Options Snapshots

Implementation details

Model name	Parameters class	Data class
`OptionsSnapshots`	`OptionsSnapshotsQueryParams`	`OptionsSnapshotsData`

from openbb_core.provider.standard_models.options_snapshots import (
OptionsSnapshotsData,
OptionsSnapshotsQueryParams,
)

Name	Type	Description	Default	Optional
provider	Literal['intrinio']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.	None	True

Name	Type	Description	Default	Optional
provider	Literal['intrinio']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.	None	True
date	Union[Union[date, datetime, str], str]	The date of the data. Can be a datetime or an ISO datetime string. Data appears to go back to around 2022-06-01 Example: '2024-03-08T12:15:00+0400'	None	True
only_traded	bool	Only include options that have been traded during the session, default is True. Setting to false will dramatically increase the size of the response - use with caution.	True	True

Name	Type	Description
underlying_symbol	str	Ticker symbol of the underlying asset.
contract_symbol	str	Symbol of the options contract.
expiration	date	Expiration date of the options contract.
dte	int	Number of days to expiration of the options contract.
strike	float	Strike price of the options contract.
option_type	str	The type of option.
volume	int	The trading volume.
open_interest	int	Open interest at the time.
last_price	float	Last trade price at the time.
last_size	int	Lot size of the last trade.
last_timestamp	datetime	Timestamp of the last price.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.

Name	Type	Description
underlying_symbol	str	Ticker symbol of the underlying asset.
contract_symbol	str	Symbol of the options contract.
expiration	date	Expiration date of the options contract.
dte	int	Number of days to expiration of the options contract.
strike	float	Strike price of the options contract.
option_type	str	The type of option.
volume	int	The trading volume.
open_interest	int	Open interest at the time.
last_price	float	Last trade price at the time.
last_size	int	Lot size of the last trade.
last_timestamp	datetime	Timestamp of the last price.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
bid	float	The last bid price at the time.
bid_size	int	The size of the last bid price.
bid_timestamp	datetime	The timestamp of the last bid price.
ask	float	The last ask price at the time.
ask_size	int	The size of the last ask price.
ask_timestamp	datetime	The timestamp of the last ask price.
total_bid_volume	int	Total volume of bids.
bid_high	float	The highest bid price.
bid_low	float	The lowest bid price.
total_ask_volume	int	Total volume of asks.
ask_high	float	The highest ask price.
ask_low	float	The lowest ask price.