Options

Read this page to know everything you need to know about using the various Options HTTP endpoints.

See Async Support for REST endpoints for asynchronous use cases.

Docs below assume you have already read getting started page and know how to create the client. If you do not know how to create the client, first see General guide for clients & functions and create client as below. As always you can have all 5 different clients together.

import polygon

options_client = polygon.OptionsClient('KEY')  # for usual sync client
async_options_client = polygon.OptionsClient('KEY', True)  # for an async client

here is how the client initializer looks like:

polygon.options.options.OptionsClient(api_key: str, use_async: bool = False, connect_timeout: int = 10, read_timeout: int = 10, pool_timeout: int = 10, max_connections: int | None = None, max_keepalive: int | None = None, write_timeout: int = 10)

Initiates a Client to be used to access all REST options endpoints.

Parameters:

  • api_key – Your API Key. Visit your dashboard to get yours.

  • use_async – Set it to True to get async client. Defaults to usual non-async client.

  • connect_timeout – The connection timeout in seconds. Defaults to 10. basically the number of seconds to wait for a connection to be established. Raises a ConnectTimeout if unable to connect within specified time limit.

  • read_timeout – The read timeout in seconds. Defaults to 10. basically the number of seconds to wait for date to be received. Raises a ReadTimeout if unable to connect within the specified time limit.

  • pool_timeout – The pool timeout in seconds. Defaults to 10. Basically the number of seconds to wait while trying to get a connection from connection pool. Do NOT change if you’re unsure of what it implies

  • max_connections – Max number of connections in the pool. Defaults to NO LIMITS. Do NOT change if you’re unsure of application

  • max_keepalive – max number of allowable keep alive connections in the pool. Defaults to no limit. Do NOT change if you’re unsure of the applications.

  • write_timeout – The write timeout in seconds. Defaults to 10. basically the number of seconds to wait for data to be written/posted. Raises a WriteTimeout if unable to connect within the specified time limit.

NOTE: if you don’t want to use the option symbol helper functions, then you can just go to the desired endpoint documentation from the list to left

Working with Option Symbols

So when you’re working with options (rest/websockets), you’ll certainly need the option symbols which contain the information about their underlying symbol, expiry, call_or_put and the strike price in a certain format. There are many formats to represent them and every data source/brokerage uses a different format to represent them.

for example Polygon.io tends to use This Format . For those who want to understand how this formatting works, Here is a guide (thanks to Ian from polygon support team).

The library is equipped with a few functions to make it easier for you to build, parse, convert, and detect format of option symbols without worrying about how the structure works.

This section has been written again following many changes in v1.0.8. If you were using option symbology in v1.0.7 or older, the documentation for that version is available [here](https://polygon.readthedocs.io/en/1.0.7/) although I’d suggest upgrading and making required (small) changes

The library supports the following symbol formats at the moment

Full Name

Shorthand String

Polygon.io

polygon

Tradier

tradier

Trade Station

trade_station

Interactive Brokers

ibkr

TD Ameritrade

tda

Think Or Swim

tos

This section on option symbols is divided into these sections below.

  1. Creating Option symbols from info as underlying, expiry, strike price, option type

  2. Parsing Option symbols to extract info as underlying, expiry, strike price, option type

  3. Converting an option symbol from one format to another. Works between all supported formats.

  4. Detecting format of an option symbol. Basic detection based on some simple rules.

Creating Option Symbols

The function in this sub-section helps you to build option symbols from info as underlying symbol, expiry, strike price & option type (call/put). The function to use is polygon.build_option_symbol

  • Since the default format is polygon.io you don’t need to specify a format if you’re only working with polygon option symbols.

  • Polygon has a rest endpoint in reference client to get all active contracts which you can filter based on many values such as underlying symbol and expiry dates.

  • In polygon format, If you wonder whether you need to worry about the O: prefix which some/all option endpoints expect, then to your ease, the library handles that for you (So you can pass a symbol without prefix to let’s say Option Snapshot function and the prefix will be added internally). If you want to be explicit, just pass prefix_o=True when building symbol.

  • Note that both tradier and polygon happen to use the exact same symbol format and hence can be used interchangeably.

Example Code & Output for polygon/tradier format

import polygon

symbol1 = polygon.build_option_symbol('AMD', datetime.date(2022, 6, 28), 'call', 546.56)
symbol2 = polygon.build_option_symbol('TSLA', '220628', 'c', 546, _format='polygon')
symbol3 = polygon.build_option_symbol('A', '220628', 'put', 66.01, prefix_o=True)

# Outputs
# symbol1 -> AMD220628C00546560
# symbol2 -> TSLA220628C00546000
# symbol3 -> O:A220628P00066010

The same function can be used to create option symbols for any of the supported formats, just pass in the format you need, either as a shorthand string from the table above, or use an enum from polygon.enums.OptionSymbolFormat

  • Using enums (like OptionSymbolFormat.POLYGON in example below) is a good way to ensure you only pass in correct shorthand strings. Your IDE auto completion would make your life much easier when working with enums.

Example code & outputs for multiple formats

from polygon import build_option_symbol  # you can import the way you like, just showing the alternates
from polygon.enums import OptionSymbolFormat  # optional, you can pass in shorthand strings too

symbol1 = polygon.build_option_symbol('AMD', datetime.date(2022, 6, 28), 'call', 546.56, _format='tda')
symbol2 = polygon.build_option_symbol('NVDA', '220628', 'c', 546, _format='tos')
symbol3 = polygon.build_option_symbol('TSLA', datetime.date(2022, 6, 28), 'put', 46.01, _format='tradier')
symbol4 = polygon.build_option_symbol('A', datetime.date(2022, 6, 28), 'p', 46.1, _format='ibkr')
symbol5 = polygon.build_option_symbol('AB', datetime.date(2022, 6, 28), 'p', 46.01, _format='trade_station')
symbol6 = polygon.build_option_symbol('PTON', '220628', 'p', 46, _format=OptionSymbolFormat.POLYGON)  # using enum

# outputs
# symbol1 -> AMD_062822C546.56
# symbol2 -> .NVDA062822C546
# symbol3 -> TSLA220628P00046010
# symbol4 -> A 220628P00046100
# symbol5 -> AB 220628P46.01
# symbol5 -> PTON220628P00046000

For those who want more control, here is how the function signature and arguments look

polygon.options.options.build_option_symbol(underlying_symbol: str, expiry, call_or_put, strike_price, _format='polygon', prefix_o: bool = False) → str

Generic function to build option symbols for ALL supported formats: polygon.enums.OptionSymbolFormat. Default format is polygon.

Parameters:

  • underlying_symbol – The underlying stock ticker symbol.

  • expiry – The expiry date for the option. You can pass this argument as datetime.datetime or datetime.date object. Or a string in format: YYMMDD. Using datetime objects is recommended.

  • call_or_put – The option type. You can specify: c or call or p or put. Capital letters are also supported.

  • strike_price – The strike price for the option. ALWAYS pass this as one number. 145, 240.5, 15.003, 56, 129.02 are all valid values. Try to keep up to 3 digits after the decimal point

  • _format – The format to use when building symbol. Defaults to polygon. Supported formats are polygon, tda, tos, ibkr, tradier, trade_station. If you prefer to use convenient enums, see polygon.enums.OptionSymbolFormat

  • prefix_o – Whether to prefix the symbol with O:. It is needed by polygon endpoints. However, all the library functions will automatically add this prefix if you pass in symbols without this prefix. This parameter is ignored if format is not polygon

Returns:

The option symbols string in the format specified

Parsing Option Symbols

The function in this sub-section helps you to extract info as underlying symbol, expiry, strike price & option type (call/put) from an existing option symbol. Parsing is available on all supported formats. The function to use is polygon.build_option_symbol

  • Since the default format is polygon, you don’t need to specify a format if you’re only working with polygon option symbols.

  • Polygon symbols can be passed in with or without the prefix O:. Library will handle both internally

  • Note that both tradier and polygon happen to use the exact same symbol format and hence can be used interchangeably.

  • It is observed that some option symbols as returned by polygon endpoints happen to have a correction number within the symbol. The additional number is always between the underlying symbol and expiry. The lib handles that for you & parses the symbol accordingly.

  • An example of the corrected polygon symbol could be XY1221015C00234000. Notice the extra 1 after XY and before expiry 221015. The library would parse this symbol as XY221015C00234000. The number could be any number according to a response from polygon support team.

NOTE: The parse function takes another optional argument, output_format, defaulting to 'object'. Here is what it is for and how you can use it to your advantage.

Output Format

The library provides 3 possible output formats when getting parsed info from an option symbol. They are

  • obj.strike_price

  • obj.underlying_symbol

  • obj.expiry

  • obj.call_or_put

  • obj.option_symbol

  • As a list having elements: [underlying_symbol, expiry, call_or_put, strike_price, option_symbol] in this fixed order

  • As a dict having the following keys:

  • underlying_symbol

  • expiry

  • call_or_put

  • strike_price

  • option_symbol

Example code and output for polygon/tradier formats

import polygon

parsed_details1 = polygon.parse_option_symbol('AMD211205C00156000')
parsed_details2 = polygon.parse_option_symbol('AMD211205C00156000', output_format=list)
parsed_details3 = polygon.parse_option_symbol('AMD211205C00156000', output_format=dict)

# outputs
# parsed_details1 would be an object having info as attributes as described in output format sub-section above
# parsed_details2 -> ['AMD', dt.date(2021, 12, 5), 'C', 156, 'AMD211205C00156000']
# parsed_details3 -> {'underlying_symbol': 'AMD', 'expiry': dt.date(2021, 12, 5), 'call_or_put': 'C',  'strike_price': 156, 'option_symbol': 'AMD211205C00156000'}

The same function can be used to parse option symbols in any of the supported formats, just pass in the format you need, either as a shorthand string from the table above, or use an enum from polygon.enums.OptionSymbolFormat

  • Using enums (like OptionSymbolFormat.POLYGON in example below) is a good way to ensure you only pass in correct shorthand strings. Your IDE auto completion would make your life much easier when working with enums.

Example code & outputs for multiple formats

import polygon

parsed_details1 = polygon.parse_option_symbol('AMD211205C00156000', _format='tradier')
parsed_details2 = polygon.parse_option_symbol('AMD_062822P587.56', _format='tda', output_format=list)
parsed_details3 = polygon.parse_option_symbol('AB 220628P46.01', _format='trade_station', output_format=dict)

# outputs
# parsed_details1 would be an object having info as attributes as described in output format sub-section above
# parsed_details2 -> ['AMD', dt.date(2022, 6, 28), 'P', 587.56, 'AMD_062822P587.56']
# parsed_details3 -> {'underlying_symbol': 'AB', 'expiry': dt.date(2022, 6, 28), 'call_or_put': 'P', 'strike_price': 46.01, 'option_symbol': 'AB 220628P46.01'}

For those who want more control, here is how the function signature and arguments look

polygon.options.options.parse_option_symbol(option_symbol: str, _format='polygon', output_format='object')

Generic function to build option symbols for ALL supported formats: polygon.enums.OptionSymbolFormat. Default format is polygon.

Parameters:

  • option_symbol – the option symbol you want to parse

  • _format – What format the symbol is in. If you don’t know the format you can use the detect_option_symbol_format function to detect the format (best effort detection). Supported formats are polygon, tda, tos, ibkr, tradier, trade_station. If you prefer to use convenient enums, see polygon.enums.OptionSymbolFormat. Default: polygon

  • output_format – Output format of the result. defaults to object. Set it to dict or list as needed.

Returns:

The parsed info from symbol either as an object, list or a dict as indicated by output_format.

Converting Option Symbol Formats

The function in this sub-section helps you to convert an option symbol from one format to another. So if you want to convert a polygon option symbol to TD Ameritrade symbol (say to place an order), pass the symbol in this function, specify the formats and the library will do the conversions for you.

Example code and outputs

import polygon

symbol1 = polygon.convert_option_symbol_formats('AMD220628P00096050', from_format='polygon', to_format='tda')
symbol2 = polygon.convert_option_symbol_formats('AB 220628P46.01', from_format='trade_station', to_format='polygon')
symbol2 = polygon.convert_option_symbol_formats('NVDA220628C00546000', 'tradier', 'tos')

# outputs
# symbol1 -> AMD_062822P96.05
# symbol2 -> AB220628P00046010
# symbol3 -> .NVDA062822C546

For those who want more control, here is how the function signature and arguments look

polygon.options.options.convert_option_symbol_formats(option_symbol: str, from_format: str, to_format: str) → str

Convert an option symbol from one format to another within supported formats: polygon.enums.OptionSymbolFormat

Parameters:

  • option_symbol – The option symbol you want to convert

  • from_format – The format in which the option symbol is currently in. If you don’t know the format you can use the detect_option_symbol_format function to detect the format (best effort detection). Supported formats are polygon, tda, tos, ibkr, tradier, trade_station. If you prefer to use convenient enums, see polygon.enums.OptionSymbolFormat

  • to_format – The format to which you want to convert the option symbol. Supported formats are polygon, tda, tos, ibkr, tradier, trade_station. If you prefer to use convenient enums, see polygon.enums.OptionSymbolFormat

Returns:

The converted option symbol as a string

Detecting Option Symbol Format

The function in this sub-section helps you to detect the symbol format of an option symbol programmatically. The function does basic detection according to some simple rules so test well before using this in production setting. It is almost always recommended to be explicit about formats.

Example code and outputs

import polygon

format1 = polygon.detect_option_symbol_format('AMD_062822P96.05')
format2 = polygon.detect_option_symbol_format('AB220628P00046010')
format3 = polygon.detect_option_symbol_format('.NVDA062822C546')
format4 = polygon.detect_option_symbol_format('AB 220628P46.01')
format5 = polygon.detect_option_symbol_format('AB 220628P00046045')

# outputs
# format1 -> 'tda'
# format2 -> 'polygon'  # this also means tradier since both use exact same format
# format3 -> 'tos'
# format4 -> 'trade_station'
# format5 -> ['ibkr', 'trade_station']

For those who want more control, here is how the function signature and arguments look

polygon.options.options.detect_option_symbol_format(option_symbol: str) → str | bool | list

Detect what format a symbol is formed in. Supported formats are polygon.enums.OptionSymbolFormat. This function does basic detection according to some simple rules. Test well before using in production.

Parameters:

option_symbol – The option symbol to check the format of

Returns:

Format’s shorthand string or list of strings if able to recognize the format. False otherwise. Possible shorthand strings are polygon, tda, tos, ibkr, tradier, trade_station

Endpoints:

To use any of the below method, simply call it on the client you created above. so if you named your client client, you’d call the methods as client.get_trades and so on. Async methods will need to be awaited, see Async Support for REST endpoints.

SMA

Simple Moving Average. This endpoint supports pagination. Passing all_pages=True enables it. See Pagination Support for better info

SyncOptionsClient.get_sma(symbol: str, timestamp=None, timespan='day', adjusted: bool = True, window_size: int = 50, series_type='close', include_underlying: bool = False, order='desc', limit: int = 5000, timestamp_lt=None, timestamp_lte=None, timestamp_gt=None, timestamp_gte=None, all_pages: bool = False, max_pages: int | None = None, merge_all_pages: bool = True, verbose: bool = False, raw_page_responses: bool = False, raw_response: bool = False)

Get the Simple Moving Average for an option contract

Parameters:

  • symbol – The option symbol. You can pass it with or without the prefix O:. If you want to build option symbols from details such as expiry and strike price, use the option symbol functions

  • timestamp – Either a date with the format YYYY-MM-DD or a millisecond timestamp.

  • timespan – Size of the aggregate time window. defaults to ‘day’. See polygon.enums.Timespan for choices

  • adjusted – Whether the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted. Set this to False to get results that are NOT adjusted for splits.

  • window_size – The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.

  • series_type – The prices in the aggregate which will be used to calculate the SMA. The default close will result in using close prices to calculate the SMA. See polygon.enums.SeriesType for choices

  • include_underlying – Whether to include the OCHLV aggregates used to calculate this indicator in the response. Defaults to False which only returns the SMA.

  • order – The order in which to return the results, ordered by timestamp. See polygon.enums.SortOrder for choices. Defaults to Descending (most recent first)

  • limit – Limit the number of results returned, default is 5000 which is also the max

  • timestamp_lt – Only use results where timestamp is less than supplied value

  • timestamp_lte – Only use results where timestamp is less than or equal to supplied value

  • timestamp_gt – Only use results where timestamp is greater than supplied value

  • timestamp_gte – Only use results where timestamp is greater than or equal to supplied value

  • all_pages – Whether to paginate through next/previous pages internally. Defaults to False. If set to True, it will try to paginate through all pages and merge all pages internally for you.

  • max_pages – how many pages to fetch. Defaults to None which fetches all available pages. Change to an integer to fetch at most that many pages. This param is only considered if all_pages is set to True

  • merge_all_pages – If this is True, returns a single merged response having all the data. If False, returns a list of all pages received. The list can be either a list of response objects or decoded data itself, controlled by parameter raw_page_responses. This argument is Only considered if all_pages is set to True. Default: True

  • verbose – Set to True to print status messages during the pagination process. Defaults to False.

  • raw_page_responses – If this is true, the list of pages will be a list of corresponding Response objects. Else, it will be a list of actual data for pages. This parameter is only considered if merge_all_pages is set to False. Default: False

  • raw_response – Whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns:

The response object

EMA

Exponential Moving Average. This endpoint supports pagination. Passing all_pages=True enables it. See Pagination Support for better info

SyncOptionsClient.get_ema(symbol: str, timestamp=None, timespan='day', adjusted: bool = True, window_size: int = 50, series_type='close', include_underlying: bool = False, order='desc', limit: int = 5000, timestamp_lt=None, timestamp_lte=None, timestamp_gt=None, timestamp_gte=None, all_pages: bool = False, max_pages: int | None = None, merge_all_pages: bool = True, verbose: bool = False, raw_page_responses: bool = False, raw_response: bool = False)

Get the Exponential Moving Average for an option contract

Parameters:

  • symbol – The option symbol. You can pass it with or without the prefix O:. If you want to build option symbols from details such as expiry and strike price, use the option symbol functions

  • timestamp – Either a date with the format YYYY-MM-DD or a millisecond timestamp.

  • timespan – Size of the aggregate time window. defaults to ‘day’. See polygon.enums.Timespan for choices

  • adjusted – Whether the aggregates used to calculate the EMA are adjusted for splits. By default, aggregates are adjusted. Set this to False to get results that are NOT adjusted for splits.

  • window_size – The window size used to calculate the EMA. i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.

  • series_type – The prices in the aggregate which will be used to calculate the EMA. The default close will result in using close prices to calculate the EMA. See polygon.enums.SeriesType for choices

  • include_underlying – Whether to include the OCHLV aggregates used to calculate this indicator in the response. Defaults to False which only returns the EMA.

  • order – The order in which to return the results, ordered by timestamp. See polygon.enums.SortOrder for choices. Defaults to Descending (most recent first)

  • limit – Limit the number of results returned, default is 5000 which is also the max

  • timestamp_lt – Only use results where timestamp is less than supplied value

  • timestamp_lte – Only use results where timestamp is less than or equal to supplied value

  • timestamp_gt – Only use results where timestamp is greater than supplied value

  • timestamp_gte – Only use results where timestamp is greater than or equal to supplied value

  • all_pages – Whether to paginate through next/previous pages internally. Defaults to False. If set to True, it will try to paginate through all pages and merge all pages internally for you.

  • max_pages – how many pages to fetch. Defaults to None which fetches all available pages. Change to an integer to fetch at most that many pages. This param is only considered if all_pages is set to True

  • merge_all_pages – If this is True, returns a single merged response having all the data. If False, returns a list of all pages received. The list can be either a list of response objects or decoded data itself, controlled by parameter raw_page_responses. This argument is Only considered if all_pages is set to True. Default: True

  • verbose – Set to True to print status messages during the pagination process. Defaults to False.

  • raw_page_responses – If this is true, the list of pages will be a list of corresponding Response objects. Else, it will be a list of actual data for pages. This parameter is only considered if merge_all_pages is set to False. Default: False

  • raw_response – Whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns:

The response object

RSI

Relative Strength Index. This endpoint supports pagination. Passing all_pages=True enables it. See Pagination Support for better info

SyncOptionsClient.get_rsi(symbol: str, timestamp=None, timespan='day', adjusted: bool = True, window_size: int = 14, series_type='close', include_underlying: bool = False, order='desc', limit: int = 5000, timestamp_lt=None, timestamp_lte=None, timestamp_gt=None, timestamp_gte=None, all_pages: bool = False, max_pages: int | None = None, merge_all_pages: bool = True, verbose: bool = False, raw_page_responses: bool = False, raw_response: bool = False)

Get the Relative Strength Index for an option contract

Parameters:

  • symbol – The option symbol. You can pass it with or without the prefix O:. If you want to build option symbols from details such as expiry and strike price, use the option symbol functions

  • timestamp – Either a date with the format YYYY-MM-DD or a millisecond timestamp.

  • timespan – Size of the aggregate time window. defaults to ‘day’. See polygon.enums.Timespan for choices

  • adjusted – Whether the aggregates used to calculate the RSI are adjusted for splits. By default, aggregates are adjusted. Set this to False to get results that are NOT adjusted for splits.

  • window_size – The window size used to calculate the RSI. i.e. a window size of 14 with daily aggregates would result in a 14 day RSI.

  • series_type – The prices in the aggregate which will be used to calculate the RSI. The default close will result in using close prices to calculate the RSI. See polygon.enums.SeriesType for choices

  • include_underlying – Whether to include the OCHLV aggregates used to calculate this indicator in the response. Defaults to False which only returns the RSI.

  • order – The order in which to return the results, ordered by timestamp. See polygon.enums.SortOrder for choices. Defaults to Descending (most recent first)

  • limit – Limit the number of results returned, default is 5000 which is also the max

  • timestamp_lt – Only use results where timestamp is less than supplied value

  • timestamp_lte – Only use results where timestamp is less than or equal to supplied value

  • timestamp_gt – Only use results where timestamp is greater than supplied value

  • timestamp_gte – Only use results where timestamp is greater than or equal to supplied value

  • all_pages – Whether to paginate through next/previous pages internally. Defaults to False. If set to True, it will try to paginate through all pages and merge all pages internally for you.

  • max_pages – how many pages to fetch. Defaults to None which fetches all available pages. Change to an integer to fetch at most that many pages. This param is only considered if all_pages is set to True

  • merge_all_pages – If this is True, returns a single merged response having all the data. If False, returns a list of all pages received. The list can be either a list of response objects or decoded data itself, controlled by parameter raw_page_responses. This argument is Only considered if all_pages is set to True. Default: True

  • verbose – Set to True to print status messages during the pagination process. Defaults to False.

  • raw_page_responses – If this is true, the list of pages will be a list of corresponding Response objects. Else, it will be a list of actual data for pages. This parameter is only considered if merge_all_pages is set to False. Default: False

  • raw_response – Whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns:

The response object

MACD

Moving Average Convergence/Divergence. This endpoint supports pagination. Passing all_pages=True enables it. See Pagination Support for better info

SyncOptionsClient.get_macd(symbol: str, timestamp=None, timespan='day', adjusted: bool = True, long_window_size: int = 50, series_type='close', include_underlying: bool = False, order='desc', limit: int = 5000, timestamp_lt=None, timestamp_lte=None, timestamp_gt=None, timestamp_gte=None, short_window_size: int = 50, signal_window_size: int = 50, all_pages: bool = False, max_pages: int | None = None, merge_all_pages: bool = True, verbose: bool = False, raw_page_responses: bool = False, raw_response: bool = False)

Get the Moving Average Convergence/Divergence for an option contract

Parameters:

  • symbol – The option symbol. You can pass it with or without the prefix O:. If you want to build option symbols from details such as expiry and strike price, use the option symbol functions

  • timestamp – Either a date with the format YYYY-MM-DD or a millisecond timestamp.

  • timespan – Size of the aggregate time window. defaults to ‘day’. See polygon.enums.Timespan for choices

  • adjusted – Whether the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to False to get results that are NOT adjusted for splits.

  • long_window_size – The long window size used to calculate the MACD data

  • series_type – The prices in the aggregate which will be used to calculate the MACD. The default close will result in using close prices to calculate the MACD. See polygon.enums.SeriesType for choices

  • include_underlying – Whether to include the OCHLV aggregates used to calculate this indicator in the response. Defaults to False which only returns the MACD.

  • order – The order in which to return the results, ordered by timestamp. See polygon.enums.SortOrder for choices. Defaults to Descending (most recent first)

  • limit – Limit the number of results returned, default is 5000 which is also the max

  • timestamp_lt – Only use results where timestamp is less than supplied value

  • timestamp_lte – Only use results where timestamp is less than or equal to supplied value

  • timestamp_gt – Only use results where timestamp is greater than supplied value

  • timestamp_gte – Only use results where timestamp is greater than or equal to supplied value

  • short_window_size – The short window size used to calculate the MACD data

  • signal_window_size – The window size used to calculate the MACD signal line.

  • all_pages – Whether to paginate through next/previous pages internally. Defaults to False. If set to True, it will try to paginate through all pages and merge all pages internally for you.

  • max_pages – how many pages to fetch. Defaults to None which fetches all available pages. Change to an integer to fetch at most that many pages. This param is only considered if all_pages is set to True

  • merge_all_pages – If this is True, returns a single merged response having all the data. If False, returns a list of all pages received. The list can be either a list of response objects or decoded data itself, controlled by parameter raw_page_responses. This argument is Only considered if all_pages is set to True. Default: True

  • verbose – Set to True to print status messages during the pagination process. Defaults to False.

  • raw_page_responses – If this is true, the list of pages will be a list of corresponding Response objects. Else, it will be a list of actual data for pages. This parameter is only considered if merge_all_pages is set to False. Default: False

  • raw_response – Whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns:

The response object

Get Trades

This endpoint supports pagination. Passing all_pages=True enables it. See Pagination Support for better info

SyncOptionsClient.get_trades(option_symbol: str, timestamp=None, timestamp_lt=None, timestamp_lte=None, timestamp_gt=None, timestamp_gte=None, sort='timestamp', limit: int = 5000, order='asc', all_pages: bool = False, max_pages: int | None = None, merge_all_pages: bool = True, verbose: bool = False, raw_page_responses: bool = False, raw_response: bool = False)

Get trades for an options ticker symbol in a given time range. Note that you need to have an option symbol in correct format for this endpoint. You can use ReferenceClient.get_option_contracts to query option contracts using many filter parameters such as underlying symbol etc. Official Docs

Parameters:

  • option_symbol – The options ticker symbol to get trades for. for e.g. O:TSLA210903C00700000. you can pass the symbol with or without the prefix O:

  • timestamp – Query by trade timestamp. You can supply a date, datetime object or a nanosecond UNIX timestamp or a string in format: YYYY-MM-DD.

  • timestamp_lt – return results where timestamp is less than the given value. Can be date or date string or nanosecond timestamp

  • timestamp_lte – return results where timestamp is less than/equal to the given value. Can be date or date string or nanosecond timestamp

  • timestamp_gt – return results where timestamp is greater than the given value. Can be date or date string or nanosecond timestamp

  • timestamp_gte – return results where timestamp is greater than/equal to the given value. Can be date or date string or nanosecond timestamp

  • sort – Sort field used for ordering. Defaults to timestamp. See polygon.enums.OptionTradesSort for available choices.

  • limit – Limit the number of results returned. Defaults to 5000. max is 50000.

  • order – order of the results. Defaults to asc. See polygon.enums.SortOrder for info and available choices.

  • all_pages – Whether to paginate through next/previous pages internally. Defaults to False. If set to True, it will try to paginate through all pages and merge all pages internally for you.

  • max_pages – how many pages to fetch. Defaults to None which fetches all available pages. Change to an integer to fetch at most that many pages. This param is only considered if all_pages is set to True

  • merge_all_pages – If this is True, returns a single merged response having all the data. If False, returns a list of all pages received. The list can be either a list of response objects or decoded data itself, controlled by parameter raw_page_responses. This argument is Only considered if all_pages is set to True. Default: True

  • verbose – Set to True to print status messages during the pagination process. Defaults to False.

  • raw_page_responses – If this is true, the list of pages will be a list of corresponding Response objects. Else, it will be a list of actual data for pages. This parameter is only considered if merge_all_pages is set to False. Default: False

  • raw_response – whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary. This is ignored if pagination is set to True.

Returns:

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object. If pagination is set to True, will return a merged response of all pages for convenience.

Get Quotes

This endpoint supports pagination. Passing all_pages=True enables it. See Pagination Support for better info

SyncOptionsClient.get_quotes(option_symbol: str, timestamp=None, timestamp_lt=None, timestamp_lte=None, timestamp_gt=None, timestamp_gte=None, sort='timestamp', limit: int = 5000, order='asc', all_pages: bool = False, max_pages: int | None = None, merge_all_pages: bool = True, verbose: bool = False, raw_page_responses: bool = False, raw_response: bool = False)

Get quotes for an options ticker symbol in a given time range. Note that you need to have an option symbol in correct format for this endpoint. You can use ReferenceClient.get_option_contracts to query option contracts using many filter parameters such as underlying symbol etc. Official Docs

Parameters:

  • option_symbol – The options ticker symbol to get quotes for. for e.g. O:TSLA210903C00700000. you can pass the symbol with or without the prefix O:

  • timestamp – Query by quote timestamp. You can supply a date, datetime object or a nanosecond UNIX timestamp or a string in format: YYYY-MM-DD.

  • timestamp_lt – return results where timestamp is less than the given value. Can be date or date string or nanosecond timestamp

  • timestamp_lte – return results where timestamp is less than/equal to the given value. Can be date or date string or nanosecond timestamp

  • timestamp_gt – return results where timestamp is greater than the given value. Can be date or date string or nanosecond timestamp

  • timestamp_gte – return results where timestamp is greater than/equal to the given value. Can be date or date string or nanosecond timestamp

  • sort – Sort field used for ordering. Defaults to timestamp. See polygon.enums.OptionQuotesSort for available choices.

  • limit – Limit the number of results returned. Defaults to 5000. max is 50000.

  • order – order of the results. Defaults to asc. See polygon.enums.SortOrder for info and available choices.

  • all_pages – Whether to paginate through next/previous pages internally. Defaults to False. If set to True, it will try to paginate through all pages and merge all pages internally for you.

  • max_pages – how many pages to fetch. Defaults to None which fetches all available pages. Change to an integer to fetch at most that many pages. This param is only considered if all_pages is set to True

  • merge_all_pages – If this is True, returns a single merged response having all the data. If False, returns a list of all pages received. The list can be either a list of response objects or decoded data itself, controlled by parameter raw_page_responses. This argument is Only considered if all_pages is set to True. Default: True

  • verbose – Set to True to print status messages during the pagination process. Defaults to False.

  • raw_page_responses – If this is true, the list of pages will be a list of corresponding Response objects. Else, it will be a list of actual data for pages. This parameter is only considered if merge_all_pages is set to False. Default: False

  • raw_response – whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary. This is ignored if pagination is set to True.

Returns:

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object. If pagination is set to True, will return a merged response of all pages for convenience.

Get Last Trade

SyncOptionsClient.get_last_trade(ticker: str, raw_response: bool = False)

Get the most recent trade for a given options contract. Official Docs

Parameters:

  • ticker – The ticker symbol of the options contract. Eg: O:TSLA210903C00700000

  • raw_response – whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns:

Either a Dictionary or a Response object depending on value of raw_response. Defaults to Dict.

Get Daily Open Close

SyncOptionsClient.get_daily_open_close(symbol: str, date, adjusted: bool = True, raw_response: bool = False)

Get the OCHLV and after-hours prices of a contract on a certain date. Official Docs

Parameters:

  • symbol – The option symbol we want daily-OCHLV for. e.g. O:FB210903C00700000. You can pass it with or without the prefix O:

  • date – The date/day of the daily-OCHLV to retrieve. Could be datetime or date or string YYYY-MM-DD

  • adjusted – whether the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.

  • raw_response – whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns:

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object

Get Aggregate Bars

The library added a better aggregate function if you’re looking to get data for large time frames at minute/hour granularity.

(for example 15 years historical data , 1 minute candles)

See Bulk Aggregate Bars (Full Range) for complete details on how to use it well and control how it behaves.

SyncOptionsClient.get_aggregate_bars(symbol: str, from_date, to_date, adjusted: bool = True, sort='asc', limit: int = 5000, multiplier: int = 1, timespan='day', full_range: bool = False, run_parallel: bool = True, max_concurrent_workers: int = 10, info: bool = True, warnings: bool = True, high_volatility: bool = False, raw_response: bool = False)

Get aggregate bars for an option contract over a given date range in custom time window sizes. For example, if timespan = ‘minute’ and multiplier = ‘5’ then 5-minute bars will be returned. Official Docs

Parameters:

  • symbol – The ticker symbol of the contract. e.g. O:FB210903C00700000. You can pass in with or without the prefix O:

  • from_date – The start of the aggregate time window. Could be datetime or date or string YYYY-MM-DD

  • to_date – The end of the aggregate time window. Could be datetime or date or string YYYY-MM-DD

  • adjusted – whether the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.

  • sort – Sort the results by timestamp. See polygon.enums.SortOrder for choices. asc default.

  • limit – Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. see this article for more info.

  • multiplier – The size of the timespan multiplier. Must be a positive whole number. defaults to 1.

  • timespan – The size of the time window. See polygon.enums.Timespan for choices. defaults to day

  • full_range – Default False. If set to True, it will get the ENTIRE range you specify and merge all the responses and return ONE single list with all data in it. You can control its behavior with the next few arguments.

  • run_parallel – Only considered if full_range=True. If set to true (default True), it will run an internal ThreadPool to get the responses. This is fine to do if you are not running your own ThreadPool. If you have many tickers to get aggs for, it’s better to either use the async version of it OR set this to False and spawn threads for each ticker yourself.

  • max_concurrent_workers – Only considered if run_parallel=True. Defaults to your cpu cores * 5. controls how many worker threads to use in internal ThreadPool

  • info – Set to False to disable printing mild warnings / informational messages if any when fetching the aggs. E.g. if there was no data in a response but the response had an OK status

  • warnings – Set to False to disable printing warnings if any when fetching the aggs. Defaults to True.

  • high_volatility – Specifies whether the symbol/security in question is highly volatile which just means having a very high number of trades or being traded for a high duration (e.g. SPY, Bitcoin) If set to True, the lib will use a smaller chunk of time to ensure we don’t miss any data due to 50k candle limit. Defaults to False.

  • raw_response – whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary. Will be ignored if full_range=True

Returns:

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object. If full_range=True, will return a single list with all the candles in it.

Get Previous Close

SyncOptionsClient.get_previous_close(ticker: str, adjusted: bool = True, raw_response: bool = False)

Get the previous day’s open, high, low, and close (OHLC) for the specified option contract. Official Docs

Parameters:

  • ticker – The ticker symbol of the options contract. Eg: O:TSLA210903C00700000

  • adjusted – whether the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.

  • raw_response – whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary.

Returns:

Either a Dictionary or a Response object depending on value of raw_response. Defaults to Dict.

Get Snapshot

This endpoint supports pagination. Passing all_pages=True enables it. See Pagination Support for better info

SyncOptionsClient.get_snapshot(underlying_symbol: str, option_symbol: str, all_pages: bool = False, max_pages: int | None = None, merge_all_pages: bool = True, verbose: bool = False, raw_page_responses: bool = False, raw_response: bool = False)

Get the snapshot of an option contract for a stock equity. Official Docs

Parameters:

  • underlying_symbol – The underlying ticker symbol of the option contract. e.g. AMD

  • option_symbol – the option symbol. You can use use the Working with Option Symbols section to make it easy to work with option symbols in polygon or tda formats.

  • all_pages – Whether to paginate through next/previous pages internally. Defaults to False. If set to True, it will try to paginate through all pages and merge all pages internally for you.

  • max_pages – how many pages to fetch. Defaults to None which fetches all available pages. Change to an integer to fetch at most that many pages. This param is only considered if all_pages is set to True

  • merge_all_pages – If this is True, returns a single merged response having all the data. If False, returns a list of all pages received. The list can be either a list of response objects or decoded data itself, controlled by parameter raw_page_responses. This argument is Only considered if all_pages is set to True. Default: True

  • verbose – Set to True to print status messages during the pagination process. Defaults to False.

  • raw_page_responses – If this is true, the list of pages will be a list of corresponding Response objects. Else, it will be a list of actual data for pages. This parameter is only considered if merge_all_pages is set to False. Default: False

  • raw_response – whether to return the Response Object. Useful for when you need to say check the status code or inspect the headers. Defaults to False which returns the json decoded dictionary. This is ignored if pagination is set to True.

Returns:

A JSON decoded Dictionary by default. Make raw_response=True to get underlying response object. If pagination is set to True, will return a merged response of all pages for convenience.