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Option Quotes (Python SDK)

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Retrieve quotes for one or more option symbols.

Making Requests​

Use the quotes() method on the options resource to fetch option quotes. The method supports multiple output formats and automatically handles multiple symbols by fetching them concurrently:

Output FormatReturn TypeDescription
DATAFRAMEpandas.DataFrame or polars.DataFrameReturns a DataFrame with option quotes indexed by optionSymbol (default).
INTERNALOptionsQuotes or OptionsQuotesHumanReadableReturns an OptionsQuotes object containing lists of option quote data. When use_human_readable=True, returns an OptionsQuotesHumanReadable object with capitalized field names.
JSONdictReturns the raw JSON response as a dictionary.
CSVstrWrites CSV data to file and returns the filename string.

quotes​

def quotes(
    symbols: str | list[str],
    *,
    output_format: OutputFormat = OutputFormat.DATAFRAME,
    date_format: DateFormat = None,
    columns: list[str] = None,
    add_headers: bool = None,
    use_human_readable: bool = False,
    mode: Mode = None,
    filename: str | Path = None,
) -> OptionsQuotes | OptionsQuotesHumanReadable | dict | str | MarketDataClientErrorResult

Fetches option quotes for one or more option symbols. Note: quotes() takes option symbols (e.g., "AAPL271217C00250000"), not stock symbols. The symbols parameter can be passed as the first positional argument or as a keyword argument. All other parameters must be keyword-only.

Parameters​

  • symbols (str | list[str])

    A single option symbol string or a list of option symbol strings for which to fetch quotes.

  • output_format (OutputFormat, optional)

    The format of the returned data. Defaults to OutputFormat.DATAFRAME. See Settings for details.

  • date_format (DateFormat, optional)

    The date format to use in the response. Defaults to DateFormat.UNIX. See Settings for details.

  • columns (optional)

    Specify which columns to include in the response. See Settings for details.

  • add_headers (optional)

    Whether to include headers in the response. See Settings for details.

  • use_human_readable (optional)

    Whether to use human-readable format for values. Only applies when output_format=OutputFormat.INTERNAL. See Settings for details.

  • mode (Mode, optional)

    The data mode to use. See Settings for details.

  • filename (str | Path, optional)

    File path for CSV output (only used with output_format=OutputFormat.CSV).

Returns​

  • OptionsQuotes | OptionsQuotesHumanReadable | dict | str | MarketDataClientErrorResult

    The option quotes in the requested format, or a MarketDataClientErrorResult if an error occurred.

Notes​

  • Multiple option symbols are fetched concurrently (up to 50 concurrent requests by default).
  • When using OutputFormat.DATAFRAME, the DataFrame is indexed by the optionSymbol column.
  • The OptionsQuotes object contains lists of equal length for each field, allowing you to iterate through options by index.
from marketdata import MarketDataClient

client = MarketDataClient()

# Get option quotes as DataFrame (default)
# symbols can be passed positionally or as keyword
# Note: quotes() takes option symbols, not stock symbols
df = client.options.quotes("AAPL271217C00250000")
# or
df = client.options.quotes(symbols="AAPL271217C00250000")

# Get quotes for multiple option symbols
df = client.options.quotes(["AAPL271217C00250000", "AAPL271217P00250000"])

print(df)

OptionsQuotes​

@dataclass
class OptionsQuotes:
    s: str
    optionSymbol: list[str]
    underlying: list[str]
    expiration: list[datetime.datetime]
    side: list[str]
    strike: list[float]
    firstTraded: list[datetime.datetime]
    dte: list[int]
    updated: list[datetime.datetime]
    bid: list[float]
    bidSize: list[int]
    mid: list[float]
    ask: list[float]
    askSize: list[int]
    last: list[float]
    openInterest: list[int]
    volume: list[int]
    inTheMoney: list[bool]
    intrinsicValue: list[float]
    extrinsicValue: list[float]
    underlyingPrice: list[float]
    iv: list[float]
    delta: list[float]
    gamma: list[float]
    theta: list[float]
    vega: list[float]

OptionsQuotes represents option quotes data with lists of equal length for each field. All lists have the same length, allowing you to access option data by index.

Properties​

  • s (str): Status indicator ("ok" for successful responses).
  • optionSymbol (list[str]): List of option symbols.
  • underlying (list[str]): List of underlying symbols.
  • expiration (list[datetime.datetime]): List of expiration dates (automatically converted from timestamps).
  • side (list[str]): List of option sides ("call" or "put").
  • strike (list[float]): List of strike prices.
  • firstTraded (list[datetime.datetime]): List of first traded dates (automatically converted from timestamps).
  • dte (list[int]): List of days to expiration.
  • updated (list[datetime.datetime]): List of last update timestamps (automatically converted from timestamps).
  • bid (list[float]): List of bid prices.
  • bidSize (list[int]): List of bid sizes.
  • mid (list[float]): List of mid prices.
  • ask (list[float]): List of ask prices.
  • askSize (list[int]): List of ask sizes.
  • last (list[float]): List of last traded prices.
  • openInterest (list[int]): List of open interest values.
  • volume (list[int]): List of trading volumes.
  • inTheMoney (list[bool]): List indicating if options are in the money.
  • intrinsicValue (list[float]): List of intrinsic values.
  • extrinsicValue (list[float]): List of extrinsic values.
  • underlyingPrice (list[float]): List of underlying prices.
  • iv (list[float]): List of implied volatilities.
  • delta (list[float]): List of Delta values.
  • gamma (list[float]): List of Gamma values.
  • theta (list[float]): List of Theta values.
  • vega (list[float]): List of Vega values.

Notes​

  • All lists have the same length, allowing you to access option data by index (e.g., quotes.optionSymbol[0], quotes.bid[0], etc.).
  • Timestamp fields (expiration, firstTraded, updated) are automatically converted to datetime.datetime objects.

OptionsQuotesHumanReadable​

@dataclass
class OptionsQuotesHumanReadable:
    Symbol: list[str]
    Underlying: list[str]
    Expiration_Date: list[datetime.datetime]
    Option_Side: list[str]
    Strike: list[float | int]
    First_Traded: list[datetime.datetime]
    Days_To_Expiration: list[int]
    Date: list[datetime.datetime]
    Bid: list[float]
    Bid_Size: list[int]
    Mid: list[float]
    Ask: list[float]
    Ask_Size: list[int]
    Last: list[float]
    Open_Interest: list[int]
    Volume: list[int]
    In_The_Money: list[bool]
    Intrinsic_Value: list[float]
    Extrinsic_Value: list[float]
    Underlying_Price: list[float]
    IV: list[float]
    Delta: list[float]
    Gamma: list[float]
    Theta: list[float]
    Vega: list[float]

OptionsQuotesHumanReadable represents option quotes in human-readable format with capitalized field names and formatted values.

Properties​

  • Symbol (list[str]): List of option symbols.
  • Underlying (list[str]): List of underlying symbols.
  • Expiration_Date (list[datetime.datetime]): List of expiration dates (automatically converted from timestamps).
  • Option_Side (list[str]): List of option sides ("call" or "put").
  • Strike (list[float | int]): List of strike prices.
  • First_Traded (list[datetime.datetime]): List of first traded dates (automatically converted from timestamps).
  • Days_To_Expiration (list[int]): List of days to expiration.
  • Date (list[datetime.datetime]): List of last update timestamps (automatically converted from timestamps).
  • Bid (list[float]): List of bid prices.
  • Bid_Size (list[int]): List of bid sizes.
  • Mid (list[float]): List of mid prices.
  • Ask (list[float]): List of ask prices.
  • Ask_Size (list[int]): List of ask sizes.
  • Last (list[float]): List of last traded prices.
  • Open_Interest (list[int]): List of open interest values.
  • Volume (list[int]): List of trading volumes.
  • In_The_Money (list[bool]): List indicating if options are in the money.
  • Intrinsic_Value (list[float]): List of intrinsic values.
  • Extrinsic_Value (list[float]): List of extrinsic values.
  • Underlying_Price (list[float]): List of underlying prices.
  • IV (list[float]): List of implied volatilities.
  • Delta (list[float]): List of Delta values.
  • Gamma (list[float]): List of Gamma values.
  • Theta (list[float]): List of Theta values.
  • Vega (list[float]): List of Vega values.

Notes​

  • All lists have the same length, allowing you to access option data by index (e.g., quotes.Symbol[0], quotes.Bid[0], etc.).
  • Timestamp fields (Expiration_Date, First_Traded, Date) are automatically converted to datetime.datetime objects.
  • Field names use capitalized format with underscores (e.g., Expiration_Date instead of expiration, Option_Side instead of side, Open_Interest instead of openInterest).