API Reference

Expert or Commercial plan required. This endpoint is available on Expert and Commercial plans.

Historical National Best Bid and Offer (NBBO)–style quotes for one options contract: bid and ask price, sizes, exchange ids, sequence number, and nanosecond SIP timestamps. Expert and Commercial users can request either live quote rows or a 15-minute delayed view. Use it to study spread behavior, liquidity, backtests, and strategy refinement.

Quick definition: options quotes are timestamped bid/ask records. They are the main evidence for whether an option fill assumption was plausible at a specific moment.

Learning the market columns? Read Options Bid Ask Spread Explained before using quotes for fills or backtests.

Why quotes matter

Options do not trade continuously across every listed contract. A last sale can be stale while the bid/ask market has already moved. Quote history gives a backtest or execution model the market context it needs to decide whether a contract was tradable, how wide the spread was, and which side of the market a realistic fill should reference.

For research, preserve the quote timestamp, bid, ask, sizes, exchange ids, and the selected fill rule. The midpoint is useful as a mark, but it is not automatically executable. If a strategy only works when it receives every midpoint, compare it against near-side and marketable assumptions before promoting the result.

When a workflow also needs condition policy, exchange mapping, correction handling, sequence fields, or NBBO-style terminology, keep Option Quote and Trade Conditions next to this page. That guide connects quote rows to trades, OPRA/source context, missing-data handling, and options provider evaluation.

Failure modes

Do not join quotes to bars only by calendar date when the simulation is intraday. Use timestamp windows around the signal, entry, and exit. Do not forward-fill a quote indefinitely; stale quotes can make a contract appear tradable after the market has changed. Do not treat an empty result as a system failure by default. Some contracts have sparse quote history or are no longer available through current latest-quote lookup after expiration.

Endpoint

GET /v1/options/quotes/{options_ticker}
GET /v1/options/quotes/{options_ticker}/last

Path parameters

Query parameters

The /last endpoint accepts timeframe only. timeframe=live returns the current latest NBBO quote. timeframe=delayed returns the most recent historical quote row no newer than 15 minutes ago.

Response (historical quotes)

Use limit and time-window filters per page; follow next_url when present.

Each element of results:

Response (latest quote)

GET /v1/options/quotes/{options_ticker}/last/ returns one normalized quote object in results. It preserves upstream fields and adds stable mark-friendly fields:

If no usable quote exists, results is an empty object. Expired contracts can still have historical quote rows when the upstream retains them, but current latest quote lookups may return 404 after a contract is no longer listed.

Plan requirement (Expert or Commercial)

If the API key is not on Expert or Commercial, CuteMarkets returns 403:

{
  "status": "ERROR",
  "request_id": "cm_4ba72c263423499ea3f5c54d03eda8d1",
  "error": {
    "code": "forbidden",
    "message": "This endpoint requires an Expert or Commercial subscription."
  }
}

Related workflow pages

• Data Sources and OPRA
• Option Quote and Trade Conditions
• Options data API
• Why option quotes matter more than last price
• Quote-aware options fills

Upgrade to Expert (€99/mo yearly or €119/mo monthly) for live quotes data, or Commercial (€499/mo yearly or €589/mo monthly) when the same data powers commercial applications.

Example requests

Live quotes are the default:

curl \
  "https://api.cutemarkets.com/v1/options/quotes/O:NFLX260402C00075000/?limit=10" \
  -H "Authorization: Bearer YOUR_API_KEY"

Latest delayed quote row:

curl \
  "https://api.cutemarkets.com/v1/options/quotes/O:NFLX260402C00075000/?timeframe=delayed&limit=1&sort=timestamp&order=desc" \
  -H "Authorization: Bearer YOUR_API_KEY"

Latest live quote for portfolio marks:

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

Latest delayed quote for portfolio marks:

curl \
  "https://api.cutemarkets.com/v1/options/quotes/O:NFLX260402C00075000/last/?timeframe=delayed" \
  -H "Authorization: Bearer YOUR_API_KEY"

Time window (example):

curl \
  "https://api.cutemarkets.com/v1/options/quotes/O:NFLX260402C00075000/?timestamp.gte=2026-03-01&timestamp.lte=2026-03-31&limit=500&sort=timestamp&order=desc" \
  -H "Authorization: Bearer YOUR_API_KEY"

Sample response (success)

{
  "results": [
    {
      "ask_exchange": 323,
      "ask_price": 0.28,
      "ask_size": 10,
      "bid_exchange": 316,
      "bid_price": 0.25,
      "bid_size": 1,
      "sequence_number": 789539218,
      "sip_timestamp": 1645119125346243600
    },
    {
      "ask_exchange": 301,
      "ask_price": 0.27,
      "ask_size": 1,
      "bid_exchange": 323,
      "bid_price": 0.24,
      "bid_size": 10,
      "sequence_number": 788994206,
      "sip_timestamp": 1645119118474271000
    }
  ],
  "status": "OK",
  "timeframe": "REAL-TIME",
  "request_id": "cm_a1b2c3d4e5f6478990a1b2c3d4e5f678"
}

Expired contract behavior

Quotes are historical event data. Use timestamp filters around the trading session you want to inspect, including for same-week or expired contracts. For expired contracts, the latest quote endpoint represents current latest quote availability and may return 404 after the contract is no longer listed; use the historical quotes endpoint with explicit timestamps when reconstructing prior marks.

Delayed responses include delay metadata:

{
  "results": [
    {
      "ask_exchange": 323,
      "ask_price": 0.28,
      "ask_size": 10,
      "bid_exchange": 316,
      "bid_price": 0.25,
      "bid_size": 1,
      "sequence_number": 789539218,
      "sip_timestamp": 1645119125346243600
    }
  ],
  "status": "OK",
  "timeframe": "DELAYED",
  "delay_minutes": 15,
  "request_id": "cm_a1b2c3d4e5f6478990a1b2c3d4e5f678"
}

Quote implementation notes

Quotes carry executable context. Store bid, ask, bid size, ask size, quote timestamp, condition, exchange or venue context, sequence number when available, and request window. For options, also keep the selected OCC symbol, underlying timestamp, expiration, strike, side, and DTE. Those fields make quote age and spread checks reviewable.

Use Trades for prints and Aggregates for chart intervals, but do not let either replace bid/ask evidence in a fill model. Pair this page with Backtesting Execution Realism and Option Quote and Trade Conditions when building quote-aware backtests, scanners, or contract detail panels.