For quant research

Options Data API for Quant Research & Backtesting

Run custom SQL over a rolling 15-day window of U.S. option trades: premium, Greeks, IV, and contract metadata. Then promote the same logic against the live WebSocket feed.

For quant researchers, systematic desks, and data scientists who need historical options prints via SQL (not only REST pagination) and a path from notebook backtests to production alerts.

Check access before integrating

The self-service Pro trial is for eligible non-professional, non-redistribution use. For professional use or data displayed or distributed to customers, contact Sales first to confirm availability and terms. An inquiry does not grant approval.

Discuss access with Sales Open historical SQL docs

Research stack

~100M: trades in the SQL window
15 days: rolling history window
SQL: ClickHouse over REST

Research workflow on OptionData

Explore with SQL, validate features with chain snapshots, then wire production monitors on the same licensed dataset.

Query history with SQL

POST SELECT queries to the historical API. ClickHouse syntax for filters, aggregations, and window-style analysis on RawOptionTrades.

Engineer features once

Reuse metric definitions across research and live processing. Historical premium, side, sentiment and DTE are derived; AGGREGATED stream events differ from individual RAW trades.

Enrich with option chains

Pull full chains over REST for bid/ask, open interest, and IV surface context around a signal timestamp.

Deploy on the live tape

Map historical RAW fields to the WebSocket payload, including derived premium, side and sentiment. Choose RAW or AGGREGATED deliberately for production scanners.

Why quants pick SQL-first options data

Past 15 days of U.S. option trades (~100M rows), delayed at least 15 minutes
ClickHouse SQL over REST. no bulk file downloads required for iteration
Trade-level Greeks and implied volatility for research features
Consistent schema between historical SQL and real-time WebSocket
Option-chain REST for surface and OI context
Trial plan available; production SQL row caps apply on free trial

Example: hourly premium and Greeks by symbol

SELECT
  toStartOfHour(time) AS hour,
  symbol,
  sum(toFloat64(price) * size * 100) AS premium,
  avg(delta) AS avg_delta,
  avg(iv) AS avg_iv,
  count() AS trades
FROM RawOptionTrades
WHERE date >= today() - 7
  AND symbol = 'AAPL'
GROUP BY hour, symbol
ORDER BY hour, premium DESC
LIMIT 1000

Continue the quant stack

Pair historical SQL with flow definitions and chain docs for full research loop.

Options data API for quants. FAQ

Can I query historical options data with SQL?

Yes. OptionData’s historical API accepts SELECT queries over ClickHouse against the past 15 days of U.S. option trades (a rolling 360-hour window), including premium, Greeks, and IV fields where available.

Is the data good for options backtesting?

Yes for trade-print research and rule backtests on the stored tape. You define strategy logic in SQL or your notebook; OptionData provides the underlying prints and chain snapshots.

How do I go from research to production?

Use the same field semantics on the WebSocket feed for live scoring. One API key covers historical SQL, real-time flow, and option-chain REST.

Are there query guardrails?

Yes. Queries are SELECT-only with table allowlists, timeouts, and row/byte caps. Free trial SQL responses are capped (e.g. 10 rows) so you can validate connectivity before upgrading.