All URIs are relative to https://api-v2.intrinio.com
| Method | HTTP request | Description |
|---|---|---|
| get_all_options_tickers | GET /options/tickers | Options Tickers |
| get_option_aggregates | GET /options/aggregates | Total open interest and volume aggregated by ticker |
| get_option_expirations_realtime | GET /options/expirations/{symbol}/realtime | Options Expirations |
| get_option_strikes_realtime | GET /options/strikes/{symbol}/{strike}/realtime | Option Strikes Realtime |
| get_option_trades | GET /options/trades | Option Trades |
| get_option_trades_by_contract | GET /options/{identifier}/trades | Option Trades By Contract |
| get_options | GET /options/{symbol} | Options |
| get_options_by_symbol_realtime | GET /options/{symbol}/realtime | Options by Symbol Realtime |
| get_options_chain | GET /options/chain/{symbol}/{expiration} | Options Chain |
| get_options_chain_eod | GET /options/chain/{symbol}/{expiration}/eod | Options Chain EOD |
| get_options_chain_realtime | GET /options/chain/{symbol}/{expiration}/realtime | Options Chain Realtime |
| get_options_expirations | GET /options/expirations/{symbol} | Options Expirations |
| get_options_expirations_eod | GET /options/expirations/{symbol}/eod | Options Expirations |
| get_options_interval_by_contract | GET /options/interval/{identifier} | Options Intervals By Contract |
| get_options_interval_movers | GET /options/interval/movers | Options Intervals Movers |
| get_options_interval_movers_change | GET /options/interval/movers/change | Options Intervals Movers By Change |
| get_options_interval_movers_volume | GET /options/interval/movers/volume | Options Intervals Movers By Volume |
| get_options_prices | GET /options/prices/{identifier} | Option Prices |
| get_options_prices_batch_realtime | POST /options/prices/realtime/batch | Option Prices Batch Realtime |
| get_options_prices_eod | GET /options/prices/{identifier}/eod | Option Prices EOD |
| get_options_prices_eod_by_ticker | GET /options/prices/by_ticker/{symbol}/eod | Option Prices End of Day By Ticker |
| get_options_prices_realtime | GET /options/prices/{identifier}/realtime | Option Prices Realtime |
| get_options_prices_realtime_by_ticker | GET /options/prices/by_ticker/{symbol}/realtime | Option Prices Realtime By Ticker |
| get_options_snapshots | GET /options/snapshots | Option Prices Realtime Snapshot |
| get_options_stats_realtime | GET /options/prices/{identifier}/realtime/stats | Option Stats Realtime |
| get_unusual_activity | GET /options/unusual_activity/{symbol} | Options Unusual Activity |
| get_unusual_activity_intraday | GET /options/unusual_activity/{symbol}/intraday | Options Unusual Activity Intraday |
| get_unusual_activity_universal | GET /options/unusual_activity | Options Unusual Activity Universal |
| get_unusual_activity_universal_intraday | GET /options/unusual_activity/intraday | Options Unusual Activity Universal Intraday |
View Intrinio API Documentation
ApiResponseOptionsTickers get_all_options_tickers(opts)
Returns all tickers that have existing options contracts.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
use_underlying_symbols = FALSE
)
response <- OptionsApi$get_all_options_tickers(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| use_underlying_symbols | Logical | Use underlying symbol vs contract symbol | [optional] [default to FALSE] |
View Intrinio API Documentation
ApiResponseOptionsAggregates get_option_aggregates(opts)
Returns total open interest and volume by ticker
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
date = IntrinioSDK::TODO_OBJECT_MAPPING$new(),
page_size = 100,
next_page = NULL
)
response <- OptionsApi$get_option_aggregates(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| date | TODO_OBJECT_MAPPING | Return aggregated data for this date | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 100] |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
ApiResponseOptionsExpirations get_option_expirations_realtime(symbol, opts)
Returns a list of all current and upcoming option contract expiration dates for a particular symbol.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
# Optional params
opts <- list(
after = "2022-01-01",
before = "2023-04-01",
source = NULL,
include_related_symbols = FALSE
)
response <- OptionsApi$get_option_expirations_realtime(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| after | Character | Return option contract expiration dates after this date. | [optional] |
| before | Character | Return option contract expiration dates before this date. | [optional] |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| include_related_symbols | Logical | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsChainRealtime get_option_strikes_realtime(symbol, strike, opts)
Returns a list of the latest top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all call/put contracts that match the strike and symbol specified.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
strike <- 95
# Optional params
opts <- list(
source = NULL,
stock_price_source = NULL,
model = NULL,
show_extended_price = NULL,
include_related_symbols = FALSE
)
response <- OptionsApi$get_option_strikes_realtime(symbol, strike, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| strike | Numeric | The strike price of the option contract. This will return options contracts with strike price equal to this price. | |
| source | Character | Realtime or delayed. | [optional] |
| stock_price_source | Character | Source for underlying price for calculating Greeks. | [optional] |
| model | Character | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | Logical | Whether to include open close high low type fields. | [optional] |
| include_related_symbols | Logical | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
ApiResponseOptionsChainRealtime
View Intrinio API Documentation
OptionTradesResult get_option_trades(opts)
Returns all trades between start time and end time, up to seven days ago for the specified source.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
source = NULL,
start_date = NULL,
start_time = NULL,
end_date = NULL,
end_time = NULL,
timezone = "UTC",
page_size = 100,
min_size = 100,
security = "AAPL",
next_page = NULL
)
response <- OptionsApi$get_option_trades(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| source | Character | The specific source of the data being requested. | [optional] |
| start_date | Date | The start date for the data being requested. | [optional] |
| start_time | Character | The start time for the data being requested. | [optional] |
| end_date | Date | The end date for the data being requested. | [optional] |
| end_time | Character | The end time for the data being requested. | [optional] |
| timezone | Character | The timezone the start and end date/times use. | [optional] [default to UTC] |
| page_size | Integer | The maximum number of results to return per page. | [optional] [default to 100] |
| min_size | Integer | Trades must be larger or equal to this size. | [optional] |
| security | Character | The ticker symbol for which trades are being requested. | [optional] |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
OptionTradesResult get_option_trades_by_contract(identifier, opts)
Returns all trades for a contract between start time and end time, up to seven days ago for the specified source.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
identifier <- "AAPL__261218C00230000"
# Optional params
opts <- list(
source = NULL,
start_date = NULL,
start_time = NULL,
end_date = NULL,
end_time = NULL,
timezone = "UTC",
page_size = 100,
min_size = 100,
next_page = NULL
)
response <- OptionsApi$get_option_trades_by_contract(identifier, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | Character | The option contract for which trades are being requested. | |
| source | Character | The specific source of the data being requested. | [optional] |
| start_date | Date | The start date for the data being requested. | [optional] |
| start_time | Character | The start time for the data being requested. | [optional] |
| end_date | Date | The end date for the data being requested. | [optional] |
| end_time | Character | The end time for the data being requested. | [optional] |
| timezone | Character | The timezone the start and end date/times use. | [optional] [default to UTC] |
| page_size | Integer | The maximum number of results to return per page. | [optional] [default to 100] |
| min_size | Integer | Trades must be larger or equal to this size. | [optional] |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
ApiResponseOptions get_options(symbol, opts)
Returns a list of all securities that have options listed and are tradable on a US market exchange. Useful to retrieve the entire universe. Available via a 3rd party, contact sales for a trial.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "AAPL"
# Optional params
opts <- list(
type = "put",
strike = 170,
strike_greater_than = 150,
strike_less_than = 190,
expiration = "2019-03-01",
expiration_after = "2019-01-01",
expiration_before = "2019-12-31",
page_size = 100,
next_page = NULL
)
response <- OptionsApi$get_options(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| type | Character | The option contract type. | [optional] |
| strike | Numeric | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| expiration | Character | The expiration date of the option contract. This will return options contracts with expiration dates on this date. | [optional] |
| expiration_after | Character | The expiration date of the option contract. This will return options contracts with expiration dates after this date. | [optional] |
| expiration_before | Character | The expiration date of the option contract. This will return options contracts with expiration dates before this date. | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 100] |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
ApiResponseOptionsRealtime get_options_by_symbol_realtime(symbol, opts)
Returns a list of all securities that have options listed and are tradable on a US market exchange. Useful to retrieve the entire universe.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "AAPL"
# Optional params
opts <- list(
type = "put",
strike = 170,
strike_greater_than = 150,
strike_less_than = 190,
expiration = "2022-04-16",
expiration_after = "2022-01-01",
expiration_before = "2023-12-31",
source = NULL,
include_related_symbols = FALSE
)
response <- OptionsApi$get_options_by_symbol_realtime(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| type | Character | The option contract type. | [optional] |
| strike | Numeric | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| expiration | Character | The expiration date of the option contract. This will return options contracts with expiration dates on this date. | [optional] |
| expiration_after | Character | The expiration date of the option contract. This will return options contracts with expiration dates after this date. | [optional] |
| expiration_before | Character | The expiration date of the option contract. This will return options contracts with expiration dates before this date. | [optional] |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| include_related_symbols | Logical | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsChain get_options_chain(symbol, expiration, opts)
Returns a list of the historical end-of-day top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the option chain. Available via a 3rd party, contact sales for a trial.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
expiration <- "2019-04-05"
# Optional params
opts <- list(
date = NULL,
type = NULL,
strike = NULL,
strike_greater_than = NULL,
strike_less_than = NULL,
moneyness = NULL,
page_size = 100
)
response <- OptionsApi$get_options_chain(symbol, expiration, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| expiration | Character | The expiration date of the options contract | |
| date | Date | The date of the option price. Returns option prices on this date. | [optional] |
| type | Character | The option contract type. | [optional] |
| strike | Numeric | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| moneyness | Character | The moneyness of the options contracts to return. 'all' will return all options contracts. 'in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). 'out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices below the current price). 'near_the_money' will return options contracts that are $0.50 or less away from being in the money. | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 100] |
View Intrinio API Documentation
ApiResponseOptionsChainEod get_options_chain_eod(symbol, expiration, opts)
Returns all EOD options contracts and their prices for the given symbol and expiration date.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "AAPL"
expiration <- "2023-01-20"
# Optional params
opts <- list(
type = NULL,
strike = NULL,
strike_greater_than = NULL,
strike_less_than = NULL,
date = NULL,
include_related_symbols = FALSE
)
response <- OptionsApi$get_options_chain_eod(symbol, expiration, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| expiration | Character | The expiration date of the options contract | |
| type | Character | The option contract type. | [optional] |
| strike | Numeric | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| date | Date | The date to retrieve prices for | [optional] |
| include_related_symbols | Logical | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsChainRealtime get_options_chain_realtime(symbol, expiration, opts)
Returns a list of the latest National Best Bid & Offer (NBBO) top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the option chain.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
expiration <- "2023-01-20"
# Optional params
opts <- list(
source = NULL,
type = NULL,
strike = NULL,
strike_greater_than = NULL,
strike_less_than = NULL,
volume_greater_than = NULL,
volume_less_than = NULL,
open_interest_greater_than = NULL,
open_interest_less_than = NULL,
moneyness = NULL,
stock_price_source = NULL,
model = NULL,
show_extended_price = NULL,
include_related_symbols = FALSE
)
response <- OptionsApi$get_options_chain_realtime(symbol, expiration, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| expiration | Character | The expiration date of the options contract | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| type | Character | The option contract type. | [optional] |
| strike | Numeric | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| volume_greater_than | Numeric | The volume of the option contract. This will return options contracts with volumes greater than this amount. | [optional] |
| volume_less_than | Numeric | The volume of the option contract. This will return options contracts with volumes less than this amout. | [optional] |
| open_interest_greater_than | Numeric | The open interest of the option contract. This will return options contracts with open interest greater than this amount. | [optional] |
| open_interest_less_than | Numeric | The open interest of the option contract. This will return options contracts with open interest less than this amount. | [optional] |
| moneyness | Character | The moneyness of the options contracts to return. 'all' will return all options contracts. 'in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). 'out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices below the current price). 'near_the_money' will return options contracts that are $0.50 or less away from being in the money. Requires subscription to realtime stock price data. | [optional] |
| stock_price_source | Character | Source for underlying price for calculating Greeks. | [optional] |
| model | Character | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | Logical | Whether to include open close high low type fields. | [optional] |
| include_related_symbols | Logical | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
ApiResponseOptionsChainRealtime
View Intrinio API Documentation
ApiResponseOptionsExpirations get_options_expirations(symbol, opts)
Returns a list of all current and upcoming option contract expiration dates for a particular symbol. Available via a 3rd party, contact sales for a trial.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
# Optional params
opts <- list(
after = "2019-01-01",
before = "2019-12-31"
)
response <- OptionsApi$get_options_expirations(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| after | Character | Return option contract expiration dates after this date. | [optional] |
| before | Character | Return option contract expiration dates before this date. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsExpirations get_options_expirations_eod(symbol, opts)
Returns a list of all current and upcoming option contract expiration dates for a particular symbol.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
# Optional params
opts <- list(
after = "2019-01-01",
before = "2019-12-31",
include_related_symbols = FALSE
)
response <- OptionsApi$get_options_expirations_eod(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| after | Character | Return option contract expiration dates after this date. | [optional] |
| before | Character | Return option contract expiration dates before this date. | [optional] |
| include_related_symbols | Logical | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
View Intrinio API Documentation
OptionIntervalsResult get_options_interval_by_contract(identifier, interval_size, opts)
Returns a list of interval data points for a contract.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
identifier <- "SPY___230103P00380000"
interval_size <- "5m"
# Optional params
opts <- list(
source = NULL,
page_size = 100,
end_time = as.POSIXlt(NULL, tz="UTC")
)
response <- OptionsApi$get_options_interval_by_contract(identifier, interval_size, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | Character | The Intrinio ID or code of the options contract to request intervals for. | |
| interval_size | Character | The time length of the interval. | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 100] |
| end_time | POSIXlt | The inclusive UTC date and time the intervals end at. | [optional] |
View Intrinio API Documentation
OptionIntervalsMoversResult get_options_interval_movers(opts)
Returns a list of intervals for the biggest movers over the last hour interval.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
source = NULL,
open_time = as.POSIXlt(NULL, tz="UTC")
)
response <- OptionsApi$get_options_interval_movers(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| open_time | POSIXlt | The inclusive UTC date and time the interval opens at. | [optional] |
View Intrinio API Documentation
OptionIntervalsMoversResult get_options_interval_movers_change(opts)
Returns a list of intervals for the biggest movers by change over the last hour interval.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
source = NULL,
open_time = as.POSIXlt(NULL, tz="UTC")
)
response <- OptionsApi$get_options_interval_movers_change(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| open_time | POSIXlt | The inclusive UTC date and time the interval opens at. | [optional] |
View Intrinio API Documentation
OptionIntervalsMoversResult get_options_interval_movers_volume(opts)
Returns a list of intervals for the biggest movers by volume over the last hour interval.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
source = NULL,
open_time = as.POSIXlt(NULL, tz="UTC")
)
response <- OptionsApi$get_options_interval_movers_volume(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| open_time | POSIXlt | The inclusive UTC date and time the interval opens at. | [optional] |
View Intrinio API Documentation
ApiResponseOptionPrices get_options_prices(identifier, opts)
Returns all price data from inception to expiration for a particular contract.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
identifier <- "MSFT190405C00118000"
# Optional params
opts <- list(
start_date = "2019-01-01",
end_date = "2019-12-31",
page_size = 100,
next_page = NULL
)
response <- OptionsApi$get_options_prices(identifier, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | Character | The Intrinio ID or code of the options contract to request prices for. | |
| start_date | Character | Return option contract prices on or after this date. | [optional] |
| end_date | Character | Return option contract prices on or before this date. | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 100] |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
View Intrinio API Documentation
ApiResponseOptionsPricesBatchRealtime get_options_prices_batch_realtime(body, opts)
Returns a list of latest price data for up to 250 option contracts per request.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
body <- list(
contracts = c("A220121P00055000", "A220121P00057500", "A220121P00060000")
)
# Optional params
opts <- list(
source = NULL,
show_stats = NULL,
stock_price_source = NULL,
model = NULL,
show_extended_price = NULL
)
response <- OptionsApi$get_options_prices_batch_realtime(body, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| body | OptionContractsList | The contract symbols for which to return options prices for. | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| show_stats | Logical | Whether to include Greek calculations or not. | [optional] |
| stock_price_source | Character | Source for underlying price for calculating Greeks. | [optional] |
| model | Character | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | Logical | Whether to include open close high low type fields. | [optional] |
ApiResponseOptionsPricesBatchRealtime
View Intrinio API Documentation
ApiResponseOptionsPricesEod get_options_prices_eod(identifier, opts)
Returns all option prices for a given option contract identifier.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
identifier <- "AAPL230616P00190000"
# Optional params
opts <- list(
next_page = NULL,
start_date = NULL,
end_date = NULL
)
response <- OptionsApi$get_options_prices_eod(identifier, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | Character | The Intrinio ID or code of the options contract to request prices for. | |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
| start_date | Date | The start date to retrieve prices for | [optional] |
| end_date | Date | The end date to retrieve prices for | [optional] |
View Intrinio API Documentation
ApiResponseOptionsPricesByTickerEod get_options_prices_eod_by_ticker(symbol, opts)
Returns a list of end of day pricing information for all option contracts currently associated with the ticker.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
# Optional params
opts <- list(
page_size = 250,
date = IntrinioSDK::TODO_OBJECT_MAPPING$new(),
type = NULL,
strike = NULL,
strike_greater_than = NULL,
strike_less_than = NULL,
include_related_symbols = FALSE,
next_page = NULL
)
response <- OptionsApi$get_options_prices_eod_by_ticker(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The equities ticker symbol, corresponding to the underlying security. | |
| page_size | Integer | The number of results to return | [optional] [default to 250] |
| date | TODO_OBJECT_MAPPING | The date to get pricing data for. Defaults to today in Eastern time zone. | [optional] |
| type | Character | The option contract type. | [optional] |
| strike | Numeric | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | Numeric | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| include_related_symbols | Logical | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
ApiResponseOptionsPricesByTickerEod
View Intrinio API Documentation
ApiResponseOptionsPriceRealtime get_options_prices_realtime(identifier, opts)
Returns all option prices for a given option contract identifier.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
identifier <- "AAPL__261218C00230000"
# Optional params
opts <- list(
source = NULL,
stock_price_source = NULL,
model = NULL,
show_extended_price = NULL
)
response <- OptionsApi$get_options_prices_realtime(identifier, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | Character | The Intrinio ID or code of the options contract to request prices for. | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| stock_price_source | Character | Source for underlying price for calculating Greeks. | [optional] |
| model | Character | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | Logical | Whether to include open close high low type fields. | [optional] |
ApiResponseOptionsPriceRealtime
View Intrinio API Documentation
ApiResponseOptionsPricesByTickerRealtime get_options_prices_realtime_by_ticker(symbol, opts)
Returns a list of the latest National Best Bid & Offer (NBBO) top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the ticker.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
# Optional params
opts <- list(
source = NULL,
iv_mode = NULL,
next_page = NULL,
page_size = 250,
stock_price_source = NULL,
model = NULL,
show_extended_price = NULL,
expiration_start_date = IntrinioSDK::TODO_OBJECT_MAPPING$new(),
expiration_end_date = IntrinioSDK::TODO_OBJECT_MAPPING$new()
)
response <- OptionsApi$get_options_prices_realtime_by_ticker(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The equities ticker symbol, corresponding to the underlying security. | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| iv_mode | Character | Change the mode for the implied volatility calculation to out of the money. | [optional] |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 250] |
| stock_price_source | Character | Source for underlying price for calculating Greeks. | [optional] |
| model | Character | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | Logical | Whether to include open close high low type fields. | [optional] |
| expiration_start_date | TODO_OBJECT_MAPPING | Filter out contracts that expire before this date. | [optional] |
| expiration_end_date | TODO_OBJECT_MAPPING | Filter out contracts that expire after this date. | [optional] |
ApiResponseOptionsPricesByTickerRealtime
View Intrinio API Documentation
OptionSnapshotsResult get_options_snapshots(opts)
Returns all options snapshots for the queried interval with links to download.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
source = NULL,
at_datetime = as.POSIXlt(NULL, tz="UTC")
)
response <- OptionsApi$get_options_snapshots(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| at_datetime | POSIXlt | The UTC date and time (with url-encoded spaces) the snapshot will cover. | [optional] |
View Intrinio API Documentation
ApiResponseOptionsStatsRealtime get_options_stats_realtime(identifier, opts)
Returns all option stats (greeks and implied volatility) as well as the underlying factors used to calculate them, for a particular option contract.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
identifier <- "AAPL230120C00090000"
# Optional params
opts <- list(
source = NULL,
show_extended_price = NULL
)
response <- OptionsApi$get_options_stats_realtime(identifier, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | Character | The Intrinio ID or code of the options contract to request prices for. | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| show_extended_price | Logical | Whether to include open close high low type fields. | [optional] |
ApiResponseOptionsStatsRealtime
View Intrinio API Documentation
ApiResponseOptionsUnusualActivity get_unusual_activity(symbol, opts)
Returns unusual options activity for a particular company across all option chains. Unusual options activity includes large trades, sweeps, and block trades.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "AAPL"
# Optional params
opts <- list(
source = NULL
)
response <- OptionsApi$get_unusual_activity(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
ApiResponseOptionsUnusualActivity
View Intrinio API Documentation
ApiResponseOptionsUnusualActivity get_unusual_activity_intraday(symbol, opts)
Returns unusual trades for a given identifier within the query parameters.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "AAPL"
# Optional params
opts <- list(
next_page = NULL,
page_size = 1000,
activity_type = NULL,
sentiment = NULL,
start_date = as.Date("2022-02-01"),
end_date = as.Date("2022-02-03"),
minimum_total_value = IntrinioSDK::TODO_OBJECT_MAPPING$new(),
maximum_total_value = IntrinioSDK::TODO_OBJECT_MAPPING$new()
)
response <- OptionsApi$get_unusual_activity_intraday(symbol, opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | Character | The option symbol, corresponding to the underlying security. | |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 1000] |
| activity_type | Character | The unusual activity type to query for. | [optional] |
| sentiment | Character | The sentiment type to query for. | [optional] |
| start_date | Date | Return unusual activity on or after this date. | [optional] |
| end_date | Date | Return unusual activity on or before this date. | [optional] |
| minimum_total_value | TODO_OBJECT_MAPPING | The inclusive minimum total value for the unusual activity. | [optional] |
| maximum_total_value | TODO_OBJECT_MAPPING | The inclusive maximum total value for the unusual activity. | [optional] |
ApiResponseOptionsUnusualActivity
View Intrinio API Documentation
ApiResponseOptionsUnusualActivity get_unusual_activity_universal(opts)
Returns the latest unusual options activity across all US companies with across all option chains. Unusual options activity includes large trades, sweeps, and block trades.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
source = NULL
)
response <- OptionsApi$get_unusual_activity_universal(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
ApiResponseOptionsUnusualActivity
View Intrinio API Documentation
ApiResponseOptionsUnusualActivity get_unusual_activity_universal_intraday(opts)
Returns unusual trades for all underlying security symbols within the query parameters.
# Setup client
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Optional params
opts <- list(
next_page = NULL,
page_size = 1000,
activity_type = NULL,
sentiment = NULL,
start_date = as.Date("2022-02-01"),
end_date = as.Date("2022-02-03"),
minimum_total_value = IntrinioSDK::TODO_OBJECT_MAPPING$new(),
maximum_total_value = IntrinioSDK::TODO_OBJECT_MAPPING$new()
)
response <- OptionsApi$get_unusual_activity_universal_intraday(opts)
print(response)
print(response$content)| Name | Type | Description | Notes |
|---|---|---|---|
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 1000] |
| activity_type | Character | The unusual activity type to query for. | [optional] |
| sentiment | Character | The sentiment type to query for. | [optional] |
| start_date | Date | Return unusual activity on or after this date. | [optional] |
| end_date | Date | Return unusual activity on or before this date. | [optional] |
| minimum_total_value | TODO_OBJECT_MAPPING | The inclusive minimum total value for the unusual activity. | [optional] |
| maximum_total_value | TODO_OBJECT_MAPPING | The inclusive maximum total value for the unusual activity. | [optional] |