IEX Cloud offers robust data for Options and Futures contracts, included with all paid plans. Coverage includes end-of-day U.S. data for over 7,500,000 options contracts and 250,000 futures contracts.
Futures data is sourced from NYMEX (New York Mercantile Exchange), CBOT (Chicago Board of Trade), and CME (Chicago Mercantile Exchange). Underlying symbols include equities and indices, FX pairs, and commodities.
Options data is sourced from OPRA (Options Price Reporting Authority). Underlying symbols are equities.
How to use the Options and Futures endpoints
With futures and options, it’s typical to have your data organized by contract. So rather than querying for data by stock symbol or asset symbol, you’ll query for it by contract symbol.
You’ll use a first endpoint to pull the necessary reference data, and then query by that reference data in a second endpoint.
Below are the five endpoints for Options and Futures data:
Futures Data Endpoints
Futures Symbols: Returns reference data. Query by a specific underlying asset to see a list of its supported contracts. You can also pull a full list of all supported underlying assets.
End of Day Futures: Returns full future contract data by contract. Query this endpoint by contract symbol.
Options Data Endpoints
Options Symbols: Returns options contract symbols and other data for underlying assets. Query by a specific asset, or pull out a full list for all options contracts.
End of Day Options V2: Returns full options contract data by contract. Query this endpoint by contract symbol.
End of Day Options (Deprecated): This is a legacy Options endpoint that will be removed December 2021. Note that this endpoint operates differently from the updated Options endpoint, and does not have the convenience of the standardized Time Series structure. It also has a much higher data weight. We recommend switching to our new Options endpoints!
Step-by-Step: How to Get Futures and Options Data
At a high level, Options and Futures follow a similar structure to other endpoints on the IEX Cloud API.
You’ll first use reference data to pull a list of contract symbols. You’ll then use those symbols across the Options and Futures endpoints.
If you’re totally new to making API calls, start with this tutorial here.
Start by using either the Futures Symbols or Options Symbols endpoints to return a full list of contract symbols by asset.
For instance, let's say you’re looking for all options contract data for SPY (SPDR S&P 500 ETF Trust). Here’s the full documentation for the endpoint that you’ll use.
Here's the syntax for finding the contract symbol for a specific asset:
So you’ll sub in SPY for “underlying”, append your token, and make the following API call:
In the results, you’ll get a whole bunch of underlying data. You’ll also see the field “symbol.” That’s the contract symbol – you’ll use that to get the full data for the contract in your next API call.
Next, you’ll return data by contract symbol.
Let’s continue with our SPY example for options. Here’s the full documentation for the Options endpoint.
And here's the syntax for finding data for a specific contract symbol – you can also optionally specify a range:
So now you'll sub in the contract symbol, again append your token, and make the following API call:
That’s it! Remember that the Futures and Options endpoints both work this way – so you can apply the steps above to either.