GET
/
analytics
/
trades-flow
/
volume-aggregates
Volume Aggregates
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/trades-flow/volume-aggregates \
  --header 'x-api-key: <api-key>'
{
  "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

x-api-key
string
header
required

Query Parameters

exchange
string
default:deribit
required

[Required] The exchange for which to retrieve the listed option level 1 quotes. [Examples] deribit | okex | bybit

currency
string
default:BTC
required

[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)

startDate
string<date-time>
default:2024-05-01

[Required] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

endDate
string
default:2024-06-01

[Required] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

timeFormat
string

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

timeInterval
string<date-time>
default:day

[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.

Response

200
application/json

Successful request

The response is of type object.