Authenticate
Use cus_… or apikey_… on POST https://www.optiondata.io/api/historical/sql.
Query licensed U.S. equity options history with SELECT-only SQL over REST. Ideal when you need 美股期权历史数据 for research, not CSV dumps.
GSC shows 美股期权历史数据 as a high-CTR Chinese query for OptionData. This page and /historical_data/?lang=zh are the primary landing surfaces for that intent.
Map 美股期权历史数据 demand to a concrete warehouse workflow under one OptionData key.
Use cus_… or apikey_… on POST https://www.optiondata.io/api/historical/sql.
Partition on date; filter symbol early. Fields include Greeks, IV, premium, OI.
Replay large premium, short DTE, or custom UOA logic before going live.
Use the WebSocket for alerts; use SQL to validate thresholds historically.
curl -X POST 'https://www.optiondata.io/api/historical/sql' \
-H 'Content-Type: application/json' \
-d '{
"api_key": "YOUR_API_KEY",
"sql": "SELECT symbol, strike, put_call, size, price, premium FROM RawOptionTrades WHERE date = today() AND symbol = '\''AAPL'\'' ORDER BY premium DESC LIMIT 25"
}'Deep docs and product surfaces for historical U.S. options data.
It is OPRA-derived U.S. equity option trade history stored in ClickHouse and queried via POST /api/historical/sql — the same warehouse powering /historical_data/.
Coverage starts in February 2025 with 2.8B+ stored trades and growing.
Historical SQL is raw trade prints (not AGGREGATED mode). Aggregate in SQL with GROUP BY when needed.
Use https://www.optiondata.io/historical_data/?lang=zh or this hub page; Chinese landing pages are already pickable in Google Search Console for HK and related markets.