MarketData SDK

__construct()

Options constructor.

Parameters

$client : Client

The MarketDataApp API client instance.

expirations()

Get a list of current or historical option expiration dates for an underlying symbol. If no optional parameters are used, the endpoint returns all expiration dates in the option chain.

Parameters

$symbol : string

The underlying ticker symbol for the options chain you wish to lookup.

$strike : int|null = null

Limit the lookup of expiration dates to the strike provided. This will cause the endpoint to only return expiration dates that include this strike.

$date : string|null = null

Use to lookup a historical list of expiration dates from a specific previous trading day. If date is omitted the expiration dates will be from the current trading day during market hours or from the last trading day when the market is closed. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

$parameters : Parameters|null = null

Universal parameters for all methods (such as format).

Tags

throws

ApiException|GuzzleException

lookup()

Generate a properly formatted OCC option symbol based on the user's human-readable description of an option.

Parameters

$input : string

The human-readable string input that contains

• (1) stock symbol
• (2) strike
• (3) expiration date
• (4) option side (i.e. put or call).

$parameters : Parameters|null = null

Universal parameters for all methods (such as format).

This endpoint will translate the user's input into a valid OCC option symbol. Example: "AAPL 7/28/23 $200 Call".

option_chain()

Get a current or historical end of day options chain for an underlying ticker symbol. Optional parameters allow for extensive filtering of the chain. Use the optionSymbol returned from this endpoint to get quotes, greeks, or other information using the other endpoints.

Parameters

$symbol : string

The ticker symbol of the underlying asset.

$date : string|null = null

Use to lookup a historical end of day options chain from a specific trading day. If no date is specified the chain will be the most current chain available during market hours. When the market is closed the chain will be from the last trading day. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

$expiration : string|Expiration = Expiration::ALL

                                             - Limits the option chain to a specific expiration date.
                                             Accepted date inputs: ISO 8601, unix, spreadsheet. This
                                             parameter is only required if requesting a quote along with the
                                             chain. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

• If omitted the next monthly expiration for real-time quotes or the next monthly expiration relative to the date parameter for historical quotes will be returned.

• Use the keyword all to return the complete option chain.

CAUTION: Combining the all parameter with large options chains such as SPX, SPY, QQQ, etc. can cause you to consume your requests very quickly. The full SPX option chain has more than 20,000 contracts. A request is consumed for each contact you request with a price in the option chain.

$from : string|null = null

Limit the option chain to expiration dates after from (inclusive). Should be combined with to create a range. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

$to : string|null = null

Limit the option chain to expiration dates before to (not inclusive). Should be combined with from to create a range. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

$month : int|null = null

Limit the option chain to options that expire in a specific month (1-12).

$year : int|null = null

Limit the option chain to options that expire in a specific year.

$weekly : bool = true

Limit the option chain to weekly expirations by setting weekly to true and omitting the monthly and quarterly parameters. If set to false, no weekly expirations will be returned.

$monthly : bool = true

Limit the option chain to standard monthly expirations by setting monthly to true and omitting the weekly and quarterly parameters. If set to false, no monthly expirations will be returned.

$quarterly : bool = true

Limit the option chain to quarterly expirations by setting quarterly to true and omitting the weekly and monthly parameters. If set to false, no quarterly expirations will be returned.

$non_standard : bool = true

Include non-standard contracts by nonstandard to true. If set to false, no non-standard options expirations will be returned. If no parameter is provided, the output will default to false.

$dte : int|null = null

Days to expiry. Limit the option chain to a single expiration date closest to the dte provided. Should not be used together with from and to. Take care before combining with weekly, monthly, quarterly, since that will limit the expirations dte can return. If you are using the date parameter, dte is relative to the date provided.

$delta : float|null = null

                                             - Limit the option chain to a single strike closest to the
                                             delta provided. (e.g. .50)
                                             - Limit the option chain to a specific set of deltas (e.g.
                                             .60,.30)
                                             - Limit the option chain to an open interval of strikes using a
                                             logical expression (e.g. >.50)
                                             - Limit the option chain to a closed interval of strikes by
                                             specifying both endpoints. (e.g. .30-.60)

TIP: Filter strikes using the aboslulte value of the delta. The values used will always return both sides of the chain (e.g. puts & calls). This means you must filter using side to exclude puts or calls. Delta cannot be used to filter the side of the chain, only the strikes.

$side : Side|null = null

Limit the option chain to either call or put. If omitted, both sides will be returned.

$range : Range = Range::ALL

Limit the option chain to strikes that are in the money, out of the money, at the money, or include all. If omitted all options will be returned.

$strike : string|null = null

• Limit the option chain to options with the specific strike specified. (e.g. 400)
• Limit the option chain to a specific set of strikes (e.g. 400,405)
• Limit the option chain to an open interval of strikes using a logical expression (e.g. >400)
• Limit the option chain to a closed interval of strikes by specifying both endpoints. (e.g. 400-410)

$strike_limit : int|null = null

Limit the number of total strikes returned by the option chain. For example, if a complete chain included 30 strikes and the limit was set to 10, the 20 strikes furthest from the money will be excluded from the response.

TIP: If strikeLimit is combined with the range or side parameter, those parameters will be applied first. In the above example, if the range were set to itm (in the money) and side set to call, all puts and out of the money calls would be first excluded by the range parameter and then strikeLimit will return a maximum of 10 in the money calls that are closest to the money. If the side parameter has not been used but range has been specified, then strikeLimit will return the requested number of calls and puts for each side of the chain, but duplicating the number of strikes that are received.

$min_bid : float|null = null

Limit the option chain to options with a bid price greater than or equal to the number provided.

$max_bid : float|null = null

Limit the option chain to options with a bid price less than or equal to the number provided.

$min_ask : float|null = null

Limit the option chain to options with an ask price greater than or equal to the number provided.

$max_ask : float|null = null

Limit the option chain to options with an ask price less than or equal to the number provided.

$min_bid_ask_spread : float|null = null

Limit the option chain to options with a bid-ask spread less than or equal to the number provided.

$max_bid_ask_spread_pct : float|null = null

Limit the option chain to options with a bid-ask spread less than or equal to the percent provided (relative to the underlying). For example, a value of 0.5% would exclude all options trading with a bid-ask spread greater than $1.00 in an underlying that trades at $200.

$min_open_interest : int|null = null

Limit the option chain to options with an open interest greater than or equal to the number provided.

$min_volume : int|null = null

Limit the option chain to options with a volume transacted greater than or equal to the number provided.

$parameters : Parameters|null = null

Universal parameters for all methods (such as format).

Tags

throws

GuzzleException|ApiException

quotes()

Get a current or historical end of day quote for a single options contract.

Parameters

$option_symbol : string

The option symbol (as defined by the OCC) for the option you wish to lookup. Use the current OCC option symbol format, even for historic options that quoted before the format change in 2010.

$date : string|null = null

Use to lookup a historical end of day quote from a specific trading day. If no date is specified the quote will be the most current price available during market hours. When the market is closed the quote will be from the last trading day. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

$from : string|null = null

Use to lookup a series of end of day quotes. From is the oldest (leftmost) date to return (inclusive). If from/to is not specified the quote will be the most current price available during market hours. When the market is closed the quote will be from the last trading day. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

$to : string|null = null

Use to lookup a series of end of day quotes. From is the newest (rightmost) date to return (exclusive). If from/to is not specified the quote will be the most current price available during market hours. When the market is closed the quote will be from the last trading day. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

$parameters : Parameters|null = null

Universal parameters for all methods (such as format).

Tags

throws

ApiException|GuzzleException

strikes()

Get a list of current or historical options strikes for an underlying symbol. If no optional parameters are used, the endpoint returns the strikes for every expiration in the chain.

Parameters

$symbol : string

The underlying ticker symbol for the options chain you wish to lookup.

$expiration : string|null = null

Limit the lookup of strikes to options that expire on a specific expiration date.

$date : string|null = null

Use to lookup a historical list of strikes from a specific previous trading day. If date is omitted the expiration dates will be from the current trading day during market hours or from the last trading day when the market is closed. Accepted timestamp inputs: ISO 8601, unix, spreadsheet.

$parameters : Parameters|null = null

Universal parameters for all methods (such as format).

Tags

throws

ApiException|GuzzleException