Rest operations

GET markets/quotes/options

Retrieves a single Level 1 market data quote and Greek data for one or more option symbols.

Request parameters
Name Type Description
filters Complex Input array of OptionIdFilter structures
ids Integer[] Input array of option IDs.

OptionIdFilter


Option filters based on underlying Ids
Name Type Default Description
optionType Enumeration Option type
underlyingId Integer Underlying ID
expiryDate DateTime Expiry date
minstrikePrice Double 0 Min strike price
maxstrikePrice Double 0 Max strike price
Response properties
Property Type Description
quotes Complex List of Level1OptionData records.
Level1OptionData Complex
underlying String Underlying name
underlyingId Integer Underlying ID
symbol String Symbol name
symbolId Integer Symbol ID
bidPrice Double Bid price
bidSize Integer Bid size
askPrice Double Ask price
askSize Integer Ask size
lastTradePriceTrHrs Double Last trade price trade hours
lastTradePrice Double Last trade price
lastTradeSize Integer Last trade size
lastTradeTick Enumeration Last trade tick
lastTradeTime DateTime Last trade time
volume Integer Volume
openPrice Double Open price
highPrice Double High price
lowPrice Double Low price
volatility Double Volatility
delta Double Delta
gamma Double Gamma
theta Double Theta
vega Double Vega
rho Double Rho
openInterest Integer Open interest
delay Integer How much is data delayed
isHalted Boolean Whether or not the symbol was halted
VWAP Double Volume Weighted Average Price

The underlyingId and expiryDate fields are required in filters. Other fields are optional (if you need multiple expiries, specify multiple filters). You can specify an OptionIds and/or a filters vectors in any given request.

Sample request

POST https://api01.iq.questrade.com/v1/markets/quotes/options
{
    "filters": [
        {
            "optionType": "Call",
            "underlyingId": 27426,
            "expiryDate": "2017-01-20T00:00:00.000000-05:00",
            "minstrikePrice": 70,
            "maxstrikePrice": 80
        },
        ...
    ],
    "optionIds":
        [
            9907637,
            9907638,
            ...
        ]
}

Sample response

{
    "optionQuotes": [
        {
            "underlying": "MSFT",
            "underlyingId": 27426,
            "symbol": "MSFT20Jan17C70.00",
            "symbolId": 7413503,
            "bidPrice": 4.90,
            "bidSize": 0,
            "askPrice": 4.95,
            "askSize": 0,
            "lastTradePriceTrHrs": 4.93,
            "lastTradePrice": 4.93,
            "lastTradeSize": 0,
            "lastTradeTick": "Equal",
            "lastTradeTime": "2015-08-17T00:00:00.000000-04:00",
            "volume": 0,
            "openPrice": 0,
            "highPrice": 4.93,
            "lowPrice": 0,
            "volatility": 52.374257,
            "delta": 0.06985,
            "gamma": 0.01038,
            "theta": -0.001406,
            "vega": 0.074554,
            "rho": 0.04153,
            "openInterest": 2292,
            "delay": 0,
            "isHalted": false,
            "VWAP": 0
        },
    ...
    ]
}