Query history with SQL
POST SELECT queries to the historical API — ClickHouse syntax for filters, aggregations, and window-style analysis on RawOptionTrades.
For quant research
Options Data API for Quant Research & Backtesting
Run custom SQL against a multi-billion-row U.S. options warehouse — premium, Greeks, IV, and contract metadata — then promote the same logic against the live WebSocket feed.
Who this is for: quant researchers, systematic desks, and data scientists who need historical options prints via SQL (not only REST pagination) and a path from notebook backtests to production alerts.
Research workflow on OptionData
Explore with SQL, validate features with chain snapshots, then wire production monitors on the same licensed dataset.
Engineer features once
Use premium, size, side, DTE, Greeks, and IV fields that exist on both historical rows and live prints to avoid train/serve skew.
Enrich with option chains
Pull full chains over REST for bid/ask, open interest, and IV surface context around a signal timestamp.
Deploy on the live tape
Stream the same field schema over WebSocket (~10M trades/day) for production scanners without switching vendors.
Why quants pick SQL-first options data
- 2.8B+ stored option trades from February 2025 onward
- ClickHouse SQL over REST — no bulk file downloads required for iteration
- Trade-level Greeks and implied volatility for research features
- Consistent schema between historical SQL and real-time WebSocket
- Option-chain REST for surface and OI context
- Trial plan available; production SQL row caps apply on free trial
Example: hourly premium and Greeks by symbol
SELECT
toStartOfHour(timestamp) AS hour,
symbol,
sum(size * price * 100) AS premium,
avg(delta) AS avg_delta,
avg(implied_volatility) AS avg_iv,
count() AS trades
FROM RawOptionTrades
WHERE date BETWEEN '2025-06-01' AND '2025-06-30'
AND symbol IN ('AAPL', 'NVDA', 'TSLA')
GROUP BY hour, symbol
ORDER BY hour, premium DESC;Continue the quant stack
Pair historical SQL with flow definitions and chain docs for end-to-end research.
Options data API for quants — FAQ
Can I query historical options data with SQL?
Yes. OptionData’s historical API accepts SELECT queries over ClickHouse against stored U.S. option trades (2.8B+ rows from Feb 2025+), including premium, Greeks, and IV fields where available.
Is the data good for options backtesting?
Yes for trade-print research and rule backtests on the stored tape. You define strategy logic in SQL or your notebook; OptionData provides the underlying prints and chain snapshots.
How do I go from research to production?
Use the same field semantics on the WebSocket feed for live scoring. One API key covers historical SQL, real-time flow, and option-chain REST.
Are there query guardrails?
Yes. Queries are SELECT-only with table allowlists, timeouts, and row/byte caps. Free trial SQL responses are capped (e.g. 10 rows) so you can validate connectivity before upgrading.