API Reference

Options aggregate endpoints cover: custom-range OHLC bars (many candles per request), the previous completed session as one daily bar, and a single-calendar-day open / close snapshot with pre-market and after-hours prices.

Quick definition: options aggregates are trade-derived OHLC bars. They summarize price path and activity, but they do not replace quote history when the question is executable bid/ask context.

Related guide: Options Aggregates API Guide

When aggregates are the right data

Use aggregates when the workflow needs chartable history, indicator inputs, daily reports, event-study windows, or compact activity summaries. A one-minute or daily aggregate is easier to store and scan than every trade, and the n and v fields help show whether the bar came from a few isolated prints or a more active period.

Aggregates are not the same as tradable quotes. A bar high, low, open, or close is based on qualifying trades inside the interval. A strategy that buys exactly at a bar low or exits exactly at a bar high is usually making an optimistic assumption unless it can also show quote evidence around that timestamp.

Failure modes

The biggest mistake is treating an aggregate bar as an executable path. A daily high can occur before the signal, a low can be a single odd print, and an interval with no bar can simply mean no qualifying trades occurred. Keep missing bars explicit instead of filling them with zeros, and do not assume every contract has continuous minute history.

For backtests, calculate signals from completed bars and execute using quote-aware rules after the signal time. Store the request URL, adjusted setting, pagination sequence, and the exact returned bars so another developer can reproduce the result.

Custom range bars

Retrieve custom-range OHLC (open, high, low, close) bars plus volume and trade counts for an options contract. Bars are built from qualifying trades in Eastern Time (ET). Intervals with no qualifying trades are omitted from the series: those gaps mean no trading in that window, not an API error.

Use this for charts, technical analysis, backtests, and research.

Endpoint (custom range)

GET /v1/options/aggs/{ticker}/{multiplier}/{timespan}/{from_date}/{to_date}

Path parameters

Query parameters

Response

Top-level fields:

Each element of results:

Example request

curl \
  "https://api.cutemarkets.com/v1/options/aggs/O:NFLX260402C00075000/1/day/2026-01-01/2026-04-01/?limit=10" \
  -H "Authorization: Bearer YOUR_API_KEY"

More examples:

# Newest bars first
curl \
  "https://api.cutemarkets.com/v1/options/aggs/O:NFLX260402C00075000/1/day/2026-01-01/2026-04-01/?limit=10&sort=desc" \
  -H "Authorization: Bearer YOUR_API_KEY"

# Not split-adjusted
curl \
  "https://api.cutemarkets.com/v1/options/aggs/O:NFLX260402C00075000/1/day/2026-01-01/2026-04-01/?limit=10&adjusted=false" \
  -H "Authorization: Bearer YOUR_API_KEY"

Sample response

{
  "ticker": "O:NFLX260402C00075000",
  "adjusted": true,
  "queryCount": 10,
  "resultsCount": 10,
  "count": 10,
  "results": [
    {
      "c": 5.05,
      "h": 6.2,
      "l": 5,
      "n": 9,
      "o": 6.2,
      "t": 1770872400000,
      "v": 18,
      "vw": 5.2461
    },
    {
      "c": 5.45,
      "h": 5.54,
      "l": 5,
      "n": 33,
      "o": 5.5,
      "t": 1770958800000,
      "v": 642,
      "vw": 5.3322
    }
  ],
  "status": "OK",
  "request_id": "cm_ac2d5134817a41a3987c2da8a79b57a7"
}

Daily open and close

For a single calendar date, fetch regular-session open, high, low, close, and volume, plus pre-market and after-hours prices when available. Useful for daily performance, historical snapshots, extended-hours context, and portfolio tracking.

Endpoint (daily summary)

GET /v1/options/open-close/{ticker}/{date}

Path parameters

Query parameters

Response

The payload is a flat object and always includes request_id.

Example request

curl \
  "https://api.cutemarkets.com/v1/options/open-close/O:NFLX260402C00075000/2026-03-10/" \
  -H "Authorization: Bearer YOUR_API_KEY"

curl \
  "https://api.cutemarkets.com/v1/options/open-close/O:NFLX260402C00075000/2026-03-10/?adjusted=false" \
  -H "Authorization: Bearer YOUR_API_KEY"

Sample response

{
  "afterHours": 21.98,
  "close": 21.98,
  "from": "2026-03-10",
  "high": 21.98,
  "low": 21.98,
  "open": 21.98,
  "preMarket": 21.98,
  "status": "OK",
  "symbol": "O:NFLX260402C00075000",
  "volume": 2,
  "request_id": "cm_a1b2c3d4e5f6478990a1b2c3d4e5f678"
}

Previous day bar

Returns the prior trading day’s daily OHLC bar for one options contract, open, high, low, close, volume, VWAP, trade count, and bar start timestamp. Use it for baselines, technical context, daily reports, and comparing “today” to the last session.

Endpoint (previous day)

GET /v1/options/aggs/{ticker}/prev

Path parameters

Query parameters

Response

Same envelope as custom range bars: status, request_id, ticker, adjusted, queryCount, resultsCount, results (typically one object), and often count (bar count, usually 1).

Each element of results uses the same OHLC fields as custom-range bars (o, h, l, c, v, vw, t, n). Some responses also include T (string), the contract ticker on the bar object.

Example request

curl \
  "https://api.cutemarkets.com/v1/options/aggs/O:NFLX260402C00075000/prev/" \
  -H "Authorization: Bearer YOUR_API_KEY"

curl \
  "https://api.cutemarkets.com/v1/options/aggs/O:NFLX260402C00075000/prev/?adjusted=false" \
  -H "Authorization: Bearer YOUR_API_KEY"

Sample response

{
  "adjusted": true,
  "count": 1,
  "queryCount": 1,
  "results": [
    {
      "T": "O:NFLX260402C00075000",
      "c": 22.7,
      "h": 22.7,
      "l": 22.07,
      "n": 4,
      "o": 22.07,
      "t": 1775160000000,
      "v": 4,
      "vw": 22.42
    }
  ],
  "resultsCount": 1,
  "status": "OK",
  "ticker": "O:NFLX260402C00075000",
  "request_id": "cm_a1b2c3d4e5f6478990a1b2c3d4e5f678"
}