Quotes Stream

Messages

{
  "resultType": "optionsQuotes",
  "data": {
    "quotes": [
      {
        "contract": "BTC-24JUN26-62000-C",
        "bestBid": "1840.00",
        "bestBidQty": "5",
        "bestBidIV": "0.54",
        "bestAsk": "1861.00",
        "bestAskQty": "4",
        "bestAskIV": "0.56",
        "ts": 1767762810250
      }
    ],
    "statusCode": 200,
    "clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a"
  }
}

{
  "resultType": "optionsQuotesDelta",
  "data": {
    "contract": "BTC-24JUN26-62000-C",
    "bestBid": "1841.00",
    "bestBidQty": "6",
    "bestBidIV": "0.541",
    "bestAsk": "1860.00",
    "bestAskQty": "3",
    "bestAskIV": "0.559",
    "ts": 1767762820000
  }
}

WSS

?product=options&market=

{market}

&expiration=

{expiration}

&strike=

{strike}

&type=

{type}

&subscriptions=optionsQuotes

This stream is available on the optionsQuotes subscription. It provides top-of-book bid/ask prices with implied volatility for each contract, scoped by underlying and expiration date, like the Contracts Stream.

Snapshot vs. Delta

The emitOptionsQuotes request returns a snapshot via optionsQuotes. After the snapshot, optionsQuotesDelta messages stream top-of-book changes per contract.

Messages

{
  "resultType": "optionsQuotes",
  "data": {
    "quotes": [
      {
        "contract": "BTC-24JUN26-62000-C",
        "bestBid": "1840.00",
        "bestBidQty": "5",
        "bestBidIV": "0.54",
        "bestAsk": "1861.00",
        "bestAskQty": "4",
        "bestAskIV": "0.56",
        "ts": 1767762810250
      }
    ],
    "statusCode": 200,
    "clientRequestId": "4cc68b60-ed2d-42aa-a21e-cb5486f8fd1a"
  }
}

{
  "resultType": "optionsQuotesDelta",
  "data": {
    "contract": "BTC-24JUN26-62000-C",
    "bestBid": "1841.00",
    "bestBidQty": "6",
    "bestBidIV": "0.541",
    "bestAsk": "1860.00",
    "bestAskQty": "3",
    "bestAskIV": "0.559",
    "ts": 1767762820000
  }
}

market

type:string

required

A specific market (e.g. BTC-USDT) or ALL.

expiration

type:string

required

Contract expiration, e.g. 24JUN26. Requires market; omit to match every expiration.

strike

type:string

required

Strike price, e.g. 62000. Requires expiration; omit to match every strike.

type

type:string

required

C (call) or P (put). Requires strike; omit to match both.

Sec-WebSocket-Protocol

type:httpApiKey

Supply as authorization#<JWT> during the WebSocket handshake.

Emit Options Quotes

type:object

Quotes Snapshot

type:object

Response to emitOptionsQuotes.

Quote Delta

type:object

Pushed whenever the top-of-book changes for a contract.

⌘I

Guides

Formulas

WS Reference

API Reference

Snapshot vs. Delta

​Snapshot vs. Delta

Snapshot vs. Delta