Choose a US Options Data API
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美国期权数据 API
Evaluate contracts, consolidated quotes, trades, open interest, Greeks, history, and market-data rights as separate layers before integration.
接入前应把合约、综合报价、成交、未平仓量、希腊值、
历史数据和行情权限拆开评估。
TL;DR核心摘要
Contract reference, OPRA quotes, trades, open interest, vendor analytics, and history can have different coverage, clocks, and rights.
Use equities, ETFs, cash-settled indexes, weeklies, LEAPS, adjusted contracts, and expired series—not one liquid equity chain.
Store the underlying, expiration, strike, side, multiplier, deliverable, and adjustment lineage instead of parsing identity from a display symbol forever.
A quote may be live while open interest is prior-day and Greeks were computed from an older underlying price. Preserve a timestamp for each layer.
合约参考、OPRA 报价、成交、未平仓量、供应商分析指标与历史数据，可能有不同覆盖、更新时间和使用权限。
测试集应包含个股、ETF、现金结算指数、周度期权、长期期权、调整合约和已到期合约，不能只看一条活跃个股期权链。
应保存标的、到期日、行权价、方向、乘数、交割物和调整脉络，不要长期依赖展示代码反推合约身份。
报价可能是实时的，未平仓量却来自前一交易日，希腊值还可能基于较早的标的价格。每个数据层都要保留自己的时间戳。
What a US options data API must represent美国期权数据 API 应覆盖哪些内容
US options data is a stack, not one endpoint. Evaluate contract reference, consolidated quotes and trades, calculated analytics, open interest, corporate-action adjustments, and history as separate products. Availability and licensing often differ by layer.
美国期权数据由多个层级组成，并非一个端点即可完整覆盖。应分别评估合约参考数据、综合报价与成交、计算指标、未平仓量、公司行动调整和历史记录；各层级的可用范围与许可条款往往不同。
Underlying, root, expiration, strike, call or put, multiplier, exercise style, settlement type, deliverable, listing exchange, and effective dates define a usable contract. Non-standard deliverables after splits or mergers must remain distinguishable from standard 100-share contracts.
Confirm whether bid and ask represent the national best market, one exchange, or a vendor-constructed snapshot. Preserve price, size, venue, condition, source timestamp, receive timestamp, and an explicit stale or crossed-market policy.
Last price alone is ambiguous. Trade venue, size, sequence, correction or cancellation status, and condition codes determine whether an execution should update the last sale, volume, or an intraday signal.
Open interest is generally not an intraday counter like volume. Require the business date or as-of timestamp and never label a chain “real time” merely because its quotes are fresh.
Delta, gamma, theta, vega, and implied volatility depend on the option price, underlying price, rates, dividend assumptions, model, and calculation time. Store those inputs or the vendor methodology before comparing values across feeds.
Equity, ETF, and index options can differ in exercise style, settlement, tax treatment, multiplier, last trading time, and expiration behavior. Use US Eastern Time plus an exchange calendar rather than assuming every contract follows the equity close.
标的、合约根、到期日、行权价、看涨或看跌、乘数、行权方式、结算类型、交割物、挂牌交易所和生效日期共同定义一份可用合约。拆股或并购后的非标准交割物，必须与标准 100 股合约清楚区分。
要确认买卖价代表全市场最优报价、单一交易所，还是供应商拼接的快照。同时保留价格、数量、场所、条件代码、源时间、接收时间，以及对陈旧或交叉报价的处理规则。
只有最新成交价远远不够。成交场所、数量、序号、修订或撤销状态和条件代码，会决定一笔成交是否应更新最新价、成交量或盘中信号。
未平仓量通常不是像成交量那样实时累加的盘中指标。接口必须给出业务日期或截至时间，不能因为报价实时，就把整条期权链都称作“实时”。
Delta、Gamma、Theta、Vega 和隐含波动率取决于期权价格、标的价格、利率、分红假设、模型和计算时间。跨数据源比较前，应保存这些输入或供应商的方法说明。
个股、ETF 和指数期权在行权方式、结算、税务、乘数、最后交易时间和到期处理上可能不同。应结合美国东部时间与交易所日历，不能假设所有合约都跟随股票收盘时间。
Common US options data API access models美国期权数据 API 的常见接入模式
| Source type来源类型 | Typical access常见接入内容 | Best for适合场景 | Watch for注意事项 |
|---|---|---|---|
| Broker API券商 API | Current chains plus account-entitled US market data.当前期权链与账户已获授权的美国市场数据。 | Trading tools and personal workflows.交易工具与个人工作流。 | Account status, OPRA agreements, and redistribution limits.账户状态、OPRA 协议与再分发限制。 |
| Market data vendor行情数据商 | Trial or capped chains, quotes, and analytics.试用或限额的期权链、报价和分析指标。 | Structured prototypes and vendor evaluation.结构化原型与供应商评估。 | Credits, exchange fees, and delayed data.调用额度、交易所费用与延迟数据。 |
| Exchange or industry source交易所或行业机构 | Specifications, reference files, statistics, or delayed summaries.规范、参考文件、统计数据或延迟摘要。 | Definitions, validation, and market context.术语定义、数据校验与市场背景。 | Usually not a normalized all-market chain API.通常不是标准化的全市场期权链 API。 |
| Community library社区工具库 | Convenient wrappers around public endpoints.对公开端点的便捷封装。 | Exploration, education, and notebooks.探索、教学与 Notebook。 | Unofficial endpoints and breaking changes.非官方端点与随时可能发生的变更。 |
US options data API selection checklist美国期权数据 API 选型清单
Include liquid and illiquid equities, ETFs, cash-settled indexes, weeklies, LEAPS, adjusted contracts, expired series, zero-bid options, and underlyings with recent corporate actions.
Compare the provider’s contract ID, symbol, underlying, expiration, strike precision, side, multiplier, deliverable, and active status. Write a rule for renamed, adjusted, expired, and later-corrected contracts.
Record source and receipt timestamps for quote, trade, underlying, Greeks, volume, and open interest. Determine whether each is live, delayed, end-of-day, cached, or computed on request.
Use a snapshot to establish chain state, then apply incremental events. Validate subscription acknowledgements, sequence gaps, reconnect behavior, duplicate messages, corrections, and a clean resnapshot procedure.
Distinguish a closed market, unknown underlying, no listed contracts, expired contract, entitlement failure, rate limit, partial chain, and temporary provider outage. An empty array should not carry every meaning.
Confirm display, non-display, derived-data, caching, user-count, and redistribution terms for the exact feed and user type. Technical access does not by itself grant production or redistribution rights.
纳入高低流动性个股、ETF、现金结算指数、周度期权、长期期权、调整合约、已到期合约、零买价期权，以及近期发生公司行动的标的。
比较供应商的合约 ID、代码、标的、到期日、行权价精度、方向、乘数、交割物和有效状态，并为更名、调整、到期及后续修订建立明确规则。
分别记录报价、成交、标的价格、希腊值、成交量和未平仓量的源时间与接收时间，确认它们是实时、延迟、日终、缓存，还是请求时计算。
先用快照建立期权链状态，再应用增量事件。测试订阅确认、序号缺口、断线重连、重复消息、成交修订，以及重新拉取完整快照的流程。
应区分休市、未知标的、没有挂牌合约、合约已到期、权限不足、触发限流、期权链不完整和供应商临时故障。不能让一个空数组代表所有情况。
针对具体数据源和用户类型，确认展示、非展示、衍生数据、缓存、用户数量和再分发条款。技术上可以调用，并不自动代表可以用于生产或对外分发。
Use QVeris to discover US options data capabilities用 QVeris 发现美国期权数据能力
QVeris helps developers and agents inspect callable US options capabilities before committing to an integration. Use the Alpha Vantage realtime options tool to inspect the callable schema, and review the Alpha Vantage provider profile for the provider context.
QVeris 可帮助开发者和 Agent 在正式集成前，先检查可调用的美国期权数据能力。可以通过 Alpha Vantage 实时期权工具核对调用结构，并在 Alpha Vantage 供应商页面查看相关供应商信息。
- Search by capability such as options chains, quotes, Greeks, implied volatility, or historical data.
- Inspect required parameters and response shape before writing integration code.
- Keep provider-specific limits and licensing in your own production acceptance checklist.
- 按期权链、报价、希腊值、隐含波动率或历史数据等能力搜索。
- 编写集成代码前，先检查必填参数和响应结构。
- 仍需把服务商额度和许可条款纳入自己的生产验收清单。
FAQ常见问题
Not automatically. Ask whether quotes are consolidated, which exchanges and products are included, and how the provider represents unavailable or stale venues.
No. Models, rates, dividends, underlying prices, volatility inputs, and calculation times differ. Validate them against your own sample before comparison or risk use.
Usually not in the same sense as quotes and trades. Require a business date or as-of time and keep it separate from intraday volume.
Corporate actions can alter the root, multiplier, or deliverable. Preserve a provider contract ID and adjustment history instead of treating the display symbol as permanent identity.
不能默认如此。应确认报价是否经过综合、覆盖哪些交易所和产品，以及服务商如何表示缺失或过期的交易场所数据。
不能。模型、利率、分红、标的资产价格、波动率输入与计算时间都会造成差异，应先用自己的样本验证。
通常不能按报价和成交的“实时”概念理解。应要求业务日期或截至时间，并与盘中成交量分开处理。
公司行动可能改变合约根、乘数或交割物。应保存供应商的合约 ID 和调整历史，不要把展示代码当作永久身份。
References and next steps参考资料与下一步
Alpha Vantage options API documentation
Inspect realtime US options in QVeris
Review the Alpha Vantage provider profile
Build the integration with QVeris Docs
Alpha Vantage 期权 API 文档
在 QVeris 中检查美国实时期权数据
查看 Alpha Vantage 供应商页面
参考 QVeris 文档完成集成