Options Intervals By Contract

Options Intervals By Contract Web API Documentation

Returns a list of interval data points for a contract.

Endpoint:
https://api-v2.intrinio.com/options/interval/{identifier}

Parameters

Name Description Example
identifier
* required
The Intrinio ID or code of the options contract to request intervals for. SPY___230103P00380000
interval_size
* required
The time length of the interval.
Options:
SixtyMinute
60m
1h
ThirtyMinute
30m
FifteenMinute
15m
TenMinute
10m
FiveMinute
5m
OneMinute
1m
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5m
source
Realtime or 15-minute delayed contracts.
Options:
realtime
delayed
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realtime
page_size
The number of results to return -
end_time
The inclusive UTC date and time the intervals end at. 2023-01-03T15:00:00.000+00:00
identifier
* required
The Intrinio ID or code of the options contract to request intervals for.
interval_size
* required
The time length of the interval.
source
* required
Realtime or 15-minute delayed contracts.
page_size
* required
The number of results to return
end_time
* required
The inclusive UTC date and time the intervals end at.

Output Fields

Name Description Type
intervals
Array of all the intervals in the result. array
open_time
The UTC timestamp for the time this interval opened. string
close_time
The UTC timestamp for the time this interval closed. string
open
The first traded contract price in this interval. number
high
The highest traded contract price in this interval. number
low
The lowest traded contract price in this interval. number
close
The last traded contract price in this interval. number
volume
The volume of contracts traded in this interval. number
average
The volume weighted average price of contract trades in this interval. number
change
The ratio of Close minus Open to Open. number
trade_count
The number of qualified trades executed during the period number
contract The option contract for the intervals string
size The size of the time span for the interval. select
intervals
Array of all the intervals in the result.
contract
The option contract for the intervals
size
The size of the time span for the interval.