InsightSentry - Real-time Financial Data API

1. Symbol Search

Find underlying symbol codes with /v3/symbols/search. Leave query empty to filter by type or country, or use an exchange prefix such as NASDAQ:.

BASH

GET https://api.insightsentry.com/v3/symbols/search?query=apple

Search Parameters:

query (optional): Search text, or an exchange prefix like NASDAQ:
type (optional): Instrument type filter, such as stock, futures, etf, index, or none
country (optional): 2-letter ISO country code, such as US
page (optional): Result page. Each page returns up to 50 symbols.

2. Option Contracts

This endpoint returns option contract metadata and codes for the specified underlying symbol. You can filter by strike, strike range, expiration date, expiration date range, and option type before sending returned codes to /v3/symbols/quotes for latest trade price and volume data. If no strike, range, expiration, from, or to selector is provided, range defaults to 1000. If the response includes next_token, request the next page by sending the same filters plus next_token. Futures options are not currently supported by this endpoint.

Example

BASH

GET https://api.insightsentry.com/v3/options/contracts?code=NASDAQ:AAPL

JSON

{
  "underlying_code": "NASDAQ:AAPL",
  "last_update": 1756912027000,
  "next_token": "MTAw",
  "data": [
    {
      "code": "OPRA:AAPL270618P325.0",
      "description": "AAPL Jun 18 2027 325 Put",
      "expiration": "2027-06-18",
      "type": "PUT",
      "status": "active",
      "style": "american",
      "strike_price": "325",
      "multiplier": "100",
      "size": "100",
      "open_interest": "125",
      "open_interest_date": "2026-05-14",
      "close_price": "82.35",
      "close_price_date": "2026-05-14"
    },
    {
      "code": "OPRA:AAPL270618C5.0",
      "description": "AAPL Jun 18 2027 5 Call",
      "expiration": "2027-06-18",
      "type": "CALL",
      "status": "active",
      "style": "american",
      "strike_price": "5",
      "multiplier": "100",
      "size": "100",
      "open_interest": null,
      "open_interest_date": null,
      "close_price": "196.1",
      "close_price_date": "2026-05-14"
    }
  ]
}

Filtering

Use date filters in YYYY-MM-DD format. The range parameter is a percentage around the current underlying price. If strike and range are both provided, strike takes precedence.

BASH

GET https://api.insightsentry.com/v3/options/contracts?code=NASDAQ:AAPL&from=2026-06-01&to=2026-12-31&type=call&range=10

Option Contracts Parameters:

code (required): Underlying symbol code in Exchange:Symbol format
strike (optional): Exact strike price. Takes precedence over range when both are provided.
range (optional): Strike range percentage around the current underlying price. When provided without strike, the response can include last_price. If no strike, range, expiration, from, or to selector is provided, range defaults to 1000.
expiration (optional): Exact expiration date. Ignored when from or to is provided.
from / to (optional): Minimum and maximum expiration dates
type (optional): call or put
next_token (optional): Token returned from a previous /v3/options/contracts response. Send the same filters plus next_token to request the next page.

3. Option Snapshots

Snapshot rows include the option code, previous daily bar, current daily bar, latest quote, and latest trade when those values are available. Timestamps are Unix timestamps in milliseconds. The endpoint supports the same public filters as /v3/options/contracts. If no strike, range, expiration, from, or to selector is provided, range defaults to 1000. If the response includes next_token, request the next page by sending the same filters plus next_token. Futures options are not currently supported by this endpoint.

Example

BASH

GET https://api.insightsentry.com/v3/options/snapshot?code=NASDAQ:AAPL&expiration=2026-05-15&type=call&range=10

JSON

{
  "underlying_code": "NASDAQ:AAPL",
  "last_price": 200,
  "next_token": "MTAw",
  "data": [
    {
      "code": "OPRA:AAPL260515C45.0",
      "prev": {
        "time": 1778731200000,
        "open": 253.45,
        "high": 254.04,
        "low": 253.45,
        "close": 253.63,
        "volume": 8,
        "trade_count": 8,
        "vwap": 253.79
      },
      "daily": {
        "time": 1778817600000,
        "open": 256.45,
        "high": 256.65,
        "low": 255.78,
        "close": 255.78,
        "volume": 9,
        "trade_count": 9,
        "vwap": 256.39
      },
      "latest_quote": {
        "time": 1778875199955,
        "ask": 256.55,
        "ask_size": 2,
        "bid": 253.6,
        "bid_size": 156
      },
      "latest_trade": {
        "time": 1778872941603,
        "last_price": 255.78,
        "size": 1
      }
    }
  ]
}

Option Snapshot Parameters:

code (required): Underlying symbol code in Exchange:Symbol format
strike (optional): Exact strike price. Takes precedence over range when both are provided.
range (optional): Strike range percentage around the current underlying price. When provided without strike, the response can include last_price. If no strike, range, expiration, from, or to selector is provided, range defaults to 1000.
expiration (optional): Exact expiration date. Ignored when from or to is provided.
from / to (optional): Minimum and maximum expiration dates
type (optional): call or put
next_token (optional): Token returned from a previous /v3/options/snapshot response. Send the same filters plus next_token to request the next page.

4. Supported Markets

Current Coverage

Options endpoints support US stocks, ETFs, indices, and selected futures option workflows. Use /v3/options/contracts to discover contract metadata, /v3/options/snapshot to retrieve current option snapshots, and /v3/options/quotes to query filtered option quote rows for supported stock, ETF, and index underlyings. /v3/options/contracts and /v3/options/snapshot currently do not support futures options.

US stock, ETF, and index option contracts use OPRA: codes. Futures option codes use their futures exchange prefix and must be built from specific futures contracts.

Recommended Workflow:

Use /v3/options/contracts to view available contracts for a supported stock, ETF, or index underlying.
Use /v3/options/quotes to view option quote rows filtered by expiration, strike, range, and type.
Use /v3/options/snapshot when you need current daily bars, bid/ask, and latest trade data in one response.
Use returned OPRA: contract codes with /v3/symbols/quotes for the latest trade price or /v3/symbols/:symbol/series for historical bar data.

Using OPRA Option Codes

The options endpoints return contract codes such as OPRA:AAPL270618P325.0. Pass those codes directly to the standard quote and series endpoints.

For latest trade price, bid/ask, and volume, call /v3/symbols/quotes. For historical OHLCV bars, call /v3/symbols/:symbol/series.

Practical Workflow

Example 1: View Contracts

1. Search for the underlying: GET /v3/symbols/search?query=AAPL&type=stock&country=US

2. List available contracts: GET /v3/options/contracts?code=NASDAQ:AAPL&type=call&range=10

Example 2: View Option Snapshots

Retrieve current snapshots near the underlying price: GET /v3/options/snapshot?code=NASDAQ:AAPL&type=call&range=10

Example 3: View Filtered Option Quotes

Filter by expiration range: GET /v3/options/quotes?code=NASDAQ:AAPL&from=2026-06-01&to=2026-12-31&type=call&range=10

Filter by strike: GET /v3/options/quotes?code=NASDAQ:AAPL&strike=210&type=put

Futures Options

Use specific futures contract codes such as CME_MINI:NQU2027.
Continuous futures codes such as CME_MINI:NQ1! are not option contract roots.
Each futures contract has its own set of options.
Options expire before the underlying futures contract.

5. Understanding Option Codes

Option Code Structure

Option codes encode the exchange, underlying, expiration, type, and strike.

Code Format Breakdown

Exchange	Symbol	Expiration	Type	Strike
OPRA:	AAPL	270618	P	325.0
CME_MINI:	NQ	270618	P	24450

Format Examples

Equity Option (AAPL Put):

OPRA:AAPL270618P325.0

OPRA: Options exchange
AAPL: Apple Inc. stock
270618: Expires June 18, 2027 (YYMMDD)
P: Put option
325.0: Strike price $325.00

Futures Option (NASDAQ Mini Put):

CME_MINI:NQ270618P24450

CME_MINI: CME futures exchange
NQ: NASDAQ 100 E-mini futures
270618: Expires June 18, 2027 (YYMMDD)
P: Put option
24450: Strike price 24,450 index points

Option Type Codes

C = Call option (right to buy)

P = Put option (right to sell)

6. Option Chains

Filtering Option Data

Use /v3/options/quotes to query current option quote rows by expiration, strike, strike range, and option type.

The endpoint returns bid/ask quote fields, Greeks, implied volatility, theoretical price, strike, expiration, type, and the option contract code. Use strike, range, expiration, from, or to to narrow results. If no strike, range, expiration, from, or to selector is provided, range defaults to 1000. If strike and range are both provided, strike takes precedence.

Options Quotes Endpoint

Query by exact expiration date:

BASH

GET https://api.insightsentry.com/v3/options/quotes?code=NASDAQ:AAPL&expiration=2027-06-17

Query by expiration date range, option type, and strike range around the current underlying price:

BASH

GET https://api.insightsentry.com/v3/options/quotes?code=NASDAQ:AAPL&from=2026-06-01&to=2026-12-31&type=call&range=10

Query by exact strike price:

BASH

GET https://api.insightsentry.com/v3/options/quotes?code=NASDAQ:AAPL&strike=210&type=put

Sorting Options

Sort with sortBy and sort:

BASH

GET https://api.insightsentry.com/v3/options/quotes?code=NASDAQ:AAPL&expiration=2027-06-17&sortBy=strike_price&sort=asc

Available Sort Fields (sortBy):

typeask_pricebid_pricedeltagammaexpirationimplied_volatilityrhostrike_pricetheoretical_pricethetavega

sort: Use asc (ascending) or desc (descending). Default is asc.

Options Quotes Parameters:

code (required): Underlying symbol code
strike (optional): Exact strike price
range (optional): Strike range percentage around the current underlying price. When provided without strike, the response can include last_price. If no strike, range, expiration, from, or to selector is provided, range defaults to 1000.
expiration (optional): Exact expiration date. Ignored when from or to is provided.
from / to (optional): Minimum and maximum expiration dates
type (optional): call or put
sortBy / sort (optional): Sort field and asc or desc order

JSON

{
  "underlying_code": "NASDAQ:AAPL",
  "last_update": 1756912027000,
  "data": [
    {
      "code": "OPRA:AAPL270617C150.0",
      "ask_price": 12.5,
      "bid_price": 12.0,
      "delta": 0.65,
      "gamma": 0.02,
      "implied_volatility": 0.25,
      "type": "CALL",
      "rho": 0.08,
      "strike_price": 150,
      "theoretical_price": 12.25,
      "theta": -0.05,
      "vega": 0.15,
      "bid_iv": 0.24,
      "ask_iv": 0.26,
      "expiration": 20270617
    },
    {
      "code": "OPRA:AAPL270617P150.0",
      "ask_price": 8.2,
      "bid_price": 7.8,
      "delta": -0.35,
      "gamma": 0.02,
      "implied_volatility": 0.23,
      "type": "PUT",
      "rho": -0.06,
      "strike_price": 150,
      "theoretical_price": 8.0,
      "theta": -0.04,
      "vega": 0.15,
      "bid_iv": 0.22,
      "ask_iv": 0.24,
      "expiration": 20270617
    }
  ]
}

Option Quote Data Fields

Pricing:

ask_price, bid_price
theoretical_price - Fair value estimate
bid_iv, ask_iv - Implied volatility at bid/ask

Greeks:

delta - Price sensitivity to underlying
gamma - Delta change rate
theta - Time decay
vega
rho

expiration: Date in YYYYMMDD format (e.g., 20270617)

type: "CALL" or "PUT"

Common Quote Filters

Expiration Range

Sort by strike_price to compare contracts within the date window.

Strike or Range

Use strike for an exact strike or range to request strikes around the current underlying price. Sort by expiration to compare contracts across time.

7. Real-time Quotes

Getting Real-time Option Prices

Request current quotes using option codes with /v3/symbols/quotes.

Option codes and regular symbol codes can share a request.

Multiple Option Quotes

Request quotes for multiple options (up to 10) by separating codes with commas:

BASH

GET https://api.insightsentry.com/v3/symbols/quotes?codes=OPRA:AAPL271217P370.0,OPRA:AAPL271219C145.0,OPRA:AAPL271218P50.0

JSON

{
  "total_items": 3,
  "data": [
    {
      "code": "OPRA:AAPL271217P370.0",
      "status": "CLOSED",
      "lp_time": 1750065411.0,
      "volume": 0.0,
      "last_price": 166.14,
      "ask": 133.55,
      "bid": 129.75,
      "ask_size": 107.0,
      "bid_size": 107.0,
      "open_price": 166.14,
      "low_price": 166.14,
      "high_price": 166.14,
      "delay_seconds": 0
    },
    {
      "code": "OPRA:AAPL271219C145.0",
      "status": "CLOSED",
      "lp_time": 1756918904.0,
      "volume": 6.0,
      "last_price": 94.2,
      "change_percent": 10.02,
      "change": 8.6,
      "ask": 96.15,
      "bid": 94.4,
      "ask_size": 195.0,
      "bid_size": 258.0,
      "prev_close_price": 85.62,
      "open_price": 93.1,
      "low_price": 93.1,
      "high_price": 94.28,
      "delay_seconds": 0
    },
    {
      "code": "OPRA:AAPL261218P50.0",
      "status": "CLOSED",
      "lp_time": 1756910857.0,
      "volume": 1.0,
      "last_price": 0.09,
      "change_percent": -18.18,
      "change": -0.02,
      "ask": 0.12,
      "bid": 0.07,
      "ask_size": 111.0,
      "bid_size": 98.0,
      "prev_close_price": 0.11,
      "open_price": 0.09,
      "low_price": 0.09,
      "high_price": 0.09,
      "delay_seconds": 0
    }
  ]
}

Request Limits

Multiple Symbol Guidelines:

Maximum 10 symbols per request
Separate codes with commas (no spaces)
All codes must be valid symbols (options, stocks, futures, etc.)
Mixed asset types are supported
Optional quote parameters: settlement, badj, extended, split, and dadj

Quote Parameters:

codes (required): Comma-separated symbol codes, up to 10 per request
settlement (optional): Use settlement as daily close. Default is false.
badj (optional): Back-adjust continuous futures. Default is true.
extended (optional): Include extended hours where supported. Default is true.
split (optional): Split adjustment for equities and ETFs. Default is true.
dadj (optional): Dividend adjustment when split=true. Default is false.

8. Historical Option Data

Historical OHLCV Data

Retrieve historical price (up to 30k data points) and volume data for option contracts using the /v3/symbols/:symbol/series endpoint.

Important Limitations

Historical options data has the following restrictions:

Expired options are NOT supported
Futures options are NOT supported
Only equity options are currently available
Options must still be active and trading

Historical Data Request

Get daily historical data for an option contract:

BASH

GET https://api.insightsentry.com/v3/symbols/OPRA:AAPL271217P205.0/series?bar_type=day&bar_interval=1&dp=20000

You can also request different time intervals:

BASH

# Hourly data
GET https://api.insightsentry.com/v3/symbols/OPRA:AAPL271217P205.0/series?bar_type=hour&bar_interval=1&dp=20000

# 5-minute data
GET https://api.insightsentry.com/v3/symbols/OPRA:AAPL271217P205.0/series?bar_type=minute&bar_interval=5&dp=20000

JSON

{
  "code": "OPRA:AAPL271217P205.0",
  "bar_end": 1733432340.0,
  "last_update": 1733432400000,
  "bar_type": "1D",
  "series": [
    {
      "time": 1704153600.0,
      "open": 82.50,
      "high": 84.75,
      "low": 81.25,
      "close": 83.80,
      "volume": 1450
    },
    {
      "time": 1704240000.0,
      "open": 84.00,
      "high": 86.25,
      "low": 83.50,
      "close": 85.90,
      "volume": 2100
    },
    {
      "time": 1704326400.0,
      "open": 85.75,
      "high": 87.20,
      "low": 84.90,
      "close": 86.45,
      "volume": 1890
    }
  ]
}

Request Parameters

Available Parameters:

symbol (required path parameter): Option code from /v3/options/contracts
bar_type (optional): tick, second, minute, hour, day, week, month (default: day)
bar_interval (optional): Number of bars, from 1 to 1440. The bar_type and bar_interval combination must not exceed one year. Default is 1.
extended (optional): Include extended hours data (default: true)
split (optional): Split adjustment for equities and ETFs (default: true). When false, returns unadjusted data and overrides dadj.
dadj (optional): Dividend adjustment for equities (default: false)
badj (optional): Back-adjustment for continuous futures (default: true)
dp (optional): Maximum data points to return, from 1 to 30000 (default: 3000)
currency (optional): Convert OHLCV data to a valid ISO 4217 currency code such as USD, EUR, or GBP
settlement (optional): Use settlement as daily close (default: false)
abbr (optional): Return compact output with series_keys and array-based series rows for lower token usage (default: false)