DATASET · market

美股历史期权链快照

market.option_chain_us_v2

价格与行情期权与波动率

保存截至 2026-07-10 的 Massive/Polygon 美股期权链历史快照，供存量历史研究使用。

下载本类 JSON 下载完整 JSON.gz 先获取 Key

字段39

关键字段5

更新口径frozen

时间列quote_date

单页上限5000

分页窄筛选

PIT不支持

规模10M-99M

WHAT IT ANSWERS

这张表适合回答什么

查询历史期权合约横截面
研究旧日期的 IV 与 OI
复现冻结数据范围内的期权分析

GRAIN & TIME

一行代表什么

业务粒度: 每行代表“美股历史期权链快照”的一条记录；逻辑粒度由 underlying_instrument_id × expiration_date × strike_price × option_type × quote_date 共同确定。
时间口径: 以 quote_date 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: 历史数据已冻结，不再向前追加；请阅读该表的限制说明。

KEY FIELDS

先看这些字段

underlying_instrument_id: 用于识别 underlying instrument 的业务标识。
expiration_date: expiration date 对应的日历日期。
strike_price: 用于确定该表业务粒度或默认顺序的 strike price 字段。
option_type: 用于确定该表业务粒度或默认顺序的 option type 字段。
quote_date: quote date 对应的日历日期。

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，该表不提供稳定 cursor，结果过大时必须缩小标的、日期或其他筛选。

该数据源已冻结在 2026-07-10；之后的每日期权数据请使用 market.option_eod_theta

MACHINE CONTRACT

筛选、排序与分页

UNVERSIONED

默认排序: quote_date, underlying_code, expiration_date, strike_price, option_type
唯一键: —
读取模式: canonical_final_active
最大时间窗: 未单独限制

可用 filters

market→ market · string

provider→ provider · string

source→ source · string

underlying_code→ underlying_code · string

underlying_instrument_id→ underlying_instrument_id · integer

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_chain_us_v2/rows?limit=100&market=US&start=2026-08-01&end=2026-08-01"

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_chain_us_v2', limit=100, start='2026-08-01', end='2026-08-01', filters={'market': 'US'})
    print(page.data)
    if page.has_more:
        print("next cursor:", page.next_cursor)

CLI

friends-data get-dataset-rows market option_chain_us_v2 --limit 100 --start 2026-08-01 --end 2026-08-01 --filter market=US

MCP TOOL CALL

{
  "arguments": {
    "dataset": "option_chain_us_v2",
    "end": "2026-08-01",
    "filters": {
      "market": "US"
    },
    "limit": 100,
    "namespace": "market",
    "start": "2026-08-01"
  },
  "tool": "get_dataset_rows"
}

FIELD DICTIONARY

39 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	`underlying_instrument_id`	`UInt64`	`integer`	no	filter, warehouse_primary_key	Identifier for underlying instrument.名称推导
2	`underlying_code`	`String`	`string`	no	filter, default_order	Source-normalized field: underlying code.名称推导
3	`market`	`LowCardinality(String)`	`string`	no	filter	Canonical market or country-market code.标准术语表
4	`option_symbol`	`String`	`string`	no	value	Source-normalized field: option symbol.名称推导
5	`expiration_date`date	`Date`	`string / date`	no	default_order, warehouse_primary_key	Calendar date for expiration date (YYYY-MM-DD).名称推导
6	`strike_price`	`Float64`	`number`	no	default_order, warehouse_primary_key	Price value for strike price.名称推导
7	`option_type`	`LowCardinality(String)`	`string`	no	default_order, warehouse_primary_key	Source-normalized field: option type.名称推导
8	`contract_size`	`UInt32`	`integer`	no	value	Source-normalized field: contract size.名称推导
9	`quote_date`date	`Date`	`string / date`	no	time, default_order, warehouse_primary_key	Calendar date for quote date (YYYY-MM-DD).名称推导
10	`bid`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: bid.名称推导
11	`ask`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: ask.名称推导
12	`last`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: last.名称推导
13	`volume`	`Nullable(UInt32)`	`integer`	yes	value	Traded volume for the represented interval.标准术语表
14	`open_interest`	`Nullable(UInt32)`	`integer`	yes	value	Source-normalized field: open interest.名称推导
15	`implied_volatility`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: implied volatility.名称推导
16	`delta`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: delta.名称推导
17	`gamma`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: gamma.名称推导
18	`theta`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: theta.名称推导
19	`vega`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: vega.名称推导
20	`rho`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rho.名称推导
21	`underlying_price`	`Nullable(Float64)`	`number`	yes	value	Price value for underlying price.名称推导
22	`publish_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	UTC point-in-time availability timestamp used by PIT reads.标准术语表
23	`source_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	Timestamp asserted by the upstream source.标准术语表
24	`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
25	`source`	`LowCardinality(String)`	`string`	no	filter, warehouse_primary_key, provenance	Normalized upstream source identifier.标准术语表
26	`provider`	`LowCardinality(String)`	`string`	no	filter, provenance	Upstream data provider identifier.标准术语表
27	`source_url`	`String`	`string`	no	provenance	URL of the upstream evidence or record when distributable.标准术语表
28	`source_record_id`	`String`	`string`	no	provenance	Provider-side identifier for the source record.标准术语表
29	`raw_payload_hash`	`String`	`string`	no	provenance	Opaque fingerprint of the normalized source payload for provenance checks.标准术语表
30	`parser_version`	`LowCardinality(String)`	`string`	no	provenance	Version of the parser or normalizer that produced the row.标准术语表
31	`quality_status`	`LowCardinality(String)`	`string`	no	provenance	Machine-readable data-quality classification.标准术语表
32	`license_scope`	`LowCardinality(String)`	`string`	no	provenance	License or redistribution scope attached to the row.标准术语表
33	`visibility_tier`	`LowCardinality(String)`	`string`	no	provenance	Serving visibility tier attached to the row.标准术语表
34	`ingest_run_id`	`String`	`string`	no	provenance	Identifier of the ingestion run that produced the row.标准术语表
35	`version`	`UInt64`	`integer`	no	provenance	Monotonic row version used for correction-aware reads.标准术语表
36	`version_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	UTC timestamp associated with the row version.标准术语表
37	`is_deleted`	`UInt8`	`integer`	no	value	Soft-delete marker; public serving excludes current tombstones.标准术语表
38	`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
39	`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。