option_snapshot_quote

FreeValueStandardPro

Get the latest NBBO (National Best Bid and Offer) quote snapshot for an option contract.

Code Example

Rust

let quotes: Vec<QuoteTick> = tdx.option_snapshot_quote("SPY", "20241220", "500000", "C").await?;

Python

quotes = tdx.option_snapshot_quote("SPY", "20241220", "500000", "C")

Go

quotes, err := client.OptionSnapshotQuote("SPY", "20241220", "500000", "C")

C++

auto quotes = client.option_snapshot_quote("SPY", "20241220", "500000", "C");

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

max_dteintoptional

Maximum days to expiration

strike_rangeintoptional

Strike range filter

min_timestringoptional

Minimum time of day as milliseconds from midnight

Response

bid_pricefloat

Best bid price

bid_sizeint

Bid size

ask_pricefloat

Best ask price

ask_sizeint

Ask size

datestring

Date

ms_of_dayint

Milliseconds from midnight

bid_exchangeint

Bid exchange code

ask_exchangeint

Ask exchange code