Market Data

Market data is delivered over WebSocket streams — see each section below for the specific stream — with a small REST surface for discovery via the Get Expirations and Get Contracts endpoints.

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Contracts

A contract is a single tradable option, identified by its contract name. Each contract publishes: Contracts are scoped by underlying and expiration date. Stream what’s tradable live on the Contracts Stream, or list them with the Get Expirations and Get Contracts REST endpoints.

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Quotes

The Quotes Stream delivers top-of-book best bid/ask (with size and IV) for each contract — a lighter feed than full contracts when you only need the current top of book.

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Order Book

The Order Book Stream provides the full book for a single contract as a snapshot followed by delta updates. Apply deltas in order to maintain a local book.

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Trades

The Public Trades Stream provides real-time executions for a contract, and a snapshot of recent trades on request.

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Prices Used Across the API