Historical Intraday API

Get historical one-minute options data for over 5,000 symbols. History can be queried from August 2020 up to yesterday's close.

We cover dates going back to January 2022 for Option by OPRA. You can find the list of symbols we cover here. If you see any missing symbols or want to see a symbol listed, please email us at support@orats.com.

All responses are in CSV format.

Data endpoint url:

Name
https://api.orats.io/datav2
Description

GEThttps://api.orats.io/datav2/historical/one-minute/strikes/chain

Strikes Chain History

Retrieves historical one-minute strikes chain data.

If the trade date is the current day, you can only fetch history up until the last 15 minutes.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL
Name
tradeDate
Type
string
Description
The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202206071100

Request

GET

https://api.orats.io/datav2/historical/one-minute/strikes/chain

curl -L "https://api.orats.io/datav2/historical/one-minute/strikes/chain?token=my-token&ticker=AAPL&tradeDate=202206071100"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-06-07,2022-06-10,4,95,147.76,0,2,1,1,0,336,0,586,52.7,52.76710955986101,52.85,0,0,0.01,0,2.084174177089487,2.084174177089487,0.648,0,1.6377716355668939,1.6377716355668939,-0.002010611708955635,0.9999999999999994,-8.847388963482095e-15,-0.002214926596611274,0.000019999998193297865,0.008353445283981194,-0.012988378941258816,-1.929555505329921e-9,0.5605747284419511,0.6517013469914322,0.5670216551072182,52.767109559860835,-1.3215709583605508e-17,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1
AAPL,2022-06-07,2022-06-10,4,100,147.76,0,16,1,1,0,3274,0,590,47.7,47.767483747222116,47.85,0,4.203770523998158e-14,0.01,0,1.864781840275735,1.864781840275735,0.648,0,1.4595764595205079,1.4595764595205079,-0.002010611708955635,0.9999999999999672,2.8894598065378106e-14,-0.002331501680987543,0.000019999998193297865,0.008793100367150072,-0.012988379296530184,-2.013365888316701e-9,0.560574728441489,0.6517013469909696,0.5670216551072182,47.76748374722192,1.9833801904247632e-15,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1

GEThttps://api.orats.io/datav2/historical/one-minute/strikes/option

Strikes by OPRA History

Retrieves historical one-minute option by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).

If the trade date is the current day, you can only fetch history up until the last 15 minutes.

If specifying a range, there is a 40 trading day max.

Required attributes

Name
ticker
Type
string
Description
OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL22091600160000
Name
tradeDate
Type
string
Description
The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST).
You may specify a range by doing YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202206081000,202207201300

Request

GET

https://api.orats.io/datav2/historical/one-minute/strikes/option

curl -L "https://api.orats.io/datav2/historical/one-minute/strikes/option?token=my-token&ticker=AAPL22091600160000&tradeDate=202206081000,202207201300"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-06-08,2022-09-16,101,160,149.67,150,28206,253,510,7,18438,124,104,5.8,5.860204002795059,5.9,15.55,15.641054396787531,15.7,0.3063158772183223,0.30801686256479954,0.3097178479112768,0.308,0.3038649107227709,0.3064286008767878,0.3089922910308047,-0.008209120374803128,0.38161255239927655,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3083639997493957,0.3069773808630928,0.3215480409289392,6.247634998832532,16.067895502105014,149.67,2022-06-08T13:59:50Z,2022-06-08T13:59:51Z,1000,2022-06-08T14:00:01Z,pm,101594,9
AAPL,2022-06-08,2022-09-16,101,160,149.45,158,28206,1,215,7,18438,229,102,5.75,5.78583812885739,5.8,15.7,15.782968253643883,15.85,0.30745849466065145,0.3083088916342891,0.3091592886079268,0.308,0.30432705746682837,0.30689074762084534,0.3094544377748623,-0.008209120374803128,0.37823425664342863,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3086775601134979,0.3071631227329991,0.3215480409289392,6.1640518498378345,16.204312353110314,149.45,2022-06-08T14:00:55Z,2022-06-08T14:00:56Z,1001,2022-06-08T14:01:01Z,pm,101594,9
AAPL,2022-06-08,2022-09-16,101,160,149.12,159,28206,152,1299,13,18438,234,132,5.6,5.66120101953646,5.7,15.9,15.991901944264272,16.05,0.3065732423106423,0.30827422765711954,0.3099752130035968,0.308,0.3041222758150914,0.30668596596910835,0.3092496561231253,-0.008209120374803128,0.37316681300965693,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.30865528305906204,0.3072637172770291,0.3215480409289392,6.040070673345081,16.410331176617547,149.12,2022-06-08T14:02:00Z,2022-06-08T14:02:01Z,1002,2022-06-08T14:02:02Z,pm,101594,9