option_history_eod

FreeValueStandardPro

Retrieve end-of-day option data across a date range. Returns one row per trading day with OHLC, volume, and open interest.

Code Example

Rust

let eod: Vec<EodTick> = tdx.option_history_eod(
    "SPY", "20241220", "500000", "C", "20240101", "20240301"
).await?;
for t in &eod {
    println!("{}: O={} H={} L={} C={}", t.date, t.open_price(), t.high_price(),
        t.low_price(), t.close_price());
}

Python

eod = tdx.option_history_eod("SPY", "20241220", "500000", "C",
                                "20240101", "20240301")

Go

eod, err := client.OptionHistoryEOD("SPY", "20241220", "500000", "C",
    "20240101", "20240301")

C++

auto eod = client.option_history_eod("SPY", "20241220", "500000", "C",
                                      "20240101", "20240301");

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

start_datestringrequired

Start date in YYYYMMDD format

end_datestringrequired

End date in YYYYMMDD format

max_dteintoptional

Maximum days to expiration

strike_rangeintoptional

Strike range filter

Response

datestring

Trading date

openfloat

Opening price

highfloat

High price

lowfloat

Low price

closefloat

Closing price

volumeint

Daily volume

open_interestint

Open interest