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.

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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.

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Availability

/Volume Aggregates

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Frequently Asked Questions

Q: What is included in "Contract Volume On-Screen" and "Contract Volume Blocked"?

A: "Contract Volume On-Screen" includes trades executed directly on the exchange, while "Contract Volume Blocked" covers trades executed through 3rd party platforms.
Q: How are "Premium Volume On-Screen" and "Premium Volume Blocked" different?

A: "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.
Q: What does "Notional Volume" represent?

A: "Notional Volume" refers to the total value of the contracts traded, both on-screen and through block trades.