DATASET · market

美股期权聚合行情

market.option_aggregate_us

价格与行情期权与波动率

这是价格、成交、报价与衍生品行情中的“美股期权聚合行情”数据集；一行由 option_symbol、timespan、multiplier、ts 定位，主要字段包括 underlying_ticker、expiration_date、strike_price、contract_type、open。

下载本类 JSON 下载完整 JSON.gz 先获取 Key

字段35

关键字段5

更新口径daily

时间列publish_ts

单页上限5000

分页Cursor

PIT不支持

规模1M-9M

WHAT IT ANSWERS

这张表适合回答什么

查询历史或盘中价格与成交
构建行情、波动率和衍生品特征

GRAIN & TIME

一行代表什么

业务粒度: 每行代表“美股期权聚合行情”的一条记录；逻辑粒度由 option_symbol × timespan × multiplier × ts 共同确定。
时间口径: 以 publish_ts 为主要查询时间轴；除下方限制特别说明外，时间戳按 UTC、日期按来源市场日历解释。
更新节奏: 通常按交易日或自然日更新；具体最新日期请以返回数据为准。

KEY FIELDS

先看这些字段

option_symbol: 用于确定该表业务粒度或默认顺序的 option symbol 字段。
timespan: 用于确定该表业务粒度或默认顺序的 timespan 字段。
multiplier: 用于确定该表业务粒度或默认顺序的 multiplier 字段。
ts: 该观测或行情区间的时间戳，除表内特别说明外为 UTC。
source: 标准化数据来源；同一业务键可能因来源不同而有多行。

RECOMMENDED JOINS

怎样和其他表关联

该表主要按自身业务键使用，目前没有推荐的跨表主键联接。

HOW TO QUERY SAFELY

查询方法与已知限制

先用 catalog 确认当前契约；可按 catalog 中列出的 filters 进一步缩小范围；单页最多 5000 行，响应有 has_more 时原样传回 next_cursor 继续分页。

返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。

MACHINE CONTRACT

筛选、排序与分页

UNVERSIONED

默认排序: option_symbol, timespan, multiplier, ts, source
唯一键: option_symbol, timespan, multiplier, ts, source
读取模式: canonical_final_active
最大时间窗: 未单独限制

可用 filters

option_symbol→ option_symbol · string

provider→ provider · string

source→ source · string

POINT IN TIME

可复现读取

NOT AVAILABLE

该资产没有 PIT 契约。普通 rows 端点仍按当前公开读模式返回数据；不要把它表述成历史时点快照。

COPY-READY CALLS

怎么调用

同一数据集可用 HTTP、Python SDK、CLI 或 MCP；Key 始终只通过环境变量/Bearer Header 传递。

READ ONLY

HTTP

curl --fail-with-body -H "Authorization: Bearer $FRIENDS_DATA_API_KEY" "https://api.alphahubs.uk/api/v1/data/datasets/market/option_aggregate_us/rows?limit=100&provider=PROVIDER_VALUE"

PYTHON SDK

from friends_data_api import FriendsDataClient, Settings

async with FriendsDataClient(Settings.from_env()) as client:
    page = await client.get_dataset_rows('market', 'option_aggregate_us', limit=100, filters={'provider': 'PROVIDER_VALUE'})
    print(page.data)
    if page.has_more:
        print("next cursor:", page.next_cursor)

CLI

friends-data get-dataset-rows market option_aggregate_us --limit 100 --filter provider=PROVIDER_VALUE

MCP TOOL CALL

{
  "arguments": {
    "dataset": "option_aggregate_us",
    "filters": {
      "provider": "PROVIDER_VALUE"
    },
    "limit": 100,
    "namespace": "market"
  },
  "tool": "get_dataset_rows"
}

FIELD DICTIONARY

35 个返回字段

descriptionSource 可在 JSON 中区分仓库注释、标准术语表和名称推导说明。

筛选字段

#	字段	ClickHouse 类型	JSON	可空	角色	说明
1	`option_symbol`	`String`	`string`	no	filter, default_order, warehouse_primary_key, contract_unique_key	Source-normalized field: option symbol.名称推导
2	`underlying_ticker`	`String`	`string`	no	value	Source-normalized field: underlying ticker.名称推导
3	`expiration_date`date	`Date`	`string / date`	no	value	Calendar date for expiration date (YYYY-MM-DD).名称推导
4	`strike_price`	`Float64`	`number`	no	value	Price value for strike price.名称推导
5	`contract_type`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: contract type.名称推导
6	`ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	default_order, warehouse_primary_key, contract_unique_key	UTC timestamp of the observation or market-data interval.标准术语表
7	`timespan`	`LowCardinality(String)`	`string`	no	default_order, warehouse_primary_key, contract_unique_key	Market-bar interval unit used together with multiplier.标准术语表
8	`multiplier`	`UInt16`	`integer`	no	default_order, warehouse_primary_key, contract_unique_key	Number of timespan units represented by one market bar.标准术语表
9	`open`	`Nullable(Float64)`	`number`	yes	value	Opening price for the represented interval.标准术语表
10	`high`	`Nullable(Float64)`	`number`	yes	value	Highest price for the represented interval.标准术语表
11	`low`	`Nullable(Float64)`	`number`	yes	value	Lowest price for the represented interval.标准术语表
12	`close`	`Nullable(Float64)`	`number`	yes	value	Closing or last price for the represented interval.标准术语表
13	`volume`	`Nullable(UInt64)`	`integer`	yes	value	Traded volume for the represented interval.标准术语表
14	`vwap`	`Nullable(Float64)`	`number`	yes	value	Volume-weighted average price for the represented interval.标准术语表
15	`transactions`	`Nullable(UInt32)`	`integer`	yes	value	Number of source-reported transactions in the interval.标准术语表
16	`after_hours`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: after hours.名称推导
17	`pre_market`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: pre market.名称推导
18	`publish_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	time, provenance	UTC point-in-time availability timestamp used by PIT reads.标准术语表
19	`source_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	Timestamp asserted by the upstream source.标准术语表
20	`ingested_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	UTC timestamp when the source record entered the warehouse.标准术语表
21	`source`	`LowCardinality(String)`	`string`	no	filter, default_order, warehouse_primary_key, contract_unique_key, provenance	Normalized upstream source identifier.标准术语表
22	`provider`	`LowCardinality(String)`	`string`	no	filter, provenance	Upstream data provider identifier.标准术语表
23	`source_url`	`String`	`string`	no	provenance	URL of the upstream evidence or record when distributable.标准术语表
24	`source_record_id`	`String`	`string`	no	provenance	Provider-side identifier for the source record.标准术语表
25	`raw_payload_hash`	`String`	`string`	no	provenance	Opaque fingerprint of the normalized source payload for provenance checks.标准术语表
26	`parser_version`	`LowCardinality(String)`	`string`	no	provenance	Version of the parser or normalizer that produced the row.标准术语表
27	`quality_status`	`LowCardinality(String)`	`string`	no	provenance	Machine-readable data-quality classification.标准术语表
28	`license_scope`	`LowCardinality(String)`	`string`	no	provenance	License or redistribution scope attached to the row.标准术语表
29	`visibility_tier`	`LowCardinality(String)`	`string`	no	provenance	Serving visibility tier attached to the row.标准术语表
30	`ingest_run_id`	`String`	`string`	no	provenance	Identifier of the ingestion run that produced the row.标准术语表
31	`version`	`UInt64`	`integer`	no	provenance	Monotonic row version used for correction-aware reads.标准术语表
32	`version_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	UTC timestamp associated with the row version.标准术语表
33	`is_deleted`	`UInt8`	`integer`	no	value	Soft-delete marker; public serving excludes current tombstones.标准术语表
34	`created_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp when the warehouse row was first created.标准术语表
35	`updated_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp when the warehouse row was last updated.标准术语表

字典口径

结构来自 Friends 只读身份可见的真实 serving relation；权限、过滤、排序、PIT 与分页来自可执行 DatasetSpec。Schema observed at 2026-10-06T18:08:52Z。