curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"exchange": "deribit",
"timestamp": 1717113600000,
"contractVolumeOnScreen": 18020.000000001124,
"contractVolumeBlocked": 4805.299999999999,
"premiumVolumeOnScreen": 24463251.4272535,
"premiumVolumeBlocked": 7279345.375989518,
"notionalVolumeOnScreen": 1156076646.825998,
"notionalVolumeBlocked": 327335374.31899995
},
{
"exchange": "deribit",
"timestamp": 1717027200000,
"contractVolumeOnScreen": 14836.800000001345,
"contractVolumeBlocked": 1677.3999999999999,
"premiumVolumeOnScreen": 15749101.83974984,
"premiumVolumeBlocked": 4908066.143592475,
"notionalVolumeOnScreen": 965885949.2049989,
"notionalVolumeBlocked": 113988701.38700002
},
{
"exchange": "deribit",
"timestamp": 1716940800000,
"contractVolumeOnScreen": 10243.100000000715,
"contractVolumeBlocked": 3138.3,
"premiumVolumeOnScreen": 13337437.762414567,
"premiumVolumeBlocked": 4510112.76299053,
"notionalVolumeOnScreen": 665883664.0270016,
"notionalVolumeBlocked": 210890733.54199994
},
{
"exchange": "deribit",
"timestamp": 1716854400000,
"contractVolumeOnScreen": 16130.000000000893,
"contractVolumeBlocked": 8721,
"premiumVolumeOnScreen": 20640327.29439798,
"premiumVolumeBlocked": 16526672.188646553,
"notionalVolumeOnScreen": 1088804974.1790001,
"notionalVolumeBlocked": 594070338.02
},
{
"exchange": "deribit",
"timestamp": 1716768000000,
"contractVolumeOnScreen": 10891.900000000349,
"contractVolumeBlocked": 1991,
"premiumVolumeOnScreen": 12863570.644137159,
"premiumVolumeBlocked": 4928760.321323949,
"notionalVolumeOnScreen": 753262995.8699989,
"notionalVolumeBlocked": 138808621.38
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
}{}Volume Aggregates
This endpoint returns the total traded options volume for a selected exchange and a selected underlying currency. The volume is broken out between onScreen exchange volume and 3rd party “blockTrades” (venues such as Paradigm, GreeksLive, etc).
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"exchange": "deribit",
"timestamp": 1717113600000,
"contractVolumeOnScreen": 18020.000000001124,
"contractVolumeBlocked": 4805.299999999999,
"premiumVolumeOnScreen": 24463251.4272535,
"premiumVolumeBlocked": 7279345.375989518,
"notionalVolumeOnScreen": 1156076646.825998,
"notionalVolumeBlocked": 327335374.31899995
},
{
"exchange": "deribit",
"timestamp": 1717027200000,
"contractVolumeOnScreen": 14836.800000001345,
"contractVolumeBlocked": 1677.3999999999999,
"premiumVolumeOnScreen": 15749101.83974984,
"premiumVolumeBlocked": 4908066.143592475,
"notionalVolumeOnScreen": 965885949.2049989,
"notionalVolumeBlocked": 113988701.38700002
},
{
"exchange": "deribit",
"timestamp": 1716940800000,
"contractVolumeOnScreen": 10243.100000000715,
"contractVolumeBlocked": 3138.3,
"premiumVolumeOnScreen": 13337437.762414567,
"premiumVolumeBlocked": 4510112.76299053,
"notionalVolumeOnScreen": 665883664.0270016,
"notionalVolumeBlocked": 210890733.54199994
},
{
"exchange": "deribit",
"timestamp": 1716854400000,
"contractVolumeOnScreen": 16130.000000000893,
"contractVolumeBlocked": 8721,
"premiumVolumeOnScreen": 20640327.29439798,
"premiumVolumeBlocked": 16526672.188646553,
"notionalVolumeOnScreen": 1088804974.1790001,
"notionalVolumeBlocked": 594070338.02
},
{
"exchange": "deribit",
"timestamp": 1716768000000,
"contractVolumeOnScreen": 10891.900000000349,
"contractVolumeBlocked": 1991,
"premiumVolumeOnScreen": 12863570.644137159,
"premiumVolumeBlocked": 4928760.321323949,
"notionalVolumeOnScreen": 753262995.8699989,
"notionalVolumeBlocked": 138808621.38
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
}{}Authorizations
Query Parameters
[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)
[Required] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Required] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
[Optional] Time interval of data frequency for the selected date range. [Examples] minute | hour | day [Note] Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call.
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