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GET
/
options
/
order-book-snapshots
/
{instrument}
Snapshots Historical
curl --request GET \
  --url https://api.amberdata.com/markets/options/order-book-snapshots/{instrument} \
  --compressed \
  --header 'Accept-Encoding: <accept-encoding>' \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "metadata": {
      "columns": [
        "exchange",
        "timestamp",
        "timestampNanoseconds",
        "underlyingPrice",
        "underlyingIndex",
        "stats",
        "state",
        "openInterest",
        "minPrice",
        "maxPrice",
        "markPrice",
        "markIv",
        "lastPrice",
        "interestRate",
        "indexPrice",
        "greeks",
        "estimatedDeliveryPrice",
        "bids",
        "bidIv",
        "bestBidPrice",
        "bestBidAmount",
        "bestAskPrice",
        "bestAskAmount",
        "asks",
        "askIv",
        "sequence",
        "metadata"
      ],
      "startDate": "2020-08-17 06:00:00",
      "endDate": "2020-08-17 07:00:00"
    },
    "data": [
      [
        "deribit",
        "2021-12-01 09:19:01 254",
        0,
        4797.14,
        "ETH-28JAN22",
        {
          "low": 0.024,
          "high": 0.03,
          "volume": 1131,
          "price_change": 25
        },
        "open",
        4365,
        0.0065,
        0.089,
        0.030323,
        106.88,
        0.03,
        0,
        4725.08,
        {
          "rho": 0.99955,
          "vega": 4.68046,
          "delta": 0.16158,
          "gamma": 0.00012,
          "theta": -4.31661
        },
        4725.08,
        [
          [
            0.0295,
            455
          ],
          [
            0.029,
            252
          ],
          [
            0.0285,
            140
          ],
          [
            0.027,
            420
          ],
          [
            0.02,
            5
          ],
          [
            0.015,
            1
          ],
          [
            0.0105,
            3
          ],
          [
            0.01,
            1
          ],
          [
            0.007,
            10
          ],
          [
            0.0045,
            8
          ],
          [
            0.002,
            1
          ]
        ],
        106.03,
        0.0295,
        455,
        0.031,
        15,
        [
          [
            0.031,
            15
          ],
          [
            0.0315,
            138
          ],
          [
            0.032,
            413
          ],
          [
            0.0325,
            248
          ],
          [
            0.033,
            420
          ],
          [
            0.0355,
            5
          ],
          [
            0.037,
            1
          ],
          [
            0.04,
            2
          ],
          [
            0.06,
            6
          ],
          [
            0.7,
            4
          ]
        ],
        107.57,
        17235771415,
        null
      ]
    ]
  }
}
The maximum time range (difference between startDate and endDate) is 1 hour.
If the startDate and endDate query parameters are not provided, the API will return the data from the previous 10 minutes.

Authorizations

​
x-api-key
string
header
required

Headers

​
Accept-Encoding
string
default:gzip, deflate, br
required
​
api-version
string

Path Parameters

​
instrument
string
default:BTC-27DEC24-100000-C
required

The instrument for which to retrieve the requested data.

Query Parameters

​
exchange
string
default:deribit
required

[Required] The exchange(s) for which to retrieve the requested data (comma separated). [Default] All available exchanges.

​
startDate
string<date-time>

[Optional] Payload only includes data after this date (inclusive). [Defaults] Beginning of the current minute (max time range is 1 hour).

​
endDate
string<date-time>

[Optional] Payload only includes data before this date (exclusive). [Defaults] Ten minutes after the beginning of the current hour (max time range is 1 hour).

​
timestamp
string

[Optional] The timestamp at which to return the order book information (closest match, lower or equal to the timestamp specified).

​
timeFormat
string

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

​
sortDirection
string

[Optional] Specifies the direction in which the data is sorted (by timestamp). [Defaults] asc (ascending order). [Usage Conditions] This parameter can only be used if the startDate and endDate timeframe is within the most recent 24 hours, or if the startDate and endDate parameters are not used at all. [Examples] ascending | descending | asc | desc

​
maxLevel
integer

The number of order book levels that should be returned.

Response

200

​
status
integer
​
title
string
​
description
string
​
payload
object