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Historical Options data #234

Closed kenaschmidt closed 1 year ago

kenaschmidt commented 1 year ago

Is your feature request related to a problem? Please describe. Some option data is available as a current snapshot only (OI, IV, Greeks). No historical requests are available. Greeks/IV can be manually calculated but historical daily OI values would be very beneficial.

Describe the solution you'd like Allow a timestamp parameter for options contract/chain requests to return calculated values as of.

Describe alternatives you've considered Only current solution would be to request/store values daily.

kenaschmidt commented 1 year ago

Did not see that this was an existing request from May-22; I second the OP's request

https://github.com/polygon-io/feature-requests/issues/3

jrbell19 commented 1 year ago

@kenaschmidt Appreciate the feedback. This is something that we are working to prioritize, however I'm not sure of the timeframe to expect. I'll close this one out and tag you in the polygon-io/feature-requests#3 request.