History and replay

Any session your plan reaches.

Which sessions exist

GET/v1/sessions

GET/v1/sessions/{date}

The finished sessions your plan can read, each with how many names have levels and what the day holds; or, for one session, the names it holds by product. Start here before any history request.

Parameters

fromstringdefault all
Bounds on the sessions listed, YYYY-MM-DD, inclusive.
tostringdefault all
Bounds on the sessions listed, YYYY-MM-DD, inclusive.
datestringrequired
/v1/sessions/{date}: a session from the list.

Fields of /sessions5

sessions[].datedate
A finished session, oldest first.
sessions[].namesinteger
Names with levels recorded that day.
sessions[].resolutionstring
The session's finest step. A request finer than this is answered at this step.
sessions[].holdsobject
What the day holds: levels, grids, flow, trades, playback, answers, closing, each true (held), false (short) or null (not checked that day).
countinteger

Fields of /sessions/{date}6

datedate
The session.
holdsobject
The catalog row's holds (levels, grids, flow, trades, playback, answers, closing).
names.levelsstring[]
Names with recorded levels, sorted.
names.playbackstring[]
Names with a Replay.
names.closingstring[]
Names with a closing entry.
countsobject
The length of each list.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/sessions" \-d "from=2026-10-07" \-d "to=2026-10-09"

Response

{"data": {"sessions": [{"date": "2026-10-07","names": 3634,"holds": {"levels": true,"grids": true,"flow": true,"playback": true,…}},…],"count": 3},"meta": {…}}

Levels through a session

GET/v1/symbols/{symbol}/history/levels

Key levels through one session, or through a range of finished sessions, down to the second where it was recorded.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringdefault today
One session, YYYY-MM-DD.
intervalintegerdefault 5
Minutes between rows, 1 to 30.
resolutionenumdefault 1m
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m.
fromstring
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.
tostring
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.

Response fields8

datedate
The session (one-session answer).
from, to, sessions[]date
Range answer: the bounds asked for and the sessions the rows come from, oldest first (a session with no levels recorded for the symbol is left out).
interval_minutesintegerminutes
Interval applied.
rows[].as_oftimestamp
rows[].spotnumberUSD
rows[].expirationsinteger
Expirations the levels were computed over.
rows[].key_levelsobjectUSD
gamma_flip, call_wall, put_wall, max_pain, vol_trigger, momentum_wall.
countinteger

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/levels" \-d "date=2026-10-02" \-d "interval=1"

Response

{"data": {"date": "2026-10-02","interval_minutes": 1,"rows": [{"as_of": "2026-10-02T13:30:49.336Z","spot": 770.32,"expirations": 4,"key_levels": {"gamma_flip": 765.0906,"call_wall": 770.0,"put_wall": 760.0,"max_pain": 764.0,"vol_trigger": 770.0,"momentum_wall": 772.0}},…],"count": 5},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.249Z"}}

Flow through a session

GET/v1/symbols/{symbol}/history/flow

Running premium and signed volume by leg through a session, down to the second where available; or through a range of sessions.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestring
One session, YYYY-MM-DD.
intervalintegerdefault 5
Seconds between rows, 5 to 300.
resolutionenumdefault 1m
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m.
buckets0 | 1default 0
1 adds one-minute buckets by leg, side and moneyness; one session only.
fromstring
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.
tostring
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.

Response fields8

date, interval_seconds, count
from, to, sessions[]date
rows[].as_ofstringUTC
rows[].spotnumberUSD
rows[].call_premium, put_premiumnumberUSD
rows[].signed_call_premium, signed_put_premiumnumberUSD
rows[].bullish_premium, bearish_premiumnumberUSD
rows[].signed_call_volume, signed_put_volumeintegercontracts

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/flow" \-d "date=2026-10-09" \-d "interval=60"

Response

{"data": {"date": "2026-10-09","interval_seconds": 60,"count": 391,"rows": [{"as_of": "2026-10-09T13:30:55Z","spot": 787.91,"call_premium": 6236100.0,"put_premium": 7775620.0,"signed_call_premium": -303008.0,"signed_put_premium": -149246.0,"bullish_premium": 5102000.0,"bearish_premium": 8909720.0,"signed_call_volume": -204,"signed_put_volume": -70},…]},"meta": {"symbol": "SPY", "as_of": "2026-10-11T15:40:02Z"}}

The grid through a session

GET/v1/symbols/{symbol}/history/heatmap

Call, put and net GEX per strike at each step of a session, for one expiration or the nearest few; down to the second where available, in windows of up to 15 minutes.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestring
One session, YYYY-MM-DD.
interval1 | 2 | 3 | 4 | 5 | 10 | 15 | 30default 5
Minutes per snapshot: 1, 2, 3, 4, 5, 10, 15 or 30.
resolutionenumdefault 1m
1m … 30m for the per-expiration grid; 1s … 30s for the strike profile where available.
startstring
Sub-minute resolutions: the window's start, RFC 3339 or HH:MM:SS New York. Required with them.
endstring
At most 15 minutes after start. Default start plus 15 minutes.
expirationstring
One expiration, YYYY-MM-DD. Default the nearest few, summed.
modeenumdefault raw
raw, or difference from the previous snapshot.
strikesintegerdefault 45
Strikes nearest spot, 5 to 100.

Response fields9

date, interval_minutes, mode, count
expirationstring \| null
expirationsstring[]
snapshots[].as_ofstringUTC
snapshots[].spotnumberUSD
snapshots[].rows[].strikenumberUSD
snapshots[].rows[].call_gex, put_gex, net_gexnumberUSD per 1% move
snapshots[].rows[].delta, vanna, charmnumbershares; shares per vol point; shares per day
snapshots[].data_as_of, snapshots[].carriedtimestamp, boolean

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/heatmap" \-d "date=2026-10-09" \-d "expiration=2026-10-09"

Response

{"data": {"date": "2026-10-09","interval_minutes": 5,"mode": "raw","expiration": "2026-10-09","expirations": ["2026-10-09", "2026-10-10", "2026-10-13"],"count": 78,"snapshots": [{"as_of": "2026-10-09T13:30:00Z","spot": 776.3,"rows": [{"strike": 775.0,"call_gex": 1250000000,"put_gex": -500000000,"net_gex": 750000000},…]},…]},"meta": {"symbol": "SPY", "as_of": "2026-10-11T15:40:02Z"}}

Replay a session

GET/v1/symbols/{symbol}/history/replay

A finished session as it played: each minute's spot, key levels, walls and net-GEX strike profile, stamped with the moment of the state it shows; or the per-minute surfaces with the closing aggregate.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringdefault required
A finished session before today, YYYY-MM-DD. Required unless from and to are given.
partenumdefault levels
levels or surfaces.
expirationsintegerdefault 1
The nearest N the answer was computed over, 1 to 50.
fromstring
A range of finished sessions, part=levels only, 31 at most.
tostring
A range of finished sessions, part=levels only, 31 at most.
resolutionenumdefault 1m
part=levels: 1s, 5s, 15s, 30s, 1m … 30m.

Response fields11

datedate
rows[].as_oftimestamp
The moment of the state the row shows, UTC: the as_of of the same row on history/levels. A chart shows a row from the first candle that opens at or after it.
rows[].spotnumberUSD
Spot at that minute.
rows[].key_levelsobjectUSD
gamma_flip, call_wall, put_wall, max_pain, vol_trigger, momentum_wall, as on /levels.
rows[].major_wallnumberUSD
The strike with the largest absolute net GEX at that minute.
rows[].walls.calls[], rows[].walls.puts[]array
{"strike": USD, "gex": USD per 1% move}: the largest positive (calls) and negative (puts) net GEX strikes, up to three each.
rows[].profile[]array
{"strike": USD, "net_gex": USD per 1% move}: net dealer GEX at every strike with exposure, ascending by strike.
countinteger
Rows, normally 390 or 391 per session.
from, to, sessions[], queued[]date
Range answer: the bounds asked for, the sessions the rows come from (oldest first) and the sessions in the range not ready yet.
closing.totalsobject
part=surfaces only: the session's closing totals, the same fields and units as totals on /levels (net_gex, call_gex, put_gex, net_volume_gex, gex_ratio, delta_exposure, vanna_exposure, charm_exposure, atm_iv).
closing.strikes[]array
part=surfaces only: the per-strike aggregate at the close, the same row shape and units as /strikes.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/replay" \-d "date=2026-10-09"

Response

{"data": {"date": "2026-10-09","rows": [{"as_of": "2026-10-09T13:30:00Z","spot": 787.915,"key_levels": {"gamma_flip": 774.1404,"call_wall": 790.0,"put_wall": 767.0,"max_pain": 773.0,…},"major_wall": 780.0,"walls": {"calls": [{"strike": 780.0, "gex": 1690894000}, …],"puts": [{"strike": 767.0, "gex": -916082000}, …]},"profile": [{"strike": 728.0, "net_gex": -1612000}, …]},…],"count": 391},"meta": {"symbol": "SPY", "date": "2026-10-09", "expirations": 1, …}}

The chain file

GET/v1/symbols/{symbol}/history/chain

Every contract of a finished session with its quote, IV and Greeks at each interval: a manifest line, then one snapshot line per interval. The file a backtest replays.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringrequireddefault required
A finished session, YYYY-MM-DD.
intervalenumdefault 5m
1m, 5m, 10m, 15m, 30m.

Request

curl --compressed \-H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/chain?date=2026-10-09"

Response

{"type": "manifest", "ticker": "SPY", "session_date": "20261009", "interval": "5m", …}{"type": "snapshot", "timestamp": "2026-10-09T13:30:00Z", "time_et": "09:30", "contracts": [{"expiration": "2026-10-09", "strike": 763.0, "right": "call", "bid": 0.0, "ask": 0.0, "implied_vol": 0.2032, "delta": 1.0, "gamma": 0.0, "theta": -22.5652, …, "underlying_price": 787.915, "open_interest": 1779.0, "interval_volume": 0.0}, …]}…

Open interest

GET/v1/symbols/{symbol}/history/oi

Open interest per contract as published for a session's morning, with the volume traded in that session.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringdefault today
A kept session, YYYY-MM-DD.
expirationstringdefault all
One expiration.

Response fields9

symbol, date
rows[].osistring
The contract's OSI symbol.
rows[].expirationdate
rows[].strikenumberUSD
rows[].rightstring
C or P.
rows[].open_interestintegercontracts
As published for the session's morning.
rows[].volumeintegercontracts
Traded during the session (the whole session for a finished one, so far for today).
countinteger
Rows, ordered by expiration, strike, calls before puts. Contracts without an open-interest record are left out.
total_open_interestintegercontracts
Sum over the rows.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/oi" \-d "date=2026-10-09" \-d "expiration=2026-10-09"

Response

{"data": {"symbol": "SPY","date": "2026-10-09","rows": [{"osi": "SPY261009C00500000","expiration": "2026-10-09","strike": 500.0,"right": "C","open_interest": 62,"volume": 567},…],"count": 366,"total_open_interest": 1511387},"meta": {"symbol": "SPY", …}}

History and replay

Any session your plan reaches.

Which sessions exist

GET/v1/sessions

GET/v1/sessions/{date}

The finished sessions your plan can read, each with how many names have levels and what the day holds; or, for one session, the names it holds by product. Start here before any history request.

Parameters

fromstringdefault all
Bounds on the sessions listed, YYYY-MM-DD, inclusive.
tostringdefault all
Bounds on the sessions listed, YYYY-MM-DD, inclusive.
datestringrequired
/v1/sessions/{date}: a session from the list.

Fields of /sessions5

sessions[].datedate
A finished session, oldest first.
sessions[].namesinteger
Names with levels recorded that day.
sessions[].resolutionstring
The session's finest step. A request finer than this is answered at this step.
sessions[].holdsobject
What the day holds: levels, grids, flow, trades, playback, answers, closing, each true (held), false (short) or null (not checked that day).
countinteger

Fields of /sessions/{date}6

datedate
The session.
holdsobject
The catalog row's holds (levels, grids, flow, trades, playback, answers, closing).
names.levelsstring[]
Names with recorded levels, sorted.
names.playbackstring[]
Names with a Replay.
names.closingstring[]
Names with a closing entry.
countsobject
The length of each list.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/sessions" \-d "from=2026-10-07" \-d "to=2026-10-09"

Response

{"data": {"sessions": [{"date": "2026-10-07","names": 3634,"holds": {"levels": true,"grids": true,"flow": true,"playback": true,…}},…],"count": 3},"meta": {…}}

Levels through a session

GET/v1/symbols/{symbol}/history/levels

Key levels through one session, or through a range of finished sessions, down to the second where it was recorded.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringdefault today
One session, YYYY-MM-DD.
intervalintegerdefault 5
Minutes between rows, 1 to 30.
resolutionenumdefault 1m
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m.
fromstring
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.
tostring
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.

Response fields8

datedate
The session (one-session answer).
from, to, sessions[]date
Range answer: the bounds asked for and the sessions the rows come from, oldest first (a session with no levels recorded for the symbol is left out).
interval_minutesintegerminutes
Interval applied.
rows[].as_oftimestamp
rows[].spotnumberUSD
rows[].expirationsinteger
Expirations the levels were computed over.
rows[].key_levelsobjectUSD
gamma_flip, call_wall, put_wall, max_pain, vol_trigger, momentum_wall.
countinteger

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/levels" \-d "date=2026-10-02" \-d "interval=1"

Response

{"data": {"date": "2026-10-02","interval_minutes": 1,"rows": [{"as_of": "2026-10-02T13:30:49.336Z","spot": 770.32,"expirations": 4,"key_levels": {"gamma_flip": 765.0906,"call_wall": 770.0,"put_wall": 760.0,"max_pain": 764.0,"vol_trigger": 770.0,"momentum_wall": 772.0}},…],"count": 5},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.249Z"}}

Flow through a session

GET/v1/symbols/{symbol}/history/flow

Running premium and signed volume by leg through a session, down to the second where available; or through a range of sessions.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestring
One session, YYYY-MM-DD.
intervalintegerdefault 5
Seconds between rows, 5 to 300.
resolutionenumdefault 1m
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m.
buckets0 | 1default 0
1 adds one-minute buckets by leg, side and moneyness; one session only.
fromstring
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.
tostring
A range of finished sessions instead of date, 31 at most, oldest first. to defaults to the last finished session.

Response fields8

date, interval_seconds, count
from, to, sessions[]date
rows[].as_ofstringUTC
rows[].spotnumberUSD
rows[].call_premium, put_premiumnumberUSD
rows[].signed_call_premium, signed_put_premiumnumberUSD
rows[].bullish_premium, bearish_premiumnumberUSD
rows[].signed_call_volume, signed_put_volumeintegercontracts

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/flow" \-d "date=2026-10-09" \-d "interval=60"

Response

{"data": {"date": "2026-10-09","interval_seconds": 60,"count": 391,"rows": [{"as_of": "2026-10-09T13:30:55Z","spot": 787.91,"call_premium": 6236100.0,"put_premium": 7775620.0,"signed_call_premium": -303008.0,"signed_put_premium": -149246.0,"bullish_premium": 5102000.0,"bearish_premium": 8909720.0,"signed_call_volume": -204,"signed_put_volume": -70},…]},"meta": {"symbol": "SPY", "as_of": "2026-10-11T15:40:02Z"}}

The grid through a session

GET/v1/symbols/{symbol}/history/heatmap

Call, put and net GEX per strike at each step of a session, for one expiration or the nearest few; down to the second where available, in windows of up to 15 minutes.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestring
One session, YYYY-MM-DD.
interval1 | 2 | 3 | 4 | 5 | 10 | 15 | 30default 5
Minutes per snapshot: 1, 2, 3, 4, 5, 10, 15 or 30.
resolutionenumdefault 1m
1m … 30m for the per-expiration grid; 1s … 30s for the strike profile where available.
startstring
Sub-minute resolutions: the window's start, RFC 3339 or HH:MM:SS New York. Required with them.
endstring
At most 15 minutes after start. Default start plus 15 minutes.
expirationstring
One expiration, YYYY-MM-DD. Default the nearest few, summed.
modeenumdefault raw
raw, or difference from the previous snapshot.
strikesintegerdefault 45
Strikes nearest spot, 5 to 100.

Response fields9

date, interval_minutes, mode, count
expirationstring \| null
expirationsstring[]
snapshots[].as_ofstringUTC
snapshots[].spotnumberUSD
snapshots[].rows[].strikenumberUSD
snapshots[].rows[].call_gex, put_gex, net_gexnumberUSD per 1% move
snapshots[].rows[].delta, vanna, charmnumbershares; shares per vol point; shares per day
snapshots[].data_as_of, snapshots[].carriedtimestamp, boolean

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/heatmap" \-d "date=2026-10-09" \-d "expiration=2026-10-09"

Response

{"data": {"date": "2026-10-09","interval_minutes": 5,"mode": "raw","expiration": "2026-10-09","expirations": ["2026-10-09", "2026-10-10", "2026-10-13"],"count": 78,"snapshots": [{"as_of": "2026-10-09T13:30:00Z","spot": 776.3,"rows": [{"strike": 775.0,"call_gex": 1250000000,"put_gex": -500000000,"net_gex": 750000000},…]},…]},"meta": {"symbol": "SPY", "as_of": "2026-10-11T15:40:02Z"}}

Replay a session

GET/v1/symbols/{symbol}/history/replay

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringdefault required
A finished session before today, YYYY-MM-DD. Required unless from and to are given.
partenumdefault levels
levels or surfaces.
expirationsintegerdefault 1
The nearest N the answer was computed over, 1 to 50.
fromstring
A range of finished sessions, part=levels only, 31 at most.
tostring
A range of finished sessions, part=levels only, 31 at most.
resolutionenumdefault 1m
part=levels: 1s, 5s, 15s, 30s, 1m … 30m.

Response fields11

datedate
rows[].as_oftimestamp
The moment of the state the row shows, UTC: the as_of of the same row on history/levels. A chart shows a row from the first candle that opens at or after it.
rows[].spotnumberUSD
Spot at that minute.
rows[].key_levelsobjectUSD
gamma_flip, call_wall, put_wall, max_pain, vol_trigger, momentum_wall, as on /levels.
rows[].major_wallnumberUSD
The strike with the largest absolute net GEX at that minute.
rows[].walls.calls[], rows[].walls.puts[]array
{"strike": USD, "gex": USD per 1% move}: the largest positive (calls) and negative (puts) net GEX strikes, up to three each.
rows[].profile[]array
{"strike": USD, "net_gex": USD per 1% move}: net dealer GEX at every strike with exposure, ascending by strike.
countinteger
Rows, normally 390 or 391 per session.
from, to, sessions[], queued[]date
Range answer: the bounds asked for, the sessions the rows come from (oldest first) and the sessions in the range not ready yet.
closing.totalsobject
part=surfaces only: the session's closing totals, the same fields and units as totals on /levels (net_gex, call_gex, put_gex, net_volume_gex, gex_ratio, delta_exposure, vanna_exposure, charm_exposure, atm_iv).
closing.strikes[]array
part=surfaces only: the per-strike aggregate at the close, the same row shape and units as /strikes.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/replay" \-d "date=2026-10-09"

Response

{"data": {"date": "2026-10-09","rows": [{"as_of": "2026-10-09T13:30:00Z","spot": 787.915,"key_levels": {"gamma_flip": 774.1404,"call_wall": 790.0,"put_wall": 767.0,"max_pain": 773.0,…},"major_wall": 780.0,"walls": {"calls": [{"strike": 780.0, "gex": 1690894000}, …],"puts": [{"strike": 767.0, "gex": -916082000}, …]},"profile": [{"strike": 728.0, "net_gex": -1612000}, …]},…],"count": 391},"meta": {"symbol": "SPY", "date": "2026-10-09", "expirations": 1, …}}

The chain file

GET/v1/symbols/{symbol}/history/chain

Every contract of a finished session with its quote, IV and Greeks at each interval: a manifest line, then one snapshot line per interval. The file a backtest replays.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringrequireddefault required
A finished session, YYYY-MM-DD.
intervalenumdefault 5m
1m, 5m, 10m, 15m, 30m.

Request

curl --compressed \-H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/chain?date=2026-10-09"

Response

{"type": "manifest", "ticker": "SPY", "session_date": "20261009", "interval": "5m", …}{"type": "snapshot", "timestamp": "2026-10-09T13:30:00Z", "time_et": "09:30", "contracts": [{"expiration": "2026-10-09", "strike": 763.0, "right": "call", "bid": 0.0, "ask": 0.0, "implied_vol": 0.2032, "delta": 1.0, "gamma": 0.0, "theta": -22.5652, …, "underlying_price": 787.915, "open_interest": 1779.0, "interval_volume": 0.0}, …]}…

Open interest

GET/v1/symbols/{symbol}/history/oi

Open interest per contract as published for a session's morning, with the volume traded in that session.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringdefault today
A kept session, YYYY-MM-DD.
expirationstringdefault all
One expiration.

Response fields9

symbol, date
rows[].osistring
The contract's OSI symbol.
rows[].expirationdate
rows[].strikenumberUSD
rows[].rightstring
C or P.
rows[].open_interestintegercontracts
As published for the session's morning.
rows[].volumeintegercontracts
Traded during the session (the whole session for a finished one, so far for today).
countinteger
Rows, ordered by expiration, strike, calls before puts. Contracts without an open-interest record are left out.
total_open_interestintegercontracts
Sum over the rows.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/oi" \-d "date=2026-10-09" \-d "expiration=2026-10-09"

Response

{"data": {"symbol": "SPY","date": "2026-10-09","rows": [{"osi": "SPY261009C00500000","expiration": "2026-10-09","strike": 500.0,"right": "C","open_interest": 62,"volume": 567},…],"count": 366,"total_open_interest": 1511387},"meta": {"symbol": "SPY", …}}