By the end of the year, we gave ourselves - and, judging by hundreds of requests, you as well — a gift: Options Data for 11,000+ US stocks! This includes end-of-day (EOD) data with a 1-year trade history, comprising over 300 million records. A true gem in our collection.
For early adopters, we’re offering a discounted price of $29.99/month for the first three months of your subscription. Don’t miss out — sign up today!
For example, how can I access AAPL options chain data as of today (12/20)? The API documentation seems to imply that the trade_date_from and trade_date_to are the query params I’d need to set to query for a specific date (2024-12-20) however when doing so I get no results. Can you please provide me an endpoint for accomplishing this? Perhaps I’m just misunderstanding.
Also, based on the documentation (How to use US Stock Options Data API) the “from” and “to” query params specify the expiration date of the options, would it be possible to rename these to make this a little more obvious? I subscribed to the API yesterday and one thing I’m noticing is that the naming convention of both the API params as well as the returned fields is a bit confusing. For example, the “date” field in the response body corresponds to the expiration date?? If that’s the case then why not call it “expiration_date” to make that it easier to understand.
Thank you for the detailed explanation.
Data for the current day becomes available after the market closes, typically by 11 PM EST. As for renaming the fields, we’ll consider your suggestion—thank you for bringing it up!
Thanks for getting back to me Levon! In that case, I think the description of the API is a bit misleading. In the documentation it says that it provides live & historical data however this doesn’t seem to be live data.
I am a new subscriber of your US option data. I think the data is great. Just that the 100,000 download per day may not be sufficient.
What I did was I downloaded about 1.5 years of all the options for certain tickers. I ended up constructed an option backtester (single-leg and double-leg) using the data. It works perfectly after I mapped it to the underlying. If the underlying triggered a buy signal, it will search for the right options to construct the spreads or to long or short certain option with certain delta. Not sure if EODHD can do something like a mass download of the options based on certain ticker.
Thanks for the feedback — your backtester project sounds really solid!
At the moment, the Options API doesn’t support bulk download for all contracts of a ticker in one call — requests need to be made per option contract (per expiration_date, strike, etc.). We understand that this can add up quickly with many requests.
As for the 100,000 daily limit, it’s possible to increase that quota — just reach out to support and they can assist with upgrading your plan to better match your use case.
Currently, for 1.5 years of Option data, it takes slightly more than a day to download the full set of data, Is it possible to increase the quota to 200,000 or 300,000 download a day? If yes, what will be the price?
An increase in the limit is possible. For pricing and details, please contact our support team via the chat on our website or by email at support@eodhistoricaldata.com.