This endpoint returns option “times and sales” data that’s decorated with pre-trade level-1 orderbook data and post-trdae 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.
[Required] The underlying currency for which there are listed option instruments.
[Examples] IBIT | COIN
[Optional] Filter records based on the specified expiration date.
[Examples] 1578531600 | 1578531600000 | 2026-01-16
[Optional] Users can pass a single instrument in order to retrieve trade data for only the specified instrument.
[Examples] IBIT-16JAN26-100-C
[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] 100 | 35
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
[Optional] This endpoint allows users to filter trades that meet a select trade size criteria.
[Optional] This endpoint allows users to filter trades that do not exceed a select trade size criteria.
200
The response is of type object
.