Choose a Free Real-Time
Options Data API

Underlying symbol, expiration, strike, call or put, contract identifier, exchange, and exercise style form the base schema.

Bid, ask, midpoint, last trade, volume, and open interest may be real-time, delayed, end-of-day, or absent.

Delta, gamma, theta, vega, rho, and IV may be vendor-calculated; confirm methodology and timestamp semantics.

A real-time stream should identify contract, event type, source timestamp, receipt time, sequence or ordering key, venue or feed, and quote or trade condition.

A snapshot endpoint needs pagination, explicit completion state, contract counts, and field-level timestamps. Fast delivery does not make a partial chain complete.

Volume may be session cumulative and open interest commonly belongs to a prior clearing cycle. Preserve their as-of dates instead of assigning the quote timestamp.

Test liquid, illiquid, weekly, long-dated, index, and multi-listed contracts that resemble your workload.

Record source timestamps and arrival times. “Real-time” can depend on exchange entitlements and account status.

One chain can require many contract or quote requests. Convert the advertised limit into chains per minute and per day.

Disconnect a stream, reconnect, and determine whether events can be replayed. Detect gaps, duplicates, out-of-order updates, and subscription acknowledgements.

Track source-to-provider, provider-to-client, and processing delay separately across open, midday, close, and busy market events.

Include a thin strike, weekly expiry, long-dated contract, index option, and adjusted contract—not only one liquid equity option.

On entitlement failure, rate limit, partial snapshot, or stale stream, retain the last valid state, expose its age, and stop execution-dependent actions.