Option Endpoints

ThetaDataDx provides 34 typed endpoints for option market data, organized into five categories.

Contract Identification

Option contracts are identified by four parameters:

Parameter	Description	Example
symbol	Underlying ticker	"SPY"
expiration	Expiration date (YYYYMMDD)	"20241220"
strike	Strike price in dollars as string	"500" ($500.00)
right	Call or put	"C" or "P"

Wildcard queries: Pass "0" for expiration, strike, and/or right to fetch data across multiple contracts. Each returned tick carries contract identification fields (expiration, strike, right) so you can determine which contract it belongs to. See Options & Greeks for usage examples.

Endpoint Categories

List (5 endpoints)

Discover available symbols, expirations, strikes, dates, and contracts.

• List Symbols - all option underlying symbols
• List Dates - available dates for a contract
• List Strikes - strike prices for an expiration
• List Expirations - expiration dates for an underlying
• List Contracts - all contracts for a symbol on a date

Snapshot (9 endpoints)

Latest point-in-time data for a contract.

• Snapshot OHLC
• Snapshot Trade
• Snapshot Quote
• Snapshot Open Interest
• Snapshot Greeks IV
• Snapshot Greeks All
• Snapshot Greeks First Order
• Snapshot Greeks Second Order
• Snapshot Greeks Third Order

History (16 endpoints)

Historical time series data for a contract.

• History EOD
• History OHLC
• History Trade
• History Quote
• History Trade + Quote
• History Open Interest
• History Greeks EOD
• History Greeks All
• History Greeks First Order
• History Greeks Second Order
• History Greeks Third Order
• History Greeks IV
• History Trade Greeks All
• History Trade Greeks First Order
• History Trade Greeks Second Order
• History Trade Greeks Third Order
• History Trade Greeks IV

At-Time (2 endpoints)

Data at a specific time of day across a date range.

• At-Time Trade
• At-Time Quote

Streaming (Rust only)

Streaming variants (*_stream) use per-chunk callbacks and are available in the Rust SDK only. Other languages use the non-streaming equivalents which return complete result sets.

tdx.option_history_trade_stream(
    "SPY", "20240419", "500", "C", "20240315",
    |chunk| { Ok(()) }
).await?;

tdx.option_history_quote_stream(
    "SPY", "20240419", "500", "C", "20240315", "0",
    |chunk| { Ok(()) }
).await?;