Historical Options Data API for contracts, quotes, trades, and backtests
CuteMarkets provides a historical options data API with contracts using `as_of`, historical quote and trade data, aggregates, and open/close data for event studies, scanners, and backtests.
A historical options data API is useful for backtesting only when it can recreate the contract universe and market context that existed at the decision time. CuteMarkets supports that with `as_of` contract discovery, quote history, trade history, aggregate bars, and expiration lookups.
Why teams use it
What makes a historical options data API usable for research
Contracts with `as_of`
Reconstruct the historical contract universe instead of accidentally using today’s listings in a past event study.
Historical quote history
Inspect spread quality and bid/ask behavior instead of treating the midpoint as always available.
Historical trade history
Review actual prints and time-and-sales behavior to judge liquidity and entry quality around events.
OHLC aggregates and open/close
Support event-study pricing, daily snapshots, and broader historical analysis using bar data and single-day endpoints.
Expiration lookups
Align historical studies with the correct post-event expiry structure rather than guessing from today’s chain.
Docs and examples
Go straight from the landing page to the endpoint docs and the historical-options research articles already published on CuteMarkets.
Use cases
What you can build with this options data API
Options backtesting
Rebuild historical structures with the data objects needed for causal entry and exit assumptions.
Earnings event studies
Combine an external earnings calendar with historical contracts, quotes, trades, and expiries.
Quote-quality filters
Reject names or contracts that look tradable on a chain but were too wide when the trade would have happened.
Historical screeners
Backfill research dashboards and signal studies with historically correct contracts and bar data.
Developer examples
Two code paths teams usually need first
curl "https://api.cutemarkets.com/v1/options/contracts/?underlying_ticker=AAPL&as_of=2025-10-29&expiration_date=2025-11-21&limit=25" \
-H "Authorization: Bearer YOUR_API_KEY"curl "https://api.cutemarkets.com/v1/options/quotes/O:AAPL251121C00225000/?timestamp.gte=2025-10-29T13:30:00Z×tamp.lt=2025-10-29T20:00:00Z" \
-H "Authorization: Bearer YOUR_API_KEY"Evaluate and compare
Why chain snapshots alone are not enough
Historical options data becomes far more useful when contract discovery, quotes, trades, and aggregates live together. That prevents a common failure mode where the study is historical in name and static in practice.
Options data API
Go back to the main product landing page for the full real-time and historical picture.
Options pricing API
See the pricing-specific workflow for quote and trade access around execution-quality questions.
Options backtesting API
Use a focused backtesting workflow for historical contracts, quotes, trades, and aggregates.
Backtest realism checker
Stress-test stale-contract risk, quote availability, last-price dependence, and spread drag in a browser workflow.
Options slippage calculator
Convert bid/ask assumptions into per-contract and total dollar drag before scaling a historical study.
Options contracts API
Start historical research with `as_of` contract discovery and expiration filters.
Best options data APIs
Compare providers on whether they support the historical objects required for serious research.
Docs to open next
Relevant API docs
Tutorials and research
Related articles
FAQ
Common questions about this options data API
What should a historical options data API include for backtesting?
At minimum it should support historical contract discovery, historical quotes or trades, and historical pricing aggregates. Otherwise the backtest quickly becomes too optimistic.
Does CuteMarkets provide both real-time and historical options data?
Yes. CuteMarkets supports real-time snapshots and historical workflows across contracts, trades, quotes, aggregates, and expirations, with plan-specific live or delayed access.
Do you provide quotes, trades, and historical contracts?
Yes. The platform includes contracts, chain snapshots, contract snapshots, trade history, quote history, aggregates, and expiration lookups for U.S.-listed options.
Do you provide the earnings calendar too?
CuteMarkets provides the options data layer. Earnings timing should come from a dedicated earnings calendar source that you combine with the options data.
Build historical options workflows on more than a static chain snapshot
Use historically correct contracts, quote and trade context, and aggregate data from one API surface, then move from docs into production with a free key.