API Reference

Tick-level options trades for one contract: price, size, exchange, condition codes, and nanosecond timestamps. Use it for intraday analysis, building aggregates, microstructure work, and audit trails.

This page covers historical trades and the last trade shortcut.

Endpoints

GET /v1/options/trades/{options_ticker}
GET /v1/options/trades/{options_ticker}/last

Historical trades

Path parameters

Query parameters

Response

Use limit and time filters to narrow each page; follow next_url when present.

Each element of results may include:

Example request

curl \
  "https://api.cutemarkets.com/v1/options/trades/O:NFLX260402C00075000/?limit=10" \
  -H "Authorization: Bearer YOUR_API_KEY"

Time range (example):

curl \
  "https://api.cutemarkets.com/v1/options/trades/O:NFLX260402C00075000/?timestamp.gte=2026-03-01&timestamp.lte=2026-03-31&limit=500&sort=timestamp&order=desc" \
  -H "Authorization: Bearer YOUR_API_KEY"

Sample response (historical)

{
  "results": [
    {
      "conditions": [209],
      "exchange": 313,
      "id": "",
      "price": 20.7,
      "sequence_number": 2634406060,
      "sip_timestamp": 1775071411326665293,
      "size": 5,
      "decimal_size": "5.0"
    },
    {
      "conditions": [209],
      "exchange": 307,
      "id": "",
      "price": 20,
      "sequence_number": 1491034441,
      "sip_timestamp": 1774973863784892318,
      "size": 2,
      "decimal_size": "2.0"
    },
    {
      "conditions": [233],
      "exchange": 302,
      "id": "",
      "participant_timestamp": 1774460986022000000,
      "price": 17.4,
      "sequence_number": 0,
      "sip_timestamp": 1774460986022000000,
      "size": 3,
      "decimal_size": "3.0"
    }
  ],
  "status": "OK",
  "request_id": "cm_b922dc90c9e74f0f98305e72a57955af"
}

Related workflow pages

• Options data API
• Quotes
• 0DTE options backtesting data requirements

How trades differ from quotes

Trades are executed prints. They prove that contracts changed hands, but they do not prove that the same price was available to your strategy at a later timestamp. Quotes show the bid and ask market; trades show what actually printed. A realistic options workflow usually needs both, because trade activity and executable context answer different questions.

Use trades to measure activity, tape behavior, volume bursts, and whether an aggregate bar was supported by real prints. Use quotes to test entries, exits, spread constraints, and fill assumptions. If a model buys at the midpoint but only stores trades, the fill logic cannot prove that the midpoint was available. If a model stores only quotes, it may miss whether there was actual printed activity around the signal.

Backtesting guidance

When trades feed a backtest, preserve the exact contract, timestamp bounds, sort order, and page sequence. Option contracts are sparse compared with stocks, so a query can return no trades even though the contract had an active quote market. That is not necessarily an error. It means the research code needs a fallback policy: reject the fill, use quotes for execution evidence, or widen the activity window while labeling the assumption.

Condition codes and corrections also matter. A production-grade research pipeline should keep the raw condition array and correction indicator, then decide which prints are eligible for volume, VWAP, or signal calculations. Do not silently collapse all prints into one price series without documenting the eligibility rule.

Last trade caveats

The last-trade endpoint is convenient for UI cards, current-state panels, and quick diagnostics. It should not be used as a historical fill model. A last trade can be stale, off the current bid/ask, or affected by sale conditions. Display the timestamp with the price and pair it with the latest quote when the user needs to evaluate whether the contract is currently actionable.

Last trade

Returns the latest trade for one options contract in a compact object (nanosecond timestamps, abbreviated field names). The shape differs from rows in Historical trades, use the field table below.

Path parameters

Query parameters

None.

Response

Fields on results when a last sale is available (names are abbreviated):

When no last trade exists for the contract, the response uses the usual error envelope, treat non-OK statuses like other options routes.

Example request

curl \
  "https://api.cutemarkets.com/v1/options/trades/O:NFLX260410C00060000/last/" \
  -H "Authorization: Bearer YOUR_API_KEY"

Sample response

{
  "results": {
    "T": "O:NFLX260410C00060000",
    "c": [233],
    "ds": "10.0",
    "i": "",
    "p": 35.14,
    "q": 2765195189,
    "s": 10,
    "t": 1775072777652877667,
    "x": 302
  },
  "status": "OK",
  "request_id": "cm_a1b2c3d4e5f6478990a1b2c3d4e5f678"
}