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 minJournal topic
Settlement
A focused reading path through the options data reference.
Explore the difference between trading cutoffs, option expiry, delivery obligations, and final settlement observations. These guides keep the contract lifecycle separate from the appearance of a quote on a screen. Start with the index calendar article, then compare ETF delivery and futures-underlying relationships. The aim is an interface that can explain which event has occurred and which evidence remains pending. Account-specific exercise instructions and processing belong with the relevant provider; an educational market-data page cannot establish how a particular account will be handled.
4 articles in this collection
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
ETF option APIs: fund events, spreads and settlement
Organize ETF option chains around fund identity, deliverables, event history and transparent research assumptions rather than midpoint promises.
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.