This endpoint returns option “times and sales” data that’s decorated with pre-trade level-1 orderbook data and post-trade level-1 data. This is the core dataset of the Amberdata direction and GEX “Gamma Exposure” analysis. We use this orderbook impact to analyze the true aggressor of every trade, while assuming that market-makers (aka “dealers”) are typically the passive trade participants. Some exchanges, such as “okex” and “bybit” will have volatility values in decimal format (ex: 97% iv will be noted as 0.97)
[Required] The exchange for which to retrieve the listed option level 1 quotes. [Examples] deribit | okex | bybit
[Required] The underlying currency for which there are listed option instruments. [Examples] BTC | SOL_USDC
Note: inverse options have underlying currencies formatted as (BTC, ETH) while linear option currency formats include the stable coin in the same (SOL_USDC)
[Optional] Filter records based on the specified expiration date. [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Users can pass a single instrument in order to retrieve trade data for only the specified instrument. [Examples] BTC-26APR24-100000-C
[Optional] The option type [Examples] C | P
[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] The option instrument subset with a given strike price. [Examples] 100000 | 3500
[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
[Optional] This flag enables users to filter for only blockTrade or non-blockTrades. If the user wants everything returned they can choose to leave the parameter blank.
Successful request
The response is of type object
.