Release
July 22, 2021

Introducing Futures Data and New Options Endpoints

IEX Cloud now supports end-of-day U.S. data for futures contracts, as well as new and improved endpoints for end-of-day U.S. options data.

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IEX Cloud Team

https://iexcloud.io/community/blog/introducing-futures-data-and-new-options-endpoints
@iexcloud
https://iexcloud.io/community/blog/introducing-futures-data-and-new-options-endpoints
@iexcloud

Futures data on IEX Cloud is sourced from NYMEX (New York Mercantile Exchange), CBOT (Chicago Board of Trade), and CME (Chicago Mercantile Exchange). Symbols include indices, FX pairs, and commodities.

We’ve also released new and improved options endpoints. Improvements include:

  • Clearer organization of options data, which now uses our flexible Time Series data format.
  • A lower, more affordable data weight: We lowered the data weight for the new options endpoints from 1,000 to only 10.


The Time Series data structure – especially for options and futures – is great for putting data into a more convenient structure that’s flexible to your use case. It also requires a certain syntax. Be sure to give the instructions below a quick read before getting started.


Introducing The New Futures Endpoints (And Options Endpoints)

With futures and options, it’s typical to have your data organized by contract. So rather than querying for data by underlying stock or asset symbol, you’ll query for it by contract symbol.

Below are the five endpoints for options and futures data:

Futures Data Endpoints

  • Futures Symbols: Returns reference data. Query by a specific underlying asset to see a list of its supported contracts. You can also pull a full list of all supported underlying assets.
  • End of Day Futures: Returns full future contract data by contract. Query this endpoint by contract symbol.


Options Data Endpoints

  • Options Symbols: Returns options contract symbols and other data for underlying assets. Query by a specific asset, or pull out a full list for all options contracts.
  • End of Day Options V2: Returns full options contract data by contract. Query this endpoint by contract symbol.
  • End of Day Options (Deprecated): This is a legacy options endpoint that will be removed December 2021. Note that this endpoint operates differently from the updated options endpoints, and does not have the convenience of the standardized Time Series structure. It also has a much higher data weight. We recommend switching to our new options endpoints.


How was the legacy options endpoint structured, and why did we update it?

These updates were made to reduce complexity – and also with the help of feedback from our users!

On our legacy options endpoint, users would first query for options symbols, but this would return a mapping of stock symbols to contract expiration dates. Users would then have to query by both stock symbol and expiration date to retrieve the last updated record for all options.

If that sounds more complicated and less flexible – that’s because it was! With the new version, users can simply find the contract symbols by underlying asset, and then query by contract symbol.


Step-by-Step: How to Get Futures and Options Data

At a high level, options and futures follow a similar structure to other endpoints on the IEX Cloud API.

You’ll first use reference data to pull a list of contract symbols. You’ll then use those symbols across the Options and Futures endpoints.

If you’re totally new to making API calls, start with this tutorial here.

Step One

Start by using either the futures symbols or options symbols endpoints to return a full list of contract symbols by asset.

For instance, let's say you’re looking for all futures contract data for SPX (E-mini S&P 500 futures). Here’s the full documentation for the endpoint that you’ll use.

Here's the syntax for finding the contract symbol for a specific asset:

So you’ll sub in SPX for “underlying”, append your token, and make the following API call:

In the results, you’ll get a whole bunch of underlying data. You’ll also see the field “symbol.” That’s the contract symbol – you’ll use that to get the full data for the contract in your next API call.

Step Two

Next, you’ll return data by contract symbol.

Let’s continue with our SPX example for futures. Here’s the full documentation for the Futures endpoint.

And here's the syntax for finding data for a specific contract symbol – you can also optionally specify a range:

So now you'll sub in the contract symbol, again append your token, and make the following API call:

Note: This might not return any data in the future depending on the date of that future contract. Use the above just as an example.

That’s it! Remember that the Futures and Options endpoints work in the same way – so you can apply the steps above to either.


Calling All Futures and Options Data Experts!

Know a lot about how to use options and futures data? We want to hear from you! We’re looking for individuals to write articles that teach others in the community how to use options or futures data.

Apply to write an article for us with our Authors at IEX Cloud program. Your work will get shared with thousands of end users, our team will collaborate with you to workshop your content, and you’ll be compensated for your time.


Apply to Authors at IEX Cloud


Questions? Let us know how we can help at support@iexcloud.io.


IEX Cloud Services LLC makes no promises or guarantees herein regarding results from particular products and services, and neither the information, nor any opinion expressed here, constitutes a solicitation or offer to buy or sell any securities or provide any investment advice or service.
We’re excited to share that IEX Cloud now offers futures data, with end-of-day U.S. coverage for over 250,000 contracts.