Historical Option Data
This API provides historical market data for options. Check the API Reference for the detailed descriptions of all the endpoints.
Data availability
Currently we only offer historical option data since February 2024.
Data sources
Similarly to stocks, Alpaca offers two different data sources for options:
Source | Description |
---|---|
Indicative | Indicative Pricing Feed is a free derivative of the original OPRA feed: the quotes are not actual OPRA quotes, they’re just indicative derivatives. The trades are also derivatives and they’re delayed by 15 minutes. |
OPRA (Options Price Reporting Authority) | OPRA is the consolidated BBO feed of OPRA. OPRA Plan defines the BBO as the highest bid and lowest offer for a series of options available in one or more of the options markets maintained by the parties. OPRA feed is only available to subscribed users. |
Updated 6 months ago