Trades/Flow
Volume Aggregates
Definition
The Volume Aggregates endpoint provides the total traded options volume for a selected exchange and underlying currency. The volume data is divided into two categories: on-screen exchange volume and 3rd party block trades from platforms such as Paradigm, GreeksLive, etc.Details
The Volume Aggregates endpoint provides the following data fields:- Exchange: The trading platform where the data was collected (e.g., Deribit).
- Currency: The currency of the underlying asset (e.g., BTC).
- Timestamp: The date and time of the data snapshot.
- Contract Volume On-Screen: The total volume of contracts traded directly on the exchange’s order book.
- Contract Volume Blocked: The total volume of contracts traded through 3rd party platforms (block trades).
- Premium Volume On-Screen: The total premium amount for contracts traded on-screen.
- Premium Volume Blocked: The total premium amount for contracts traded through block trades.
- Notional Volume On-Screen: The total notional value of contracts traded on-screen.
- Notional Volume Blocked: The total notional value of contracts traded through block trades.
API Endpoints
/Volume AggregatesAvailability
| Exchange | Start Date (YYYY-MM-DD) | Granularity |
|---|---|---|
| Binance | 2025-03-07 | Daily, Hourly, Minutely |
| Deribit | 2019-04-01 | Daily, Hourly, Minutely |
| Bybit, Lyra, Thalex, OKEx (OKX) | 2024-06-01 | Daily, Hourly, Minutely |
Frequently Asked Questions
What is included in “Contract Volume On-Screen” and “Contract Volume Blocked”?- _Contract Volume On-Screen _includes trades executed directly on the exchange, while _Contract Volume Blocked _covers trades executed through 3rd party platforms.
- Premium Volume On-Screen is the total premium for contracts traded on the exchange, and Premium Volume Blocked is for contracts traded through block trades.
- Notional Volume refers to the total value of the contracts traded, both on-screen and through block trades.