source': null,
  'stockPriceSource': null,
  'model': null,
  'showExtendedPrice': null
};

options.getOptionsPricesRealtime(identifier, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
identifier String The Intrinio ID or code of the options contract to request prices for.  
source String Realtime or 15-minute delayed contracts. [optional]  
stockPriceSource String Source for underlying price for calculating Greeks. [optional]  
model String Model for calculating Greek values. Default is black_scholes. [optional]  
showExtendedPrice Boolean Whether to include open close high low type fields. [optional]  

Return type

ApiResponseOptionsPriceRealtime

getOptionsPricesRealtimeByTicker

View Intrinio API Documentation

ApiResponseOptionsPricesByTickerRealtime getOptionsPricesRealtimeByTicker(symbol, opts)

Option Prices Realtime By Ticker

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.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "MSFT";


var opts = { 
  'source': null,
  'ivMode': null,
  'nextPage': null,
  'pageSize': 250,
  'stockPriceSource': null,
  'model': null,
  'showExtendedPrice': null,
  'expirationStartDate': "2024-01-01",
  'expirationEndDate': "2024-02-02"
};

options.getOptionsPricesRealtimeByTicker(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The equities ticker symbol, corresponding to the underlying security.  
source String Realtime or 15-minute delayed contracts. [optional]  
ivMode String Change the mode for the implied volatility calculation to out of the money. [optional]  
nextPage String Gets the next page of data from a previous API call [optional]  
pageSize Number The number of results to return [optional] [default to 250]  
stockPriceSource String Source for underlying price for calculating Greeks. [optional]  
model String Model for calculating Greek values. Default is black_scholes. [optional]  
showExtendedPrice Boolean Whether to include open close high low type fields. [optional]  
expirationStartDate Object Filter out contracts that expire before this date. [optional]  
expirationEndDate Object Filter out contracts that expire after this date. [optional]  

Return type

ApiResponseOptionsPricesByTickerRealtime

getOptionsSnapshots

View Intrinio API Documentation

OptionSnapshotsResult getOptionsSnapshots(opts)

Option Prices Realtime Snapshot

Returns all options snapshots for the queried interval with links to download.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'source': null,
  'atDatetime': null
};

options.getOptionsSnapshots(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
source String Realtime or 15-minute delayed contracts. [optional]  
atDatetime Date The UTC date and time (with url-encoded spaces) the snapshot will cover. [optional]  

Return type

OptionSnapshotsResult

getOptionsStatsRealtime

View Intrinio API Documentation

ApiResponseOptionsStatsRealtime getOptionsStatsRealtime(identifier, opts)

Option Stats Realtime

Returns all option stats (greeks and implied volatility) as well as the underlying factors used to calculate them, for a particular option contract.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var identifier = "AAPL230120C00090000";


var opts = { 
  'source': null,
  'showExtendedPrice': null
};

options.getOptionsStatsRealtime(identifier, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
identifier String The Intrinio ID or code of the options contract to request prices for.  
source String Realtime or 15-minute delayed contracts. [optional]  
showExtendedPrice Boolean Whether to include open close high low type fields. [optional]  

Return type

ApiResponseOptionsStatsRealtime

getUnusualActivity

View Intrinio API Documentation

ApiResponseOptionsUnusualActivity getUnusualActivity(symbol, opts)

Options Unusual Activity

Returns unusual options activity for a particular company across all option chains. Unusual options activity includes large trades, sweeps, and block trades.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "AAPL";


var opts = { 
  'source': null
};

options.getUnusualActivity(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
source String Realtime or 15-minute delayed contracts. [optional]  

Return type

ApiResponseOptionsUnusualActivity

getUnusualActivityIntraday

View Intrinio API Documentation

ApiResponseOptionsUnusualActivity getUnusualActivityIntraday(symbol, opts)

Options Unusual Activity Intraday

Returns unusual trades for a given identifier within the query parameters.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var symbol = "AAPL";


var opts = { 
  'nextPage': null,
  'pageSize': 1000,
  'activityType': null,
  'sentiment': null,
  'startDate': new Date("2022-02-01"),
  'endDate': new Date("2022-02-03"),
  'minimumTotalValue': 100000.0,
  'maximumTotalValue': 200000.0
};

options.getUnusualActivityIntraday(symbol, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
symbol String The option symbol, corresponding to the underlying security.  
nextPage String Gets the next page of data from a previous API call [optional]  
pageSize Number The number of results to return [optional] [default to 1000]  
activityType String The unusual activity type to query for. [optional]  
sentiment String The sentiment type to query for. [optional]  
startDate Date Return unusual activity on or after this date. [optional]  
endDate Date Return unusual activity on or before this date. [optional]  
minimumTotalValue Object The inclusive minimum total value for the unusual activity. [optional]  
maximumTotalValue Object The inclusive maximum total value for the unusual activity. [optional]  

Return type

ApiResponseOptionsUnusualActivity

getUnusualActivityUniversal

View Intrinio API Documentation

ApiResponseOptionsUnusualActivity getUnusualActivityUniversal(opts)

Options Unusual Activity Universal

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.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'source': null
};

options.getUnusualActivityUniversal(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
source String Realtime or 15-minute delayed contracts. [optional]  

Return type

ApiResponseOptionsUnusualActivity

getUnusualActivityUniversalIntraday

View Intrinio API Documentation

ApiResponseOptionsUnusualActivity getUnusualActivityUniversalIntraday(opts)

Options Unusual Activity Universal Intraday

Returns unusual trades for all underlying security symbols within the query parameters.

Example

var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;

var options = new intrinioSDK.OptionsApi();

var opts = { 
  'nextPage': null,
  'pageSize': 1000,
  'activityType': null,
  'sentiment': null,
  'startDate': new Date("2022-02-01"),
  'endDate': new Date("2022-02-03"),
  'minimumTotalValue': 100000.0,
  'maximumTotalValue': 200000.0
};

options.getUnusualActivityUniversalIntraday(opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});

Parameters

Name Type Description Notes
nextPage String Gets the next page of data from a previous API call [optional]  
pageSize Number The number of results to return [optional] [default to 1000]  
activityType String The unusual activity type to query for. [optional]  
sentiment String The sentiment type to query for. [optional]  
startDate Date Return unusual activity on or after this date. [optional]  
endDate Date Return unusual activity on or before this date. [optional]  
minimumTotalValue Object The inclusive minimum total value for the unusual activity. [optional]  
maximumTotalValue Object The inclusive maximum total value for the unusual activity. [optional]  

Return type

ApiResponseOptionsUnusualActivity