Options

Other Current Option Methods

value QuoteClient::get_option_kline_value(value identifiers, time_t begin_time, time_t end_time = 4070880000000)
value QuoteClient::get_option_symbols(utility::string_t market = U("HK"), utility::string_t lang = U(""))
value QuoteClient::get_option_analysis(const value &symbols, utility::string_t market = U("US"), utility::string_t lang = U(""))

get_option_kline_value requires option identifiers and a start time, returns raw JSON, and defaults end time to 4070880000000. get_option_symbols defaults to HK. get_option_analysis requires symbols and defaults to US. All return web::json::value and require the corresponding option quote permission.

auto raw_bars = quote_client.get_option_kline_value(identifiers, 1704067200000);
auto hk_symbols = quote_client.get_option_symbols();
auto analysis = quote_client.get_option_analysis(symbols);

Response provenance: these endpoints return unmodeled JSON and the SDK repository has no verified option-analysis fixture, so no synthetic Greeks are shown.

Get Option Expiration Dates

value QuoteClient::get_option_expiration(const value &symbols)

Description

Returns all option expiration dates for the specified underlying symbols.

Parameters

Parameter	Type	Required	Description
symbols	value	Yes	Array of up to 30 underlying symbols, for example `value::array({value::string(U("AAPL"))})`

Return

web::json::value JSON object containing expiration date list

Example

#include "tigerapi/quote_client.h"
#include "tigerapi/client_config.h"

using namespace TIGER_API;

ClientConfig config(false, U("your_config_directory_path"));
QuoteClient quote_client(config);

value symbols = value::array();
symbols[0] = value::string(U("AAPL"));

value result = quote_client.get_option_expiration(symbols);
ucout << result.serialize() << std::endl;

Response Example

{
  "code": 0,
  "message": "success",
  "timestamp": 1785528000000,
  "data": [
    {
      "symbol": "AAPL",
      "dates": ["2025-08-08", "2025-08-15", "2025-08-22"],
      "timestamps": [1754625600000, 1755230400000, 1755835200000],
      "count": 3
    }
  ]
}

Special option symbols for indices

S&P 500 (.SPX): monthly options use SPX; weekly and quarterly options use SPXW.
Nasdaq-100: monthly options use NDX; weekly options use NDXP.
VIX: monthly options use VIX; weekly options use VIXW.

Get an Option Chain

value QuoteClient::get_option_chain(const utility::string_t symbol, utility::string_t expiry, value option_filter)

Description

Returns the option chain for an underlying symbol and expiration date.

⚠️
Option-chain Greeks are deprecated
Greek-related option-chain request flags, filters/models, and response fields delta, gamma, theta, vega, and rho are Deprecated. Their values are updated daily and are not timely enough for intraday use. Do not use them for real-time trading decisions. Use Option Pricing Tools with current market inputs instead.

Parameters

Parameter	Type	Required	Description
symbol	utility::string_t	Yes	Underlying symbol, e.g., U("AAPL")
expiry	time_t or utility::string_t	Yes	Expiration date, timestamp (milliseconds) or date string e.g., U("2024-06-21")
option_filter	value	No	Filter conditions JSON object, default value::null()

option_filter Filter Conditions

Field	Type	Description
implied_volatility_min	double	Minimum implied volatility
implied_volatility_max	double	Maximum implied volatility
delta_min	double	Deprecated. Minimum daily-updated Delta; not suitable for intraday use
delta_max	double	Deprecated. Maximum daily-updated Delta; not suitable for intraday use
open_interest_min	int	Minimum open interest
open_interest_max	int	Maximum open interest
in_the_money	bool	Include only in-the-money options

Return

web::json::value JSON object

Example

ClientConfig config(false, U("your_config_directory_path"));
QuoteClient quote_client(config);

// Without filter conditions
value result = quote_client.get_option_chain(U("AAPL"), U("2024-06-21"));
ucout << result.serialize() << std::endl;

// With filter conditions
value filter = value::object();
filter[U("in_the_money")] = value::boolean(true);
value result2 = quote_client.get_option_chain(U("AAPL"), U("2024-06-21"), filter);

Response Example

{
  "code": 0,
  "message": "success",
  "timestamp": 1785528000000,
  "data": [
    {
      "symbol": "AAPL",
      "expiry": 1754625600000,
      "items": [
        {"identifier": "AAPL  250808C00230000", "strike": 230.0, "right": "CALL", "latestPrice": 80.50, "volume": 1200, "openInterest": 5600},
        {"identifier": "AAPL  250808P00230000", "strike": 230.0, "right": "PUT", "latestPrice": 1.25, "volume": 800, "openInterest": 3200}
      ]
    }
  ]
}

Get Option Quote Snapshots

value QuoteClient::get_option_brief(value identifiers)

Description

Returns real-time option quote snapshots.

Parameters

Parameter	Type	Required	Description
identifiers	value or utility::string_t	Yes	Option identifier, supports single string or array, up to 30. e.g., U("AAPL 240621C00190000")

Return

web::json::value JSON object

Example

ClientConfig config(false, U("your_config_directory_path"));
QuoteClient quote_client(config);

value result = quote_client.get_option_brief(U("AAPL  240621C00190000"));
ucout << result.serialize() << std::endl;

Response Example

{
  "code": 0,
  "message": "success",
  "timestamp": 1785528000000,
  "data": [
    {
      "identifier": "AAPL  250808C00230000",
      "symbol": "AAPL",
      "strike": 230.0,
      "right": "CALL",
      "multiplier": 100,
      "expiry": 1754625600000,
      "latestPrice": 80.50,
      "volume": 1200,
      "openInterest": 5600,
      "impliedVol": 0.3702,
      "delta": 0.92,
      "gamma": 0.008,
      "theta": -0.15,
      "vega": 0.12
    }
  ]
}

Get Option Bars

vector<Kline> QuoteClient::get_option_kline(
    value identifiers, time_t begin_time, time_t end_time = 4070880000000)

Description

Returns candlestick bars (K-line data) for option contracts.

Parameters

Parameter	Type	Required	Description
identifiers	value	Yes	Option identifier array, up to 30
begin_time	time_t	Yes	Start timestamp (milliseconds)
end_time	time_t	No	End timestamp (milliseconds), default 4070880000000

Return

A web::json::value JSON object or a vector<Kline> list of bar objects.

Example

ClientConfig config(false, U("your_config_directory_path"));
QuoteClient quote_client(config);

value identifiers = value::array();
identifiers[0] = value::string(U("AAPL  240621C00190000"));

vector<Kline> klines = quote_client.get_option_kline(identifiers, 1700000000000);

Response Example

{
  "code": 0,
  "message": "success",
  "timestamp": 1785528000000,
  "data": [
    {
      "identifier": "AAPL  250808C00230000",
      "period": "day",
      "items": [
        {"time": 1785355200000, "open": 78.00, "high": 82.00, "low": 77.50, "close": 80.50, "volume": 1200},
        {"time": 1785441600000, "open": 80.50, "high": 83.00, "low": 79.00, "close": 81.25, "volume": 950}
      ]
    }
  ]
}

Get Option Trade Ticks

value QuoteClient::get_option_trade_tick(value identifiers)

Description

Returns tick-by-tick trades for option contracts.

Parameters

Parameter	Type	Required	Description
identifiers	value	Yes	Option identifier array, up to 30

Return

web::json::value JSON object

Response Example

{
  "code": 0,
  "message": "success",
  "timestamp": 1785528000000,
  "data": [
    {
      "identifier": "AAPL  250808C00230000",
      "items": [
        {"time": 1785527900000, "price": 80.50, "volume": 5, "type": "+"},
        {"time": 1785527920000, "price": 80.45, "volume": 3, "type": "-"}
      ]
    }
  ]
}

Get Option Market Depth

value QuoteClient::get_option_depth(const value &symbols, utility::string_t market)

Description

Returns market depth for options.

Parameters

Parameter	Type	Required	Description
symbols	value	Yes	Option identifier array, up to 30
market	utility::string_t	No	Market, default U("US")

Return

web::json::value JSON object

Response Example

{
  "code": 0,
  "message": "success",
  "timestamp": 1785528000000,
  "data": [
    {
      "identifier": "AAPL  250808C00230000",
      "asks": [
        {"price": 80.80, "volume": 20, "count": 0},
        {"price": 80.90, "volume": 15, "count": 0}
      ],
      "bids": [
        {"price": 80.50, "volume": 10, "count": 0},
        {"price": 80.40, "volume": 25, "count": 0}
      ]
    }
  ]
}

Get Option Intraday Data

value QuoteClient::get_option_timeline(const value &symbols, utility::string_t market, time_t begin_time)

Description

Returns intraday data for options.

Parameters

Parameter	Type	Required	Description
symbols	value	Yes	Option identifier array, up to 30
market	utility::string_t	No	Market, default U("US")
begin_time	time_t	No	Start timestamp, default -1

Return

web::json::value JSON object

Other Current Option Methods

Get Option Expiration Dates

Get an Option Chain

Get Option Quote Snapshots

Get Option Bars

Get Option Trade Ticks

Get Option Market Depth

Get Option Intraday Data

What’s Next