I have Alpaca Algo Trader Plus and I am building a read-only historical options research/backtesting project.
I can access:
- historical option trades
- historical option bars
- active/latest option quotes via snapshots/latest data
- expired option contracts via the contracts endpoint with status=inactive
However, historical option quote requests are returning HTTP 404 for real expired contracts and active/recent contracts. Historical trades/bars for the same symbols work.
I just had a few questions regarding these:
- Does Alpaca currently provide historical OPRA option quotes through the API?
- If yes, which subscription tier is required?
- What endpoint should be used for historical option quotes?
- Are historical bid/ask/NBBO quotes available for expired option contracts?
- If historical quotes are not available, are historical option bars/trades the only available historical options data?
I am specifically trying to determine whether realistic historical options backtesting with bid/ask fills is possible using Alpaca data.