Bond and rate option APIs start with conventions
Distinguish bond and rate option families, quotation units, reference periods, curves and volatility conventions before comparing model output.
Read the guide 7 minJournal topic
Contract specifications
A focused reading path through the options data reference.
Contract definitions give market observations their economic meaning. These articles examine identities, multipliers, deliverables, underlying relationships, and product-specific conventions. Read the corporate-action guide for versioning and the futures guide for layered instrument mappings. The examples propose a way to preserve authoritative terms; they do not replace the actual specifications of an exchange, clearing organization, protocol, or provider. Build tests for unresolved fields and unfamiliar contracts instead of extending the assumptions of the first instrument you integrate to every other market.
5 articles in this collection
Map futures options to the right underlying contract
Connect futures option records to the correct underlying contract, preserve tick conventions and separate option expiry from futures maturity.
Read the guide 7 min
Equity option APIs: keep corporate actions in the record
Preserve equity option identities, adjusted deliverables, premium multipliers and effective dates without rewriting your historical observations.
Read the guide 7 min
Index option APIs need more than an expiry date
Model index option trading cutoffs, expiry, settlement observations and historical availability without treating every clock as the same event.
Read the guide 7 min
Build a stock option API chain you can trust
Build a stock option chain viewer with explicit contract identifiers, bid-ask spreads, timestamps, missing values and repeatable acceptance tests.
Read the guide 7 minRead the record.
Build with clarity.
Go from a market label to a field you can explain. Start with the guides, then inspect the local JSON examples.