Options backtesting API

Options Backtesting API for historical contracts, quotes, trades, and expirations

CuteMarkets gives backtesting teams the options data objects that make historical simulations defensible: contracts with `as_of`, listed expirations, quote history, trade history, aggregates, and snapshot context.

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Real-time snapshotsHistorical contractsQuotes & tradesAggregates & expirations

Why teams use it

What an options backtesting API needs before a result is trusted

Historical contract universe

Use `as_of` contract discovery so a model only sees contracts that existed on the research date.

Expiration-aware selection

Fetch listed dates before selecting weekly, monthly, or event-driven expirations.

Quote evidence

Validate spread, quote size, and stale-market risk before assuming a fill.

Trade confirmation

Compare candidate entries and exits against actual prints when the strategy depends on traded liquidity.

Aggregate bars

Use OHLC bars and open/close data for reporting, event studies, and longer holding windows.

Stale-contract prevention

Avoid survivorship-style leakage from using today’s contract list in a past simulation.

Use cases

What you can build with this options data API

Earnings backtests

Combine an earnings calendar with historical contracts, expirations, quotes, trades, and aggregate bars.

0DTE and weekly studies

Reconstruct the exact short-dated surface before testing entries, exits, and risk limits.

Execution-quality filters

Reject contracts where spread, size, or trade activity was too weak at the modeled entry time.

Research audit trails

Store the request sequence that produced each candidate contract and fill assumption.

Developer examples

Two code paths teams usually need first

historical backtest sequence

curl "https://api.cutemarkets.com/v1/options/contracts/?underlying_ticker=SPY&as_of=2026-04-17&expiration_date=2026-05-15&limit=100" \
  -H "Authorization: Bearer YOUR_API_KEY"

curl "https://api.cutemarkets.com/v1/options/quotes/O:SPY260515C00500000/?timestamp.gte=2026-04-17T13:30:00Z&timestamp.lt=2026-04-17T20:00:00Z&limit=500" \
  -H "Authorization: Bearer YOUR_API_KEY"

aggregate bars

curl "https://api.cutemarkets.com/v1/options/aggs/O:SPY260515C00500000/range/1/day/2026-04-01/2026-04-30/" \
  -H "Authorization: Bearer YOUR_API_KEY"

Evaluate and compare

Why chain snapshots alone are not enough

Focused endpoint pages are useful because most teams do not evaluate an options data API in the abstract. They evaluate one workflow first, then expand into chains, contracts, quotes, trades, and expirations.

Historical options data API

Start with the parent historical workflow for contracts, quotes, trades, and aggregates.

Options contracts API

Use contract discovery first so each backtest begins from the correct listed universe.

Options API cost calculator

Estimate request volume before scaling a historical research job.

Docs to open next

Relevant API docs

Contracts docs

Use historical contract discovery with `as_of` to reconstruct past option universes.

Quotes docs

Review NBBO-style quote history for spread analysis and execution-quality filters.

Aggregates docs

Pull OHLC bars, VWAP, volume, and open/close data for historical option contracts.

Tutorials and research

Backtest options without stale contracts

See why contract discovery with historical dates matters before a backtest is trusted.

Why option quotes beat last price

Understand bid/ask context, last-sale gaps, and quote-aware research workflows.

Quote-aware options fills

A research-to-product bridge from the CuteMarkets backtesting work.

FAQ

Common questions about this options data API

Why do options backtests need historical contracts?

Historical contracts prevent stale-contract leakage. Without an `as_of` contract universe, a backtest can accidentally select contracts that were not listed or not in the same state on the test date.

Does CuteMarkets provide both real-time and historical options data?

Yes. CuteMarkets supports real-time snapshots and historical workflows across contracts, trades, quotes, aggregates, and expirations, with plan-specific live or delayed access.

Do you provide quotes, trades, and historical contracts?

Yes. The platform includes contracts, chain snapshots, contract snapshots, trade history, quote history, aggregates, and expiration lookups for U.S.-listed options.

Do you provide the earnings calendar too?

CuteMarkets provides the options data layer. Earnings timing should come from a dedicated earnings calendar source that you combine with the options data.

Build backtests from the data objects the model actually needed

Start with contracts and expirations, then add quotes, trades, and aggregate bars so each assumption can be inspected.