Market Data offers several different ways to get historical options prices in CSV format: the Data Store, our API, or the Google Sheets Add-On. Usually your use-case and technical ability will determine which method will work best for your needs.
Data Store
In our Data Store, you can buy CSV files with complete end of day options prices going back through 2004. Our CSVs include all standard options for the year you purchase, and include options on stocks, indexes, and ETFs. Investors who are looking to backtest options strategies over many years and many symbols will find these CSVs especially useful.
Investors needing detailed data on a single ticker can also purchase a single symbol pack from the Data Store, which includes all our data for a single symbol from 2004 through present day. Purchase a symbol just once and get access to all data past, present, and future for that symbol for as long as Market Data offers symbol-specific data packs.
Each CSV, both our yearly and single symbol packs, include bid, bid size, ask, ask size, mid, last, volume, and open interest as part of the pricing data along with the option symbol (in OCC format), strike price, expiration, moneyness (in or out of the money), and the underlying security price as additional data.
API
For investors with a more limited need for specific historical prices, our API also gives complete access to historical options prices going back to 2004 and is updated nightly with end of day quotes. API queries can be formulated to generate CSV files from your requests and can then be imported in bulk into Excel or your Database package. Our API isn’t just for programmers. Once you have your Market Data Token, you can use the simple web forms available at api.marketdata.app and submit your queries directly from your browser, no coding required! Check out our tutorial on how to use our API with your browser to learn more.
Google Sheets Add-On
Perhaps the easiest way to get CSV files of historical options quotes is via our Google Sheets Add-On. If you’re a Google Sheets user and have used the GOOGLEFINANCE formula before, you’ll be able to use our options formulas in the Market Data Add-On. Just install the Add-On from the Google Marketplace, authenticate the Add-On with your Market Data Token, and you’ll be able to easily write formulas that populate your spreadsheets with historical options data. You can then download those sheets in CSV format or manipulate them inside of Google Sheets.
