Get Filtered Options

Retrieve options sorted by a particular field and split into multiple pages

Overview

This GET endpoint enables you to retrieve options sorted by a specified field.

There are seven required parameters that must be provided in the request:

  1. Authorization (header). This is the authorization token from the very first token request. The value of this header must have the following format: Bearer BQ898r9fefi (Bearer + 1 space + the token).

  2. API version (path). Unless necessary, leave it at "1.0".

  3. pageNumber (query). This is the page number (there are thousands of options split into pages).

  4. pageSize (query). This is the number of options that should be retrieved from this page.

  5. sortField (query). This is the field by which all retrieved options should be sorted. For example, if you specify ExpirationDate, first you'll receive options with the furthest expiration date while options with the closest expiration date will be listed in the end.

  6. Desc (query). This is a boolean field that indicates if the returned options should be sorted in the descending order.

There's also one optional parameter worth examining:

  • filter (query). This is an SQL query used to retrieve only those options that satisfy the conditions of the query. The following table outlines the parameter's syntax.

Syntax
Description
Example
  • AddedDate (>, >=, <, <=) Date

  • AddedDate between Range

This query enables you to retrieve options that were added in the time period specified in the Range parameter or exactly at the time specified in the Date parameter.

  • AddedDate between #2019-03-13T18:31:42# and #2019-03-17T18:31:42#

  • AddedDate >= #2019-03-13T18:31:42#

  • AddedDate < #2019-03-12T19:31:42#

  • ModifyDate (>, >=, <, <=) Date

  • ModifyDate between Range

This query enables you to retrieve options that will expire in the time period specified in the Range parameter or exactly at the time specified in the Date parameter.

  • ModifyDate between #2019-03-13T18:31:42# and #2019-03-17T18:31:42#

  • ModifyDate >= #2019-03-13T18:31:42#

  • ModifyDate < #2019-03-12T19:31:42#

  • Symbol = String

This query enables you to retrieve options whose Symbol parameter is equal to the string provided in the query.

  • Symbol = 'AAPL'

  • Exchange = String

This query enables you to retrieve options whose Exchange parameter is equal to the string provided in the query.

  • Exchange = 'XNAS'

  • Currency = USD

This query enables you to retrieve options that are denominated in the currency provided in the query.

  • Currency = 'USD'

  • Enabled = Bool

This query enables you to retrieve options that are enabled (can be traded).

  • Enabled = false

  • Enabled = true

  • AllowTrade = Bool

This query enables you to retrieve options that are allowed to be traded.

  • AllowTrade = true

  • AllowTrade = false

  • AllowMargin = Bool

This query enables you to retrieve options that can be traded on margin.

  • AllowMargin = true

  • AllowMargin = false

  • AllowShort = Bool

This query enables you to retrieve options that can be sold short.

  • AllowShort = true

  • AllowShort = false

  • Symbol in (value1, value2, etc.)

This query enables you to retrieve options whose ticker symbol is contained in the query set.

  • Symbol in ('ZTS 190426P00108000')

  • UnderlyingAssetSymbol

This query enables you to retrieve options whose underlying ticker symbol is equal to the one provided in the query.

  • UnderlyingAssetSymbol = 'AAPL'

  • SeriesId

This query enables you to retrieve options who belong to the option series whose ID was provided in the query.

  • SeriesId = 46780

Note that you can combine different queries to create more complex requests:

  • AllowMargin = true and AllowShort = false

Here's the final template for this API request:

GET apiURL/v1.0/options?pageNumber=0&pageSize=2&sortField=Type&desc=true

Response

In response to this API request, you'll receive the following JSON that lists the options sorted by the specified parameter.

{
    "Result": [
        {
            "Id": 4306850,
            "Symbol": "2SPX  261218P02000000",
            "Description": "PUT CBOE S&P 500 OPEN/EURO INDEX $2000 EXP 12/18/26",
            "Currency": "USD",
            "AddedDate": "2017-01-31T04:00:17.1153652Z",
            "ModifyDate": "2017-03-09T08:11:23.1917303Z",
            "Type": "Option",
            "Precision": 2,
            "VolumePrecision": 0,
            "TickSize": 0.01,
            "Enabled": false,
            "AllowTrade": false,
            "AllowMargin": false,
            "AllowShort": false,
            "OptionType": "Put",
            "ExpirationType": "Flex",
            "ExpirationDate": "2026-12-18T00:00:00Z",
            "StrikePrice": 2000,
            "SeriesId": 125825,
            "UnderlyingAssetSymbol": "2SPX",
            "ContractSize": 100
        },
        {
            "Id": 13210824,
            "Symbol": "VSSQ1 260217P00009000",
            "Description": "PUT Virtual Stock (static quotes) $9.00000000 EXP 02/17/26",
            "Exchange": "VIRTEX",
            "Currency": "USD",
            "AddedDate": "2018-09-11T07:20:10.318803Z",
            "ModifyDate": "2018-12-19T17:10:36.943Z",
            "Type": "Option",
            "Precision": 2,
            "VolumePrecision": 0,
            "TickSize": 0.01,
            "Enabled": true,
            "AllowTrade": true,
            "AllowMargin": true,
            "AllowShort": true,
            "OptionType": "Put",
            "ExpirationType": "Regular",
            "ExpirationDate": "2026-02-17T00:00:00Z",
            "StrikePrice": 9,
            "SeriesId": 125685,
            "UnderlyingAssetSymbol": "VSSQ1",
            "ContractSize": 100
        }
    ],
    "NextPageLink": "https://pub-api-etnatrader-test.etnasoft.us/api/v1.0/options/?pageNumber=1&pageSize=2&sortField=ExpirationDate&desc=true",
    "PreviousPageLink": "",
    "TotalCount": 3480010
}

where:

Parameter
Description

Id

This is the internal ID of the security in AutoShares.

Symbol

This is the ticker symbol under which the security is listed on the exchange.

Description

Usually this is the full name of the underlying company.

Exchange

This is the exchange on which the security is listed.

Currency

This is the currency in which the security is denominated.

AddedDate

This is the date on which the security was added to the database.

ModifyDate

This is the date in which the security's information was last modified.

Type

This is the type of the security — option in the case of this API request.

Precision

This is the number of decimal places in the security's price.

VolumePrecision

This is the number of decimal places in the security's trading volume (might be useful for cryptocurrencies).

TickSize

This is the minimum price change of the security. For example, if this property equals 0.01 for AAPL, the minimum price change for AAPL is 0.01 (150.67 —> 150.68, but not 150.675). For securities with the market price of less than $1, the TickSize is equal to 0.0001.

Enabled

This field indicated if the security is enabled and can be traded by users.

AllowTrade

This field indicates is the security if permitted for trading.

AllowMargin

This field indicates if the security is allowed to be traded on margin.

AllowShort

This field indicates if the security can be sold short.

OptionType

This is the type of option. Possible values: call, put.

ExpirationType

This is the expiration type of the option. Possible values: Regular, Quarterly, Weekly, Flex, Undefined, Mini, NonStandard.

ExpirationDate

This is the expiration date of the option.

StrikePrice

This is the price at which the holder of the option can buy or sell the underlying asset.

SeriesId

This is the internal ID of the option series in AutoShares

UnderlyingAssetSymbol

This is the ticker symbol of the underlying asset.

NextPageLink

The link of the next page of options.

PreviousPageLink

The link of the previous page of options.

TotalCount

The total number of options available.

Common Mistakes

Here are some of the common mistakes that developers make when attempting to retrieve sorted options.

Failing to Specify the Query Parameters

It's crucial to understand that the underlying parameter must be indicated in the request; otherwise you'll receive the 404 status code and the following message:

{
    "Message": "No HTTP resource was found that matches the request URI 'https://pub-api-etnatrader-dev.etnasoft.us/api/v1.0/options?pageNumber=0&pageSize=2&sortField=Type'."
}

The following article covers the syntax for this API request in detail.

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