Historical Option Trades

GET https://api.optiondata.io/api-portal/f/list-csv-urls

Get the list of URLs for downloading the CSV files from the server, the URL links will expire in 1 hour after the request.

Query Parameters

Name	Type	Description
date*	String	A specific date string used to fetch the list of downloable URLS for the CSV files generated for that date, formatted as YYYYMMDD(e.g., 20240126).

Headers

Name	Type	Description
API-KEY*	String	Your API key, an essential token for accessing our services, is available through optiondata.io. After submitting the application form, you will be emailed a trial API token valid for 14 days to explore our offerings. If you wish to test our API immediately, feel free to use test_key as a temporary API key at no cost. Be aware that the test_key only provides support for the date of 20240126

200: OK The request must include a specific date string. The response will provide a list of URLs to download the CSV files corresponding to that date. Please note, these URLs will expire after 60 minutes. Typically, 5 CSV files are generated for each trading day.

```json
{
    "status": "SUCCESS",
    "data": {
        "date": "20240126",
        "urls": [
            "https://fulloptionflow-daily-csv.s3.us-west-2.amazonaws.com/20240126/20240126_ABC.csv?AWSAccessKeyId=AKIAQW5P6UK75KBZ7DVL&Expires=1706603927&Signature=IZ7tTN1dr2FONQ%2Fg%2F7BlRBLSl24%3D",
            "https://fulloptionflow-daily-csv.s3.us-west-2.amazonaws.com/20240126/20240126_DEFGH.csv?AWSAccessKeyId=AKIAQW5P6UK75KBZ7DVL&Expires=1706603927&Signature=WiReSV4MlTqris2GKx2xvrQ%2B9RA%3D",
            "https://fulloptionflow-daily-csv.s3.us-west-2.amazonaws.com/20240126/20240126_IJKLMNOPQ.csv?AWSAccessKeyId=AKIAQW5P6UK75KBZ7DVL&Expires=1706603927&Signature=7m%2BgDgmO1zbbqIkIlZomefJJ8HE%3D",
            "https://fulloptionflow-daily-csv.s3.us-west-2.amazonaws.com/20240126/20240126_RS.csv?AWSAccessKeyId=AKIAQW5P6UK75KBZ7DVL&Expires=1706603927&Signature=45Q6p4whtNDMY%2FVyUTgaDA5kx0c%3D",
            "https://fulloptionflow-daily-csv.s3.us-west-2.amazonaws.com/20240126/20240126_TUVWXYZ.csv?AWSAccessKeyId=AKIAQW5P6UK75KBZ7DVL&Expires=1706603927&Signature=Brg1ORXJ75MPPaNGrYGPQwcLYLM%3D"
        ]
    }
}
```

401: Unauthorized No valid token provided

Test it in the Postman: https://www.postman.com/crimson-star-798429/workspace/optiondata-io/example/30898839-4caecb88-287b-4f0d-a231-a02f6f631678

Sample Request

Javascript

var request = require('request');
var options = {
  'method': 'GET',
  'url': 'https://api.optiondata.io/api-portal/f/list-csv-urls?date=20240126',
  'headers': {
    'API-KEY': 'test_key'
  }
};
request(options, function (error, response) {
  if (error) throw new Error(error);
  console.log(response.body);
});

Python

import requests

url = "https://api.optiondata.io/api-portal/f/list-csv-urls?date=20240126"

payload = {}
headers = {
  'API-KEY': 'test_key'
}

response = requests.request("GET", url, headers=headers, data=payload)

print(response.text)

cURL

curl --location 'https://api.optiondata.io/api-portal/f/list-csv-urls?date=20240126' \
--header 'API-KEY: test_key'

sample CSV file: https://optiondata-public.s3.us-west-2.amazonaws.com/20240326_ABC.csv

The daily CSV file compilation, consisting of five separate files, is generated and made available approximately 90 minutes following the closing of the market. This equates to a release time of 2:30 PM PST, 5:30 PM EST, and 4:30 PM CST. Each day's complete data set approximately encompasses 1 million rows, with the collective file size nearing 800MB.

Schema for the CSV file

Name	Type	Description
id	string	unique id for this option trade record
symbol	string	Ticker Symbol (TSLA, MSFT, etc...)
date	string	the date the trade was executed, the date format is YYYY-MM-DD
time	string	The time the trade was created
put_call	string	Indicates whether this trade is PUT or CALL
strike_price	float	Strike price of the option trade
date_expiration	string	The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised ex: 2022-04-05
option_activity_type	string	Please refer to https://assets.website-files.com/5ba40927ac854d8c97bc92d7/5bf419828984e605fe3ba2e7_proposed_opra_trade_codes.pdf
underlying_type	string	Indicates underlying is Common Stock, ETF, ETN, etc.
size	integer	Total order size (either of the 1 trade for the trade of SINGLE or REPEATED, or the sum of trade sizes for a AGGREGATED trade)
price	float	Last price of a trade, or last price of last trade in a sweep.
underlying_price	float	Current stock price of the underlying asset
bid	float	Option contract best bid
bid_size	integer	Option contract bid size on exchange with best bid
ask_size	integer	Option contract bid size on exchange with best ask
ask	float	Option contract best ask
oi	integer	The total number of this options contract that are still open.
iv	float	Implied volatility (IV) is an estimate of the future volatility of the underlying stock based on options prices.
premium	float	Cost in dollar of the entire sweep or block option trade
sentiment	string	BULLISH, BEARISH, or NEUTRAL The sentiment is estimated based on whether the trade was executed at the bid, ask, or spot price.
trade_count	integer	Number of trades involved in the sweep.
expiry_days	integer	The days left to expiration date.
delta	float	Delta is a measure of the change in an option's price
vega	float	Vega is a Greek that measures how sensitive an option's price is to changes in the implied volatility of the underlying stock
exchange	string	Exchange where the trade executed