Backtesting built
by traders.
Build scanners, dashboards, and backtests with U.S. stock and options data through structured JSON, quote-aware history, and authenticated WebSocket streams. Live or delayed access depends on your plan.
German precision & billing
CuteMarkets is headquartered and engineered in Germany. The product is built around explicit data contracts, status visibility, and repeatable checks for stock and options market workflows.
For B2B customers, our European entity supports German billing formats and EU tax invoices, including VAT and reverse-charge handling where applicable.
Build a request. See the response.
Pick a ticker, expiration, and contract type. Then hit Send to see exactly what our API returns.
https://api.cutemarkets.com/v1/options/chain/AAPL?expiration_date=2026-05-15&contract_type=call&limit=5Bearer YOUR_API_KEYAvailable endpoints
/v1/options/chain/{ticker}Full options chain snapshot
GET/v1/options/snapshot/{underlying}/{contract}Single option contract snapshot
GET/v1/options/contracts/{ticker}Single contract with Greeks & IV
GET/v1/options/quotes/{ticker}Historical NBBO quotes (nanosecond)
GET/v1/options/trades/{ticker}Trade-level tick data
GET/v1/options/aggs/{ticker}/prevPrevious trading day OHLC bar
GET/v1/options/aggs/{ticker}/{span}OHLCV aggregated bars
GET/v1/options/open-close/{ticker}/{date}Daily OHLC + pre/post market
GET/v1/options/indicators/sma/{ticker}Technical indicators (SMA, EMA, RSI…)
Execution realism guides
Practical checks for stock and options backtests
These pages support the core API pages with concrete modeling rules for quotes, trades, spreads, fills, stream freshness, and scanner evidence.
Why backtests fail
Stale contracts, last-price fills, quote gaps, and weak liquidity filters.
Slippage modeling
Bid/ask spread assumptions, midpoint fills, and marketable execution drag.
Mid vs fill price
Why a reference midpoint is not the same as an executable fill.
Bid/ask spread
Use spread as both a liquidity gate and a backtest cost input.
Quote vs trade timeline
Read bid, ask, midpoint, and prints together around each decision.
Popular expiration references
Expiring stock options list
Calendar list of SPY, QQQ, AAPL, NVDA, TSLA, IWM, and TLT option underlyings.
Expiration calendar by ticker
Ticker-by-ticker listed-date validation and API workflow.
2026 options expiration dates
Monthly OpEx, quarterly cycles, LEAPS anchors, and holiday moves.
TSLA weekly expiration dates
February 2025 reference dates and 2026 listed-date validation.
OCC option symbol decoder
Parse OSI ticker, expiration, call or put type, and strike.
VIX vs SPX OpEx
Understand the 30-day relationship and the 2026 timing exceptions.
When is OpEx this month?
Direct monthly OpEx answer with nearby weekly and quarterly context.
SPY May-June 2026
SPY May monthly OpEx and June holiday-adjusted expiration dates.
Backtesting built
by traders.
CuteMarkets was founded after years of building and running systematic strategies with the same pain: expensive data, legacy APIs, and too much integration friction. We built the stock and options API we wanted to use ourselves: clean REST, live WebSockets, and production-ready contracts.

Insights & Tutorials
Deep dives on backtesting, stocks and options data, WebSocket patterns, and market microstructure for developers who build.

The Developer's First Backtesting Loop: Start With Evidence, Not Optimism
A developer-first introduction to causal options backtesting: signal timestamps, point-in-time contracts, quote-aware fills, and artifacts.

What To Log Before Optimizing a Backtest

