IVolatility Data Options API

IVolatility Maintains the World's Largest Continuous Equity and Futures Derivatives Database

Our team's data processing model uses over 600 filters to deliver the cleanest, most accurate data available for global markets. With IVolatility's extensive global coverage, you can analyze, measure, and code with the confidence that all data is cleansed by a team of dedicated data analysts, creating predictable, consistent, and accurate results.

And now, IVolatility's market leading data sets are just a simple API call away...

Harness the ease and efficiency of API to power your:

  1. Machine Learning and Algo Trading
  2. Back Testing
  3. Historical Data Pulls
  4. Portfolio Management
  5. Valuation Strategies
  6. Asset Management
  7. Risk Assessment
  8. Structured product and ETF development

IVolatility Data Cloud API offers two different packages: Backtest API Essential and Backtest API Plus.

Sample Use Case: Backtesting

Goal: Get valuable insights into strategy performance.
Step 1
Choose moneyness or delta and input it with days-to-expiration into your endpoint. This will find and return the two nearest options by ID.
Step 2
Input those option IDs into another endpoint to retrieve historical data.
Step 3
Send historical data directly to your data storage or save as a CSV.
Step 4
Run your strategy to simulate returns in a similar historical environment
Backtesting API
API Pricing
Backtest API PRO
Backtest API Plus
Backtest API Essential

Backtest API PRO

Intraday and end-of-day data for Options, Futures, and Reference Data.
For professional use only.
Please request a quote to enable us to create a personalized solution designed to meet your unique requirements and budget.
Request Data

Backtest API Plus

Intraday and end-of-day data for Options including Greeks, Volatility Surfaces and IVolatility Indices, Reference Data.
For individual use only.
$149/mo
Free 7-Day Trial

Backtest API Essential

End-of-day data for Options and Reference Data.
For individual use only.
$69/mo
Free 7-Day Trial

Stocks

Prices Open, High, Low, Close (OHLC), Volumes, Open Interest
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Historical Volatility
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Options

Underlying Data
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Best Bid & Ask (NBBO), Volumes, Open Interest
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Implied Volatilities (IV) and Greeks
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Options Backtesting
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Volatility Surfaces (IVS)
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IVolatility Indices (IVX)
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Reference Data

Interest Rates
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Yields
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Options Contracts
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Data Cloud Web Interface
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Python SDK
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Usage

History
20+ years history
20+ years history
10 years history

The Only API for Serious Traders and Engineers

Our History: Over 20 years of equity derivatives and futures derivatives data
Best Bid & Ask (NBBO), Volumes, Open Interest, Implied Volatilities and Greeks
End of day data: 1, 5, 15, 30, 60 minutes snapshots
Award-winning analytical data and best-in-class data cleansing
100% Global Market Coverage including US, Asia and Europe
Python Implementation, Access with Excel
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IVolatility Data Cloud API Use Cases

Backtesting
  • Secure key data points to battle test strategies
  • Measure potential profit and loss
For Risk Systems
  • Calculate VaR, beta, and other risk metrics
  • Automatically limit potential exposure
  • Report portfolio exposure
For Market Research Websites
  • Power charts and other visualizations
  • Provide readers with historical comparisons and historical pricing
  • Build attractive market analysis tools to draw and drive traffic
For Trading Applications
  • Enhance portfolio management with granular volatility and Greek metrics
  • Train, test, and validate Machine Learning algorithms
  • Simulate future events using past inputs
  • Normalize volatility models
  • Create automated signals
Python Implementation
You can find similar code examples for
and others in our API documentation to Get Started.
See Documentation
API Data Cloud User Interface
For relatively small data requests, we offer a way to download data directly from our database. The API Data Cloud User Interface service provides an intuitive interface that allows you to download data on individual underlying instrument to a .csv (comma separated value) file, which can be easily imported into Excel or other desktop applications.
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Python SDK - IVolatility Data based on subscription technology
The Python SDK is a software library developed for retrieving data from IVolatility's primary data feed server. The data feed server combines the capabilities of API endpoints as well as professional-grade performance in speed and throughput. The main advantage of the data feed server is the subscription mechanism. By subscribing to a feed, price updates come through the pipeline automatically and immediately once the market price changes, without the need to make extra calls to the server.
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Please Note: Our standard tiers are for "non-professional users"
For professional use, please contact sales@ivolatility.com to discuss a professional license arrangement. In broad terms, professional usage relates to commerce or general business activity where market data is used in trading or adding other value on or behalf of businesses or entities. On the other hand, private usage refers to market data for personal use only.
Additional Questions or Comments?
Contact Us