Free Options Volume API
What to Check First免费期权成交量 API
接入前应检查什么
Find a free API that returns usable contract-level options volume—and verify coverage, delay, limits, and history before you build.
了解如何评估免费的期权成交量 API，
重点检查数据覆盖、字段含义、请求限制和验证方法。
TL;DR核心摘要
Expect delayed data, short history, small request quotas, limited symbols, or personal-use terms.
Volume counts contracts traded during a session. Open interest counts contracts still open.
A useful response identifies the underlying, expiration, strike, call or put, timestamp, and volume.
Check one liquid symbol, one thinly traded contract, multiple expirations, and a known market date.
常见限制包括数据延迟、历史数据区间较短、请求次数上限较低、可查询标的有限，或仅限个人使用。
成交量统计一个交易时段内成交的合约数量；未平仓量统计仍处于未平仓状态的合约数量。
实用的接口响应应明确标识标的、到期日、行权价、期权类型（看涨或看跌）、时间戳和成交量。
测试一个高流动性标的、一个交易不活跃的合约、多个到期日和一个已知开市日。
What options volume data actually tells you期权成交量数据究竟说明什么
Options volume is the number of contracts traded during the measured session or interval. It can reveal unusual activity and liquidity, but it does not show whether traders opened or closed positions, and it does not replace open interest, quotes, or trade condition data.
期权成交量是某个交易时段或时间区间内成交的合约数量。它可以反映异常活跃度与流动性，但不能直接说明交易者是在开仓还是平仓，也不能替代未平仓量、报价或成交条件数据。
Daily volume is enough for end-of-day screens. Alerts and live scanners need interval or trade-level updates with explicit timestamps.
Normalize OCC-style symbols or reconstruct contracts from underlying, expiration, strike, and option type.
A chain snapshot commonly reports session-to-date volume, while bars or trade aggregates report volume for one interval. Store the interval definition and never add repeated cumulative snapshots together.
Trade feeds may include conditions, cancels, and corrections that determine whether a print contributes to official volume. A simple count of raw messages can overstate activity.
Volume usually counts contracts, not shares or notional value. Keep the multiplier and option premium separately when deriving share-equivalent or dollar activity.
日频成交量适合收盘后筛选；实时提醒和扫描器则需要带明确时间戳的区间或逐笔更新。
可直接统一 OCC 风格代码，也可由标的、到期日、行权价和期权类型重建合约。
期权链快照通常返回当日截至当前的累计成交量，而 K 线或成交聚合返回某个区间的成交量。必须保存区间定义，不能把多次累计快照直接相加。
逐笔成交源可能包含影响官方成交量统计的成交条件、撤销和更正。简单统计原始消息条数，可能高估实际活动。
成交量通常以合约张数计，而不是股票数量或名义金额。计算等效股票数量或美元活动时，应另行保留乘数和期权权利金。
Free options volume data API checklist免费期权成交量数据 API 检查清单
| Check检查项 | What to verify需要验证 | Why it matters为什么重要 |
|---|---|---|
| Coverage覆盖范围 | US exchanges, symbols, expirations, strikes, calls and puts.覆盖的美国交易所、标的代码、到期日、行权价，以及看涨和看跌期权。 | Partial chains create biased screens.期权链不完整会导致筛选结果出现偏差。 |
| Freshness数据时效 | Real-time, 15-minute delayed, or end of day; timestamp and timezone.实时、延迟 15 分钟或日终；时间戳与时区。 | A strategy can be invalid if the delay is hidden.如果延迟不透明，策略结果可能失效。 |
| History历史数据 | Retention window, expired contracts, corporate-action handling.历史数据保留期限、已到期合约数据，以及公司行为的处理方式。 | Backtests need point-in-time contract data.回测需要使用历史时点当时可获得的合约数据。 |
| Free limits免费套餐限制 | Requests per minute and day, pagination, batch size, commercial terms.每分钟和每日请求次数上限、分页方式、单批数据量，以及商业使用条款。 | A free plan may work for research but not a full-chain scanner.免费套餐或许足以支持研究，但未必能支撑完整期权链扫描。 |
Quickstart: validate one response before scaling快速接入：扩大调用规模前先验证一次响应
Use a date with normal trading and select a liquid underlying such as SPY or AAPL so you can compare the returned chain with another source.
Confirm units, timestamps, timezone, pagination, null behavior, contract identifiers, and whether volume is cumulative or interval-based.
Session cumulative volume should generally not decrease unless the supplier applies a correction. Record source times and flag resets across sessions or unexpected reversals.
Count contracts by expiration and side, walk every page, and compare returned strikes with a contract-reference universe. A partial chain can create false unusual-volume rankings.
Compare volume with open interest, quote quality, spread, underlying move, contract age, and nearby strikes. Save the exact universe and ranking time with each result.
Calculate complete chains per refresh interval, then force rate limits, partial pages, and revised records. Keep immutable raw snapshots and version corrected normalized rows.
选择市场正常交易的日期，并使用 SPY 或 AAPL 等流动性较高的标的，方便把返回的期权链与其他数据源逐项核对。
确认计量单位、时间戳、时区、分页方式、空值处理方式和合约标识，并判断成交量表示累计成交量还是区间成交量。
当日累计成交量通常不应下降，除非供应商应用了更正。记录源时间，并标记跨交易时段重置或无法解释的反向变化。
按到期日和方向统计合约数量，完整遍历所有分页，并把返回行权价与合约参考全集对照。残缺期权链可能产生虚假的异常成交量排名。
将成交量与未平仓量、报价质量、价差、标的涨跌、合约年龄和邻近行权价一起比较，并为每个结果保存准确的候选全集和排名时间。
计算每个刷新周期能获取的完整期权链数量，再主动测试限流、分页不完整和修订记录。原始快照保持不可变，标准化更正记录采用版本管理。
Use QVeris to discover callable data capabilities用 QVeris 发现可调用的数据接口
The exact QVeris Options Chain Tool is a strong match because its public capability record explicitly includes contract volume and open interest alongside calls and puts by expiration and strike. Test one symbol in the Playground before assuming volume timing, history, full-chain coverage, or entitlement.
QVeris Options Chain 工具与本页高度相关，因为其公开能力记录明确包含逐合约成交量与未平仓量，并按到期日和行权价组织认购、认沽合约。应先在 Playground 测试一个标的，不能直接假定成交量时间口径、历史能力、完整期权链覆盖或数据权限。
- Inspect one known symbol and expiration, then verify volume and open-interest types and null states.
- Record the tool ID, parameters, raw response, retrieval time, and chain-completeness result.
- Use the Free Options Data API Guide for broader provider and production checks.
- 检查一个已知标的和到期日，再确认成交量、未平仓量的数据类型和空值状态。
- 记录工具 ID、请求参数、原始响应、抓取时间和期权链完整性结论。
- 如需更全面的供应商与生产验收，可参阅免费期权数据 API 指南。
FAQ常见问题
Some providers offer free tiers, trials, delayed endpoints, or limited datasets. Always verify current quotas, licensing, and exchange coverage.
Not by itself. Direction requires more context such as trade price versus bid and ask, side inference, open interest, and the strategy's other legs.
Not when volume is session cumulative. Compare the later value with the earlier one, while allowing for supplier corrections and session resets.
Use a complete contract universe and compare with history, open interest, spreads, quote quality, neighboring strikes, and the underlying move.
部分供应商提供免费套餐、试用服务、延迟数据接口或范围受限的数据集。使用前务必核实当前的请求额度、许可条款和交易所覆盖范围。
不能。判断市场方向还需结合成交价相对于买卖报价的位置、成交方向推断、未平仓量，以及多腿策略中其他各腿的情况。
如果成交量是当日累计值，就不能直接相加。应比较后一次与前一次的数值，同时允许供应商更正和跨交易时段重置。
应基于完整合约全集，并结合历史、未平仓量、价差、报价质量、邻近行权价和标的涨跌一起判断。
References and next steps参考资料与下一步
Cboe options statistics
Alpha Vantage options documentation
Polygon options API