Ally Invest API Documentation
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GET/POST market/options/search{.format}
Description
This call will return the full list of available option strikes for a given symbol. While this request type is GET, POST can also be used and is recommended for longer queries.
| Authentication Required | |
| Yes | OAuth 1.0a |
| URI Parameters | |
| format | a response format, default is xml (See Response Structure ) |
| Query Parameters | |
| symbol |
a single symbol for which options are traded |
| query |
a query string composed using fields and operators. Option queries are composed of three elements: a condition, an operator and a value in the format field-operator:value (i.e., xyear-eq:2012). Multiple conditions can be joined together using the AND operator (i.e., xyear-eq:2012 AND xmonth-eq:07). The list of valid conditions and operators are listed below. Individual conditions should be separate by a single space. |
| fids | a comma-delimited list of data fields (i.e. fids=ask,bid,vol). The fids parameter should be used when a customized list of fields is desired. By default, all applicable data fields are returned. |
| Example URL | |
| https://devapi.invest.ally.com/v1/market/options/search.xml |
|
Special Considerations
| Queryable Fields | |
| strikeprice | possible values: 5 or 7.50, integers or decimals |
| xdate | YYYYMMDD |
| xmonth | MM |
| xyear | YYYY |
| put_call | possible values: put, call |
| unique | possible values: strikeprice, xdate |
| Operators | |
| lt | less than |
| gt | greater than |
| gte | greater than or equal to |
| lte | less than or equal to |
| eq | equal to |
Data Fields
| Data Tag | Description |
|---|---|
| ask |
Ask price |
| ask_time |
Time of latest ask |
| asksz |
Size of latest ask (in 100's) |
| basis |
Reported precision (quotation decimal places) |
| bid |
Bid price |
| bid_time |
Time of latest bid |
| bidsz |
Size of latest bid (in 100's) |
| chg |
Change since prior day close (cl) |
| chg_sign |
Change sign (e, u, d) as even, up, down |
| chg_t |
change in text format |
| cl | previous close |
| contract_size |
contract size for option |
| date |
Trade date of last trade |
| datetime | Date and time |
| days_to_expiration |
Days until option expiration date |
| exch |
exchange code |
| exch_desc |
exchange description |
| hi |
High Trade Price for the trading day |
| incr_vl |
Volume of last trade |
| issue_desc |
Issue description |
| last |
Last trade price |
| lo | Low Trade Price for the trading day |
| op_delivery |
Option Settlement Designation – S Std N – Non Std X - NA |
| op_flag |
Security has options (1=Yes, 0=No). |
| op_style | Option Style – values are “A” American and “E” European |
| op_subclass | Option class (0=Standard, 1=Leap, 3=Short Term) |
| opn | Open trade price |
| pchg | percentage change from prior day close |
| pchg_sign | pchg sign, "u" for up, "d" for down |
| pcls | Prior day close |
| phi | Prior day high value |
| plo | Prior day low value |
| popn | Prior day open |
| pr_date | Trade Date of Prior Last |
| pr_openinterest | Prior day's open interest |
| prchg | Prior day change |
| prem_mult | Option premium multiplier |
| put_call | Option type (Put or Call) |
| pvol | Prior day total volume |
| rootsymbol | Option root symbol |
| secclass | Security class (0=stock, 1=option) |
| sesn | Trading session as (pre, regular, & post) |
| strikeprice | Option strike price (not extended by multiplier) |
| symbol | Symbol from data provider |
| tcond | Trade condition code – (H) Halted or (R) Resumed |
| timestamp | Timestamp |
| tr_num |
Number of trades since market open |
| tradetick | Tick direction from prior trade – (e,u,d) even, up, down) |
| under_cusip | An option's underlying cusip |
| undersymbol | An option's underlying symbol |
| vl | Cumulative volume |
| vwap | Volume weighted average price |
| wk52hi | 52 week high |
| wk52hidate | 52 week high date |
| wk52lo | 52 week low |
| wk52lodate | 52 week low date |
| xdate | Expiration date of option in the format of (YYYYMMDD) |
| xday | Expiration day of option |
| xmonth | Expiration month of option |
| xyear | Expiration year of option |
Request Example
GET /v1/market/options/search.xml?symbol=MSFT&query=xyear-eq%3A2013%20AND%20xmonth-eq%3A01%20AND%20strikeprice-gt%3A30 HTTP/1.1
Authorization: OAuth
oauth_consumer_key="672e71387c0a126f4e13296ecfb2b7bc",
oauth_nonce="cfdb7f42de425d94fbc24c11a920c33e",
oauth_signature="Vfm148kAgBZ6azEHqds43aY2UsEg3D",
oauth_signature_method="HMAC-SHA1",
oauth_timestamp="1306871932",
oauth_token="819682555b63ab8bd90a4138138e7365",
oauth_version="1.0"
Connection: close
Host: devapi.invest.ally.com
Response Example
<?xml version="1.0" encoding="UTF-8"?>
<response id="-198e0f1:1365a74e50d:56f">
<quotes>
<quote>
<ask>0</ask>
<ask_time>00:00</ask_time>
<asksz>0</asksz>
<basis>-2</basis>
<bid>0</bid>
<bid_time>00:00</bid_time>
<bidsz>0</bidsz>
<chg>0</chg>
<chg_sign>e</chg_sign>
<chg_t>0</chg_t>
<cl>0</cl>
<contract_size>100</contract_size>
<date>2012-03-28</date>
<datetime>2012-03-28T00:00:00-04:00</datetime>
<days_to_expiration>297</days_to_expiration>
<exch>CBOE_OP</exch>
<exch_desc>OPRA Electronic Options</exch_desc>
<hi>0</hi>
<incr_vl>0</incr_vl>
<issue_desc>PUT JAN-13 $ 35.00</issue_desc>
<last>0</last>
<lo>0</lo>
<op_delivery>S</op_delivery>
<op_flag>0</op_flag>
<op_style>A</op_style>
<op_subclass>0</op_subclass>
<opn>0</opn>
<pchg>nan %</pchg>
<pchg_sign>e</pchg_sign>
<pcls>0</pcls>
<phi>0</phi>
<plo>0</plo>
<popn>0</popn>
<pr_openinterest>13,200</pr_openinterest>
<prchg>0</prchg>
<prem_mult>100</prem_mult>
<put_call>put</put_call>
<pvol>0</pvol>
<rootsymbol>MSFT</rootsymbol>
<secclass>1</secclass>
<sesn>regular</sesn>
<strikeprice>35.00</strikeprice>
<symbol>MSFT130119P00035000</symbol>
<tcond>R</tcond>
<timestamp>1332907200</timestamp>
<tr_num>0</tr_num>
<tradetick>e</tradetick>
<under_cusip>59491810</under_cusip>
<undersymbol>MSFT</undersymbol>
<vl>0</vl>
<vwap>0</vwap>
<wk52hi>0</wk52hi>
<wk52lo>0</wk52lo>
<xdate>20130119</xdate>
<xday>19</xday>
<xmonth>01</xmonth>
<xyear>2013</xyear>
</quote>
<quote>
<ask>0</ask>
<ask_time>00:00</ask_time>
<asksz>0</asksz>
<basis>-2</basis>
<bid>0</bid>
<bid_time>00:00</bid_time>
<bidsz>0</bidsz>
<chg>0</chg>
<chg_sign>e</chg_sign>
<chg_t>0</chg_t>
<cl>0</cl>
<contract_size>100</contract_size>
<date>2012-03-28</date>
<datetime>2012-03-28T00:00:00-04:00</datetime>
<days_to_expiration>297</days_to_expiration>
<exch>BATS_OP</exch>
<exch_desc>OPRA - BATS Trading</exch_desc>
<hi>0</hi>
<incr_vl>0</incr_vl>
<issue_desc>PUT JAN-13 $ 35.00</issue_desc>
<last>0</last>
<lo>0</lo>
<op_delivery>S</op_delivery>
<op_flag>0</op_flag>
<op_style>A</op_style>
<op_subclass>0</op_subclass>
<opn>0</opn>
<pchg>0.000 %</pchg>
<pchg_sign>d</pchg_sign>
<pcls>4.35</pcls>
<phi>4.35</phi>
<plo>4.35</plo>
<popn>4.35</popn>
<pr_date>2012-03-26</pr_date>
<pr_openinterest>13,200</pr_openinterest>
<prchg>-0.40</prchg>
<prem_mult>100</prem_mult>
<put_call>put</put_call>
<pvol>2</pvol>
<rootsymbol>MSFT</rootsymbol>
<secclass>1</secclass>
<sesn>regular</sesn>
<strikeprice>35.00</strikeprice>
<symbol>MSFT130119P00035000</symbol>
<tcond>R</tcond>
<timestamp>1332907200</timestamp>
<tr_num>0</tr_num>
<tradetick>e</tradetick>
<under_cusip>59491810</under_cusip>
<undersymbol>MSFT</undersymbol>
<vl>0</vl>
<vwap>0</vwap>
<wk52hi>11.75</wk52hi>
<wk52hidate>20110808</wk52hidate>
<wk52lo>4.35</wk52lo>
<wk52lodate>20120326</wk52lodate>
<xdate>20130119</xdate>
<xday>19</xday>
<xmonth>01</xmonth>
<xyear>2013</xyear>
</quote>
</quotes>
</response>
Disclaimer:
Any mention of actual symbols are to be used for coding purposes only and do not imply a recommendation or solicitation to buy or sell a particular security or to engage in any particular investment strategy.
At the time of publication and in the preceding month, Ally Invest did not have ownership greater than 1% in any stocks mentioned here and does not have any other actual, material conflict of interest known at the time of publication.
Ally Invest did not receive compensation from a public offering or from investment banking services related to any companies mentioned here within the past 12 months, or expects to receive any in the next 3 months. Ally Invest did not engage in market making in the securities mentioned here.
Ally Invest Securities' background can be found at FINRA's BrokerCheck . Options involve risk and are not suitable for all investors.
Review the Characteristics and Risks of Standardized Options brochure before you begin trading options. Options investors may lose the entire amount of their investment in a relatively short period of time.