RESPONSE OBJECT
{
"request_id": "603902c0-a5a5-406f-bd08-f030f92418fa",
"results": [
{
"cfi": "OPASPS",
"contract_type": "put",
"correction": 1,
"exercise_style": "american",
"expiration_date": "2022-01-21",
"primary_exchange": "BATO",
"shares_per_contract": 100,
"strike_price": 75,
"ticker": "O:SRPT1220121P00075000",
"underlying_ticker": "SRPT"
},
{
"cfi": "OPASPS",
"contract_type": "call",
"exercise_style": "american",
"expiration_date": "2021-11-19",
"primary_exchange": "BATO",
"shares_per_contract": 100,
"strike_price": 20,
"ticker": "O:GCP211119C00020000",
"underlying_ticker": "GCP"
}
],
"status": "OK"
}

, not about the whole market as one would normally expect.
) need and what snapshot really means. And I also liked their idea of copying the data to a cloud space of the user (ie. Amazon S3 or similar), which means fast delivery of mass data as this also could be done locally in their data center only if they also had offered cloud space for the clients. The clients of course have to use the Internet to download their data. I just like this good idea and approach.About Historical Quotes
High quality options data for advanced traders.
Accessibility
Download large data files quickly through Amazon S3 and FTP.
Initial bulk download available through FTP or AWS S3.
Ongoing data downloads available through FTP.
Ongoing quotes updated by 9:30pm EST every night.
1 Minute Intraday
Full SMV greeks, theoretical values, and IVs for every minute during the trading day of all US equity options.
Update Frequency: Intraday (1-min)
Live Data: Req. Tradier account
Greek and IV data is included courtesy of ORATS. Please check out their APIs for more in-depth options data.
Greeks/IV data is updated once per hour. This data is calculated using the ORATS APIs and is supplied directly from them.
Free!
API access is available to every Tradier Brokerage account holder at no cost.
Market Data APIs
Tons of data available with or without a Tradier Brokerage account.
No Account? No problem.
You can get access to delayed market-data through a Developer account.
Such issues are typical of startups. I tried them as a backup feed and cancelled after a few months. Polygon still have a lot of work to do. If they survive their startup and improve quality, I'll look again.
However, if you can't afford $199/mo for derivatives data you probably shouldn't be trading them.
And forget using Yahoo for much other than casual research. The operational/reliability issues with Yahoo are numerous.
Oh man, I think for such tick data for each trade, and if I'm not wrong then you'll also need quote data (ie. the queued orders still waiting in the orderbook), you'll need to buy a membership in the exchange... Very expensive I think.What do you recommend for getting realtime option data for us equities? Is there any provider able to stream more than 50000 different contracts simultaneously?
Let me know if you'd like more information about NxCore market data by Nanex. sales@nanex.netWhat do you recommend for getting realtime option data for us equities? Is there any provider able to stream more than 50000 different contracts simultaneously?
What do you recommend for getting realtime option data for us equities? Is there any provider able to stream more than 50000 different contracts simultaneously?
Found just another IMO big bug, this time even in the documentation that is supposed be the help for new API users:
The above json result (ie. response for a request) is given at this link: https://polygon.io/docs/get_vX_reference_options_contracts_anchorCode:RESPONSE OBJECT { "request_id": "603902c0-a5a5-406f-bd08-f030f92418fa", "results": [ { "cfi": "OPASPS", "contract_type": "put", "correction": 1, "exercise_style": "american", "expiration_date": "2022-01-21", "primary_exchange": "BATO", "shares_per_contract": 100, "strike_price": 75, "ticker": "O:SRPT1220121P00075000", "underlying_ticker": "SRPT" }, { "cfi": "OPASPS", "contract_type": "call", "exercise_style": "american", "expiration_date": "2021-11-19", "primary_exchange": "BATO", "shares_per_contract": 100, "strike_price": 20, "ticker": "O:GCP211119C00020000", "underlying_ticker": "GCP" } ], "status": "OK" }
It's a demonstration about making a RESTful request for options data. In it a request for underlying SRPT was made. But the above result shows that the system delivered a Put data for SRPT and a Call data for another underlying ticker, GCP.
Aeeh, what???? You make a request for options data for an underlying ticker, and you get 2 halve datas for 2 different underlying tickers. This is IMO bogus! Makes no sense. There is no logic in this.
And: why did it gave data just for 1 strike? Shouldn't it rather be the data for all the strikes?
...unless it's me who maybe doesn't understand such simple & basic & elemental things...![]()