Historical Data#

OptionHistoricalDataClient#

class alpaca.data.historical.option.OptionHistoricalDataClient(api_key: Optional[str] = None, secret_key: Optional[str] = None, oauth_token: Optional[str] = None, use_basic_auth: bool = False, raw_data: bool = False, url_override: Optional[str] = None)#

The REST client for interacting with Alpaca Market Data API option data endpoints.

Learn more on https://docs.alpaca.markets/docs/about-market-data-api

__init__(api_key: Optional[str] = None, secret_key: Optional[str] = None, oauth_token: Optional[str] = None, use_basic_auth: bool = False, raw_data: bool = False, url_override: Optional[str] = None) None#

Instantiates a Historical Data Client.

Parameters:
  • api_key (Optional[str], optional) – Alpaca API key. Defaults to None.

  • secret_key (Optional[str], optional) – Alpaca API secret key. Defaults to None.

  • oauth_token (Optional[str]) – The oauth token if authenticating via OAuth. Defaults to None.

  • use_basic_auth (bool, optional) – If true, API requests will use basic authorization headers.

  • raw_data (bool, optional) – If true, API responses will not be wrapped and raw responses will be returned from methods. Defaults to False. This has not been implemented yet.

  • url_override (Optional[str], optional) – If specified allows you to override the base url the client points to for proxy/testing.

Get Option Bars#

OptionHistoricalDataClient.get_option_bars(request_params: OptionBarsRequest) Union[BarSet, Dict[str, Any]]#

Returns bar data for an option contract or list of option contracts over a given time period and timeframe.

Parameters:

request_params (OptionBarsRequest) – The request object for retrieving option bar data.

Returns:

The bar data either in raw or wrapped form

Return type:

Union[BarSet, RawData]

Get Option Trades#

OptionHistoricalDataClient.get_option_trades(request_params: OptionTradesRequest) Union[TradeSet, Dict[str, Any]]#

The historical option trades API provides trade data for a list of contract symbols between the specified dates up to 7 days ago.

Parameters:

request_params (OptionTradesRequest) – The request object for retrieving option trade data.

Returns:

The trade data either in raw or wrapped form

Return type:

Union[TradeSet, RawData]

Get Option Exchange Codes#

OptionHistoricalDataClient.get_option_exchange_codes() Dict[str, Any]#

Returns the mapping between the option exchange codes and the corresponding exchanges names.

Parameters:

None

Returns:

The mapping between the option exchange codes and the corresponding exchanges names.

Return type:

RawData

Get Option Latest Quote#

OptionHistoricalDataClient.get_option_latest_quote(request_params: OptionLatestQuoteRequest) Union[Dict[str, Quote], Dict[str, Any]]#

Retrieves the latest quote for an option symbol or list of option symbols.

Parameters:

request_params (OptionLatestQuoteRequest) – The request object for retrieving the latest quote data.

Returns:

The latest quote in raw or wrapped format

Return type:

Union[Dict[str, Quote], RawData]

Get Option Latest Trade#

OptionHistoricalDataClient.get_option_latest_trade(request_params: OptionLatestTradeRequest) Union[Dict[str, Trade], Dict[str, Any]]#

Retrieves the latest trade for an option symbol or list of option symbols.

Parameters:

request_params (OptionLatestQuoteRequest) – The request object for retrieving the latest quote data.

Returns:

The latest quote in raw or wrapped format

Return type:

Union[Dict[str, Quote], RawData]

Get Option Snapshot#

OptionHistoricalDataClient.get_option_snapshot(request_params: OptionSnapshotRequest) Union[Dict[str, Snapshot], Dict[str, Any]]#

Returns snapshots of queried symbols. Snapshots contain latest trade and latest quote for the queried symbols.

Parameters:

request_params (OptionSnapshotRequest) – The request object for retrieving snapshot data.

Returns:

The snapshot data either in raw or wrapped form

Return type:

Union[SnapshotSet, RawData]

Get Option Chain#

OptionHistoricalDataClient.get_option_chain(request_params: OptionChainRequest) Union[Dict[str, Snapshot], Dict[str, Any]]#

The option chain endpoint for underlying symbol provides the latest trade, latest quote for each contract symbol of the underlying symbol.

Parameters:

request_params (OptionChainRequest) – The request object for retrieving snapshot data.

Returns:

The snapshot data either in raw or wrapped form

Return type:

Union[SnapshotSet, RawData]