Massive's options data before the 09:30 Eastern open is a question about Cboe's own index options. Cboe runs a Global Trading Hours (GTH) session for them, SPX with its SPXW weeklies, XSP, VIX and RUT, from 20:15 to 09:25 Eastern (Cboe's trading hours page). In Massive's data, options on individual companies, on ETFs such as SPY and QQQ, and on the Nasdaq-100 index (NDX) have no trades before the 09:30 open, so for them there is nothing earlier to look for.
Applies to
- Plans: an Options subscription. The tier decides how recent the data can be.
- Endpoints: /v3/trades/{optionsTicker}, /v3/quotes/{optionsTicker} and /v2/aggs/ticker/{optionsTicker}/range/....
- Asset classes: US-listed options, Cboe index options in particular.
What Massive has before 09:30 Eastern
Massive's options data before 09:30 Eastern, by data type:
- Quotes: no priced quote before 09:30, on index options or on equity options. The first quote with a real bid and ask arrives at the open.
- Aggregate bars: no bar before 09:30 for any option, index options included.
- Trades on Cboe index options: the trade history of SPX, SPXW, XSP, VIX and RUT options includes prints from the early-morning part of the GTH session, up to 09:25 Eastern. In 2024 and later, the earliest of these prints arrive at about 04:00 Eastern on sessions more than two trading days old. These prints carry no condition codes.
- Trades on single-stock and ETF options: none before 09:30.
The early prints on Cboe index options are not a complete record of the GTH session. Nothing from the evening part of the session, from 20:15 until the early morning, is in the data, and there are no GTH quotes at all. So if a strategy needs the GTH market itself, its quotes or every GTH trade, Massive does not provide it.
How to check a contract
Ask for the first trade of a session more than two trading days old, in ascending order. This SPXW call expired on 9 October 2026:
curl -X GET "https://api.massive.com/v3/trades/O:SPXW261009C07800000?timestamp=2026-10-09&order=asc&sort=timestamp&limit=1&apiKey=YOUR_API_KEY"
Response
{
"results": [
{
"exchange": 302,
"participant_timestamp": 1791532801202000000,
"price": 13.7,
"sequence_number": 0,
"sip_timestamp": 1791532801202000000,
"size": 1
}
],
"status": "OK"
}
1791532801202000000 is 04:00:01.202 Eastern on 9 October 2026, on the Chicago Board Options Exchange (exchange 302). The record has no conditions field, which is how an early-morning GTH print looks.
The same contract's minute bars start at the open:
curl -X GET "https://api.massive.com/v2/aggs/ticker/O:SPXW261009C07800000/range/1/minute/2026-10-09/2026-10-09?sort=asc&limit=1&apiKey=YOUR_API_KEY"
Response
{
"ticker": "O:SPXW261009C07800000",
"results": [
{ "v": 392, "o": 8.4, "c": 8.2, "h": 9, "l": 7.4, "t": 1791552600000, "n": 200 }
],
"status": "OK"
}
1791552600000 is 09:30:00 Eastern, in milliseconds. The contract traded from 04:00 that morning, and its first bar is still the 09:30 bar: early-morning prints do not build bars.
Why only Cboe index options have early-morning prints in Massive's data
Only Cboe index options have prints before the open in Massive's data because the session they trade in is Cboe's own. Cboe's trading hours page lists Global Trading Hours for SPX, VIX, XSP and RUT, with order entry opening at 20:00 Eastern and trading from 20:15 to 09:25.
If you see an error
A quote before 09:30 with a bid of 0, an ask of 0 and sizes of 0 is a placeholder, not a price. Wait for the first quote at or after 09:30.
No early-morning trades on an SPX or VIX contract is common, because many contracts, especially away from the money, do not trade in the GTH session at all. Check a contract near the money before concluding anything.
A minute bar series that starts at 09:30 on a contract with early-morning trades is the normal result, not missing data.
