Options

About 4 min

get_option_expirations Get Options Expiration Date

value QuoteClient::get_option_expirations(symbols)

Description

Get the Expiration date for option

Rate Limit

Argument

Argument	Type	Description
symbols	list<str...>	List of symbols of the underlying assets

Response

Column	Type	Description
symbol	str	symbol of the option
date	str	Expiration time of the option. Date String formatted as "YYYY-MM-DD"
timestamp	int	Expiration time of the option, Unix timestamp in millisecond

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();  
	symbols[0] = value::string("TSLA");  
	cout << "symbols " << symbols << endl;  
	value result = quote_client->get_option_expirations(symbols);
    cout << result << endl;

    return 0;
 }

Response Example

[{"count":21,"dates":["2023-01-13","2023-01-20","2023-01-27","2023-02-03","2023-02-10","2023-02-17","2023-02-24","2023-03-03","2023-03-17","2023-04-21","2023-05-19","2023-06-16","2023-07-21","2023-09-15","2023-12-15","2024-01-19","2024-03-15","2024-06-21","2024-09-20","2025-01-17","2025-06-20"],"symbol":"TSLA","timestamps":[1673586000000,1674190800000,1674795600000,1675400400000,1676005200000,1676610000000,1677214800000,1677819600000,1679025600000,1682049600000,1684468800000,1686888000000,1689912000000,1694750400000,1702616400000,1705640400000,1710475200000,1718942400000,1726804800000,1737090000000,1750392000000]}]

get_option_chain Get Option Chain

value get_option_chain(const string symbol, long expiry, value option_filter= value::null());  
value get_option_chain(const string symbol, string expiry, value option_filter= value::null());

Description

Get option chain of a selected option

Rate Limit

Refer to Rate Limit

Argument

Argument	Type	Required
symbol	str	Symbol of the underlying asset
expiry	str/int	Expiry time of the option, Unix timestamp in millisecond (1705640400000), or a date string formatted as 'YYYY-MM-DD' ('2024-01-19')
option_filter	tigeropen.quote.domain.filter.OptionFilter	Parameters for filtering the result. Optional

Filter by parameters:

For each parameters or critera, besides 'in_the_money', use _min / _max suffix to define the upper and lower bounds of a filter criteria. Example: delta_min, theta_max. Please see below for a full example.

OptionFilter can use the following parameters to filter the result：

Parameters	Type	Required	Description
implied_volatility	float	No	Implied volatility
in_the_money	bool	No	If the contract is in the money
open_interest	int	No	Open interest. Total number of option contracts that has been traded but not yet been liquified
delta	float	No	Delta, ranging from -1.0 ~ 1.0
gamma	float	No	Gamma
theta	float	No	Theta
vega	float	No	Vega
rho	float	No	Rho

Response

Argument	Type	Description
identifier	str	Option Identifier
symbol	str	Symbol of the underlying asset
expiry	int	Expiration time of the option, Unix timestamp in millisecond
strike	float	Strike price
put_call	str	Call/Put
multiplier	float	Multiplier
ask_price	float	Ask price
ask_size	int	Ask size
bid_price	float	Bid price
bid_size	int	Bid size
pre_close	float	Pre close price
latest_price	float	Latest price
volume	int	Volume
open_interest	int	Open interest

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
	value result = quote_client->get_option_chain("TSLA", "2023-01-20");
    cout << result << endl;

    return 0;
}

Response Example

get_option_brief Get Options brief

QuoteClient.get_option_brief(identifiers)

Description

Get latest quote data for an option, inluding latest price, volume, bid/asd price and volume

Rate Limit

Refer to Rate Limit

Parameters

Argument	Type	Description
identifiers	str	A list of option identifiers. Maximum number of contracts per request is 30. Example: ['AAPL 220128C000175000']

Response

Structured as follows：

Argument	Type	Description
identifier	str	Option Identifier
symbol	str	Symbol of the underlying asset
expiry	int	Expiry time of the option, Unix timestamp in millisecond
strike	float	Strike price
put_call	str	Call/Put
multiplier	float	Multiplier
ask_price	float	Ask price
ask_size	int	Ask size
bid_price	float	Bid price
bid_size	int	Bid size
pre_close	float	Pre close
latest_price	float	Latest price
latest_time	int	Time when the latest trade happened
volume	int	Volume
open_interest	int	Open interest. Total number of option contracts that has been traded but not yet been liquified
open	float	Open
high	float	High
low	float	Low

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
	value result = quote_client->get_option_brief("AAPL 220923C000155000");
    cout << result << endl;

    return 0;
}

Response Example

get_option_kline Get Option Kline

value get_option_kline(value identifiers, long begin_time=-1, long end_time=-1);

Description

Get daily aggreegate bars for an option over a given date range.

Rate Limit

Refer to Rate Limit

Parameters

Argument	Type	Description
identifiers	str	A list of option identifiers. Maximum number of contracts per request is 30. Example: ['AAPL 220128C000175000']
begin_time	str/int	The start time of the time window. UNIX timestamp in millisecond, or a date string. Example: 1643346000000 / '2019-01-01'
end_time	str/int	The end time of the time window. UNIX timestamp in millisecond, or a date string. Example: 1643346000000 / '2019-01-01'
period	tigeropen.common.consts.BarPeriodopen in new window	kLineType, range of values (DAY:1day, ONE_MINUTE:1min, FIVE_MINUTES:5min, HALF_HOUR. 30 minutes, ONE_HOUR:60 minutes)

Response

Structured as follows：

Argument	Type	Description
identifier	str	Option Identifier
symbol	str	Symbol of the underlying asset
expiry	int	Option expiration date, format: YYYY-MM-DD
put_call	str	Put or call
strike	float	Strike price
time	int	Timestamp of the open/start time of each bar, UNIX timestamp in millisecond
open	float	Opening price
high	float	High
low	float	Low
close	float	Close
volume	int	Volume
open_interest	int	Open interest. Total number of option contracts that has been traded but not yet been liquified

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
	value identifiers = value::array();  
	identifiers[0] = value::string("AAPL 220923C000155000");  
	value result = quote_client->get_option_kline(identifiers);
    cout << result << endl;

    return 0;
    }

Response Example

get_option_trade_tick Get Option Tick Data


value get_option_trade_tick(value identifiers);

Description

Get the most recent tick data for a given option

Rate Limit

Refer to Rate Limit

Parameters

Argument	Type	Description
identifiers	str	A list of option identifiers. Example: ['AAPL 220128C000175000']

Response

Structured as follows：

Argument	Type	Description
symbol	str	Option identifier
expiry	str	Option expiration date, format: YYYY-MM-DD
put_call	str	Put or call
strike	float	Strike price
time	int	Time of the
price	float	Price
volume	int	Volume

Example


#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
	value identifiers = value::array();  
	identifiers[0] = value::string("AAPL 230923C000155000");  
	value result = quote_client->get_option_trade_tick(identifiers);
    cout << result << endl;

    return 0;
}

Response Example

Options

# get_option_expirations Get Options Expiration Date

# get_option_chain Get Option Chain

# get_option_brief Get Options brief

# get_option_kline Get Option Kline

# get_option_trade_tick Get Option Tick Data

get_option_expirations Get Options Expiration Date

get_option_chain Get Option Chain

get_option_brief Get Options brief

get_option_kline Get Option Kline

get_option_trade_tick Get Option Tick Data