Symbology & Contract Identity

Symbols

A symbol identifies a stock, index, or option underlying: AAPL, SPY, SPX. Snapshot endpoints accept multiple symbols at once (a list in the SDKs, comma-separated over HTTP). Index option underlyings are distinct symbols per settlement style — SPX (AM-settled monthlies) and SPXW (PM-settled weeklies) are different roots; the same split applies to other index families (VIX/VIXW, NDX/NDXP). List the roots your account can see with the option symbols endpoint.

Option contract identity

An option contract is always the four-tuple (symbol, expiration, strike, right):

Part	Form	Example
symbol	underlying root	SPXW
expiration	YYYYMMDD date	20260618
strike	dollars, as a string	"5400" or "17.5"
right	C / P (call / put accepted)	C

Strikes are human dollars everywhere on the SDK surface — never scaled integers. Endpoints that take an optional strike / right treat omission as a wildcard: all strikes, both rights. Wildcard responses identify each row's contract via the expiration, strike, and right response fields.

The one exception is the bundled server's WebSocket subscribe envelope, which by default takes the terminal's 1/10-cent integer strike so existing terminal clients work unchanged (the WebSocket page shows an example). Start the server with --strike-format dollars to send dollars (570) there too. The server's HTTP routes take dollars either way.

Dates and times in

• Dates are YYYYMMDD strings ("20250303"). The HTTP server also accepts ISO YYYY-MM-DD.
• Date ranges are inclusive on both ends.
• Time-of-day inputs (start_time, end_time, time_of_day) are Eastern Time wall-clock HH:MM:SS (at-time endpoints take milliseconds: HH:MM:SS.SSS).
• interval is one of the presets: tick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.

Timestamps out

Response rows carry two integer time fields:

• date — the trading date as a YYYYMMDD integer.
• ms_of_day — milliseconds since midnight Eastern Time (34200000 = 09:30:00 ET).

Integer timestamps compare and bucket cheaply in hot loops; convert to wall-clock datetimes only at display boundaries.