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Options Market Data

alpaca-data::Client::options() exposes Alpaca option market-data HTTP routes.

Implemented Mirror Methods​

  • bars
  • trades
  • latest_quotes
  • latest_trades
  • snapshots
  • chain
  • condition_codes
  • exchange_codes

Convenience Methods​

  • bars_all
  • trades_all
  • snapshots_all
  • chain_all

Typical Requests​

Historical bars for concrete option symbols:

use alpaca_data::{Client, options};

let client = Client::from_env()?;
let bars = client
    .options()
    .bars(options::BarsRequest {
        symbols: vec!["AAPL260619C00200000".into()],
        timeframe: options::TimeFrame::OneDay,
        start: Some("2026-04-01T00:00:00Z".into()),
        end: Some("2026-04-08T00:00:00Z".into()),
        ..options::BarsRequest::default()
    })
    .await?;
# let _ = bars;
# Ok::<(), alpaca_data::Error>(())

Option chain snapshots by underlying:

use alpaca_data::{Client, options};

let client = Client::from_env()?;
let chain = client
    .options()
    .chain(options::ChainRequest {
        underlying_symbol: "AAPL".into(),
        expiration_date_gte: Some("2026-06-01".into()),
        expiration_date_lte: Some("2026-06-30".into()),
        ..options::ChainRequest::default()
    })
    .await?;
# let _ = chain;
# Ok::<(), alpaca_data::Error>(())

Request Notes​

  • historical and latest symbol-list routes require non-empty option symbol lists
  • chain queries require a non-empty underlying_symbol
  • chain and snapshot endpoints honor official pagination and limit bounds
  • numeric strike filters stay exact through rust_decimal::Decimal

Not Implemented Here​

  • option websocket or streaming APIs
  • option pricing, Greeks, or implied-volatility helpers
  • synthetic contract discovery beyond the official HTTP routes