Option Market Data
Option Market Data Interfaces.
Currently, access to option data via the OpenAPI requires a paid market-data subscription, which grants the necessary authorization.
ποΈ Tick
β’ Function description: Fetches option tick data. Returns detailed tick-by-tick trade records for a specified option code within a given time range, including trade time, price, volume, and trade direction. The data is sorted in descending chronological order, with the latest trade records appearing first.<br/>β’ Frequency limit: rate limit is 60 requests per minute.
ποΈ Snapshot
β’ Function description: Fetches real-time quote snapshots for options. Returns key market indicators for specified options, including the latest price, price change percentage, trading volume, turnover rate, and best bid/ask quotes. Currently supports US stock options only.<br/>β’ Frequency limit: rate limit is 60 requests per minute.
ποΈ Historical Bars
β’ Function description: Batch query interface. Query the recent N bars of data based on option codes, time granularity, and type. Supports historical bars of various granularities like M1, M5, etc.<br/>β’ Frequency limit: rate limit is 60 requests per minute.