We consider the massive Klein-Gordon equation on a class of asymptotically static spacetimes. We prove the existence and Hadamard property of the in and out states constructed by scattering theory methods. Assuming in addition that the metric approaches that of Minkowski space at infinity in a short-range way, jointly in time and space variables, we define Feynman scattering data and prove the Fredholm property of the Klein-Gordon operator with the associated Atiyah-Patodi-Singer boundary conditions. We then construct a parametrix (with compact remainder terms) for the Fredholm problem and prove that it is also a Feynman parametrix in the sense of Duistermaat and Hörmander.