CuteMarkets Docs

API Reference

Everything you need to integrate market data, build faster, and scale.

Tip: open /docs/quotes.md directly for raw markdown (easy copy/paste into an LLM).

Quotes

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. Use it to study spread behavior, liquidity, backtests, and strategy refinement.

Example Endpoint

/v1/options/quotes/O:NFLX260402C00075000/?limit=10

Endpoint

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

Path parameters

ParameterTypeRequiredDescription
options_tickerstringYesFull options ticker (for example O:NFLX260402C00075000). Encode : as %3A if your HTTP client requires it.

Query parameters

ParameterTypeRequiredDescription
timestampstringNoFilter by time: YYYY-MM-DD or a nanosecond Unix timestamp string.
timestamp.gtestringNoLower bound (date or nanosecond timestamp).
timestamp.gtstringNoStrictly greater than.
timestamp.ltestringNoUpper bound.
timestamp.ltstringNoStrictly less than.
sortstringNoField used for ordering.
orderstringNoSort direction for sort.
limitintegerNoMaximum quotes returned. Default 1000, maximum 10000.
pagestringNoPagination continuation: use the URL in next_url, or pass the page query value from that URL here.

Response (success)

FieldTypeDescription
statusstringOutcome (for example OK).
request_idstringUnique identifier for this request, assigned by CuteMarkets.
resultsarrayQuote rows, ordered per sort / order.
next_urlstringWhen more quotes exist, full URL for the next page.

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

Each element of results:

FieldTypeDescription
bid_pricenumberBest bid (premium per share).
ask_pricenumberBest ask.
bid_sizenumberBid size in round lots (often 100 shares per lot unless your venue defines otherwise). A size of 2 means two round lots at that bid.
ask_sizenumberAsk size in the same round-lot units.
bid_exchangeintegerExchange id for the bid side.
ask_exchangeintegerExchange id for the ask side.
sequence_numberintegerMonotonic sequence for quote events for this symbol (not always contiguous).
sip_timestampintegerNanosecond Unix time when the SIP received this quote.

Plan requirement (Expert or Commercial)

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

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

Related workflow pages

Upgrade to Expert (€99/mo yearly or €119/mo monthly) for live quotes data, or Commercial (€399/mo yearly or €469/mo monthly) when the same data powers commercial applications.

Example requests

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

Time window (example):

bash
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)

bash
{
  "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",
  "request_id": "cm_a1b2c3d4e5f6478990a1b2c3d4e5f678"
}

Next steps

Move from the docs into the product workflow

If you are evaluating the API rather than implementing a specific endpoint right now, the product pages map the live, historical, and chain workflows directly.