Documentation

The Questrade API allows developers to create their own fully featured trading and analytical applications through their brokerage account.

GET markets/quotes/options

Retrieves a single Level 1 market data quote and Greek data for one or more option symbols.

Request parameters

Parameter	Type	Description
filters	Complex	Input array of OptionIdFilter structures
ids	Integer[ ]	Input array of option IDs.

OptionIdFilter

Option filters based on underlying Ids

Name	Type	Default	Description
optionType	Enumeration		Option type
underlyingId	Integer		Underlying ID
expiryDate	DateTime		Expiry date
minstrikePrice	Double	0	Min strike price
maxstrikePrice	Double	0	Max strike price

Response properties

Property	Type	Description
quotes	Complex	List of Level1OptionData records.
Level1OptionData	Complex
underlying	String	Underlying name
underlyingId	Integer	Underlying ID
symbol	String	Symbol name
symbolId	Integer	Symbol ID
bidPrice	Double	Bid price
bidSize	Integer	Bid size
askPrice	Double	Ask price
askSize	Integer	Ask size
lastTradePriceTrHrs	Double	Last trade price trade hours
lastTradePrice	Double	Last trade price
lastTradeSize	Integer	Last trade size
lastTradeTick	Enumeration	Last trade tick
lastTradeTime	DateTime	Last trade time
volume	Integer	Volume
openPrice	Double	Open price
highPrice	Double	High price
lowPrice	Double	Low price
volatility	Double	Volatility
delta	Double	Delta
gamma	Double	Gamma
theta	Double	Theta
vega	Double	Vega
rho	Double	Rho
openInterest	Integer	Open interest
delay	Integer	How much is data delayed
isHalted	Boolean	Whether or not the symbol was halted
VWAP	Double	Volume Weighted Average Price

The underlyingId and expiryDate fields are required in filters. Other fields are optional (if you need multiple expiries, specify multiple filters). You can specify an OptionIds and/or a filters vectors in any given request.

Sample request


POST https://api01.iq.questrade.com/v1/markets/quotes/options
{
    “filters”: [
        {
             “optionType”: ”Call”,
             “underlyingId”: 27426,
             “expiryDate”: ”2017-01-20T00:00:00.000000-05:00”,
             “minstrikePrice”: 70,
             “maxstrikePrice”: 80
        },
              ...
      ],
      “optionIds”:
             [
              9907637,
              9907638,
                  ...
         ]
  }

Sample response


{
    “optionQuotes”: [
        {
            “underlying”: ”MSFT”,
            “underlyingId”: 27426,
            “symbol”: ”MSFT20Jan17C70.00”,
            “symbolId”: 7413503,
            “bidPrice”: 4.90,
            “bidSize”: 0,
            “askPrice”: 4.95,
            “askSize”: 0,
            “lastTradePriceTrHrs”: 4.93,
            “lastTradePrice”: 4.93,
            “lastTradeSize”: 0,
            “lastTradeTick”: ”Equal”,
            “lastTradeTime”: ”2015-08-17T00:00:00.000000-04:00”,
            “volume”: 0.
            “openPrice”: 0,
            “highPricehighPrice”: 4.93,
            “lowPrice”: 0,
            “volatility”: 52.374257,
            “delta”: 0.06985,
            “gamma”: 0.01038,
            “theta”: -0.001406,
            “vega”: 0.074554,
            “rho”: 0.04153,
            “openInterest”: 2292,
            “delay”: 0,
           “isHalted”: false,
           “VWAP”: 0
        },
             ...
     ]

 }

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