DOCS

Options data

Full OPRA options data over REST: 12 request types from live chains to trades joined with the NBBO of that millisecond, 12 years deep.

Every US listed option, from OPRA: every trade, every NBBO quote, greeks, open interest and the joins between them. 12 request types, all under /v1/options/<type>, all returning the same envelope.

What each package unlocks

The tiers are not three sizes of the same thing. Each unlocks the first N request types in the canonical order below, and the order is the argument: the surface, then the tape, then the joins.

The surface — what the chain looks like

The tape — what actually printed

The joins — what a print meant

Making a call

requiresOptions Core or above

curl "https://api.tick-stream.xyz/v1/options/trade_quote?symbol=SPY&exp=2026-08-21&strike=600&right=C&date=2026-07-31" \
  -H "Authorization: Bearer sk_live_…"

import requests

r = requests.get(
    "https://api.tick-stream.xyz/v1/options/trade_quote",
    params={"symbol": "SPY", "exp": "2026-08-21",
            "strike": 600, "right": "C", "date": "2026-07-31"},
    headers={"Authorization": "Bearer sk_live_…"},
).json()

# columns arrive by NAME in the header — never index by position
cols = {c: i for i, c in enumerate(r["header"]["format"])}
for row in r["response"][0]["ticks"]:
    aggressive = row[cols["price"]] >= row[cols["ask"]]

const u = new URL("https://api.tick-stream.xyz/v1/options/trade_quote");
u.searchParams.set("symbol", "SPY");
u.searchParams.set("exp", "2026-08-21");
u.searchParams.set("strike", "600");
u.searchParams.set("right", "C");
u.searchParams.set("date", "2026-07-31");

const r = await fetch(u, { headers: { Authorization: "Bearer sk_live_…" } });

Parameters

The response envelope

Rows are arrays, and the column names are in header.format. Read them by name. Column order is the vendor's and is not part of our contract — code that indexes by position will break on a day you are not watching.

{
  "header": {
    "format": ["ms_of_day", "sequence", "size", "condition",
               "price", "bid_size", "bid", "ask_size", "ask", "date"],
    "next_page": "null"
  },
  "response": [
    {
      "contract": { "root": "SPY", "expiration": 20260821, "strike": 600000, "right": "C" },
      "ticks": [
        [51293846, 88213, 250, 18, 4.35, 88, 4.30, 120, 4.35, 20260731]
      ]
    }
  ]
}

Conventions worth knowing before your first parse

trade_quote — the one worth the upgrade

requiresOptions Pro or above

Every trade paired with the NBBO that stood in that exact millisecond. Without the pairing a print is a number; with it, it is an aggressive buy or a passive fill:

price >= ask  →  lifted the offer
price <= bid  →  hit the bid
size  >  ask_size  →  took more than was displayed

That last line is why the join matters more than the trade feed alone. A 250-lot into a 120-lot offer is a different event from a 250-lot into a 5,000-lot offer, and the trade record on its own cannot tell you which one happened.

Whole-root snapshots

requiresOptions Pro or above

/v1/options/root returns every expiration of a root in one call, rather than one request per contract. It is the difference between a chain sweep that takes a second and one that takes four hundred requests.

Bulk history — the whole chain in one request

requiresOptions Core or above

Every history type accepts expiration=*: one request answers every contract of the root for the date window, instead of one request per expiration. This is the shape to use for backfills — a month of QQQ end-of-day (60,260 contracts) is a single call that returns in about twenty seconds:

/v1/options/eod?symbol=QQQ&expiration=*&start_date=2019-03-01&end_date=2019-03-31
/v1/options/oi?symbol=QQQ&expiration=*&start_date=2019-03-01&end_date=2019-03-31
/v1/options/trade_quote?symbol=QQQ&expiration=*&max_dte=7&date=2024-03-15

max_dte and strike_range clip the wildcard: the third example is the full front-week tape of a session — every trade with its NBBO — without pulling the LEAPS ladder along with it. Pulling seven years this way is a few hundred month-sized requests, not hundreds of thousands of per-contract ones.

Live chains over WebSocket

requiresOptions Core or above

The options channel still streams live chains with greeks by underlying — unchanged by the provider switch. Subscribe the same way as any other channel:

{ "op": "subscribe", "channel": "options", "symbols": ["SPY", "QQQ"] }

How far back

The contract universe itself reaches back to 2012-06-01; a request older than your package's window is clamped to it rather than rejected. Verified at the far end on 2026-08-03: SPY 132C expiring 2012-06-16, session 2012-06-11 — 2,592 prints, 2,137 distinct millisecond stamps, full OPRA fields with the NBBO beside them.