> ## Documentation Index
> Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt
> Use this file to discover all available pages before exploring further.
# Snapshots Historical
> Provides detailed historical snapshots of options order books, including bid and ask levels, underlying prices, market statistics, open interest, and Greeks, enabling in-depth analysis of market depth and options pricing over time across supported exchanges.
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.
## OpenAPI
````yaml get /options/order-book-snapshots/{instrument}
openapi: 3.1.0
info:
title: market-api
version: '2'
servers:
- url: https://api.amberdata.com/markets
security:
- ApiKeyAuth: []
paths:
/options/order-book-snapshots/{instrument}:
get:
summary: Snapshots Historical
description: >-
Provides detailed historical snapshots of options order books, including
bid and ask levels, underlying prices, market statistics, open interest,
and Greeks, enabling in-depth analysis of market depth and options
pricing over time across supported exchanges.
operationId: options-order-book-snapshots-historical
parameters:
- name: instrument
in: path
description: The instrument for which to retrieve the requested data.
schema:
type: string
default: BTC-27DEC24-100000-C
required: true
- name: exchange
in: query
description: >-
**[Required]** The exchange(s) for which to retrieve the requested
data (comma separated). **[Default]** All available exchanges.
required: true
schema:
type: string
default: deribit
- name: startDate
in: query
description: >-
**[Optional]** Payload only includes data after this date
(inclusive). **[Defaults]** Beginning of the current minute (max
time range is 1 hour).
schema:
type: string
format: date-time
- name: endDate
in: query
description: >-
**[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).
schema:
type: string
format: date-time
- name: timestamp
in: query
description: >-
**[Optional]** The timestamp at which to return the order book
information (closest match, lower or equal to the timestamp
specified).
schema:
type: string
- name: timeFormat
in: query
description: >-
**[Optional]** Time format of the timestamps in the return payload.
**[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
human_readable`
schema:
type: string
- name: sortDirection
in: query
description: >-
**[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
schema:
type: string
- name: maxLevel
in: query
description: The number of order book levels that should be returned.
schema:
type: integer
format: int32
- name: Accept-Encoding
in: header
required: true
description: ''
schema:
type: string
default: gzip, deflate, br
- name: api-version
in: header
schema:
type: string
responses:
'200':
description: '200'
content:
application/json:
examples:
Result:
value:
status: 200
title: OK
description: Successful request
payload:
metadata:
next: >-
https://api.amberdata.com/markets/options/order-book-snapshots/BTC-13FEB26-100000-C?cursor=N4IgpgHgxgFghgOwOZhALhAEzAJwJYBGeALiADQhQCuOAzgPY7oJUA2rFxeAtmLcXG4AHZmw4h%2BcHMQAicYqjQBGAOwA2AJwqAHAFY1AJgAMugCwqKYBJjkL0qzTv1mDaoxTwIorKtgCqCLRUQkKMCpgAotDwyHzoAGZwrLRgFNxwEAAyYABuYKyi7Jw8YABijOmkGNx47HgpUPTWtOQg8RXy6CAAVgwIrQzSANJgAJ5dDlp6hkazRgD62PhExPNKAMwqukqa2toGugbzAEIAKgDCALQbpRHHrtdzs5fnIAC%2BQA
api-version: '2023-09-30T00:00:00.000Z'
data:
- timestamp: 1769699280000
instrument: BTC-13FEB26-100000-C
exchange: deribit
exchangeTimestamp: 1769699279646
exchangeTimestampNanoseconds: 0
sequence: 137341145308
underlyingPrice: 86308.1667
underlyingIndex: SYN.BTC-13FEB26
low: 0.0012
high: 0.0031
volume: 112.6
volumeUSD: 16365.05
priceChange: -58.6207
openInterest: 1392.8
minPrice: 0.0001
maxPrice: 0.016
markPrice: 0.0012
markIv: 40.59
lastPrice: 0.0012
interestRate: 0
indexPrice: 86149.28
estimatedDeliveryPrice: 0
rho: 1.30112
vega: 14.51698
delta: 0.03865
gamma: 0.00001
theta: -20.04074
bidIv: 40.42
askIv: 42.12
bestBidPrice: 0.0012
bestAskPrice: 0.0015
bestBidVolume: 3.7
bestAskVolume: 69.2
state: open
ask:
- price: 0.0295
volume: 69.2
numOrders: null
- price: 0.0295
volume: 69.2
numOrders: null
- price: 0.0295
volume: 69.2
numOrders: null
bid:
- price: 0.0012
volume: 3.7
numOrders: null
- price: 0.0011
volume: 16.9
numOrders: null
- price: 0.001
volume: 42
numOrders: null
schema:
type: object
properties:
status:
type: integer
title:
type: string
description:
type: string
payload:
type: object
properties:
metadata:
type: object
properties:
next:
type: string
description: Cursor for pagination
api-version:
type: string
description: API version used
data:
type: array
items:
type: object
properties:
timestamp:
type: integer
format: int64
instrument:
type: string
exchange:
type: string
exchangeTimestamp:
type: integer
format: int64
exchangeTimestampNanoseconds:
type: integer
sequence:
type: string
underlyingPrice:
type: number
underlyingIndex:
type: string
low:
type: number
high:
type: number
volume:
type: number
volumeUSD:
type: number
priceChange:
type: number
openInterest:
type: number
minPrice:
type: number
maxPrice:
type: number
markPrice:
type: number
markIv:
type: number
lastPrice:
type: number
interestRate:
type: number
indexPrice:
type: number
estimatedDeliveryPrice:
type: number
rho:
type: number
vega:
type: number
delta:
type: number
gamma:
type: number
theta:
type: number
bidIv:
type: number
askIv:
type: number
bestBidPrice:
type: number
bestAskPrice:
type: number
bestBidVolume:
type: number
bestAskVolume:
type: number
state:
type: string
ask:
type: array
items:
type: object
properties:
price:
type: number
volume:
type: number
numOrders:
type: integer
nullable: true
bid:
type: array
items:
type: object
properties:
price:
type: number
volume:
type: number
numOrders:
type: integer
nullable: true
'400':
description: '400'
content:
application/json:
examples:
Result:
value: '{}'
schema:
type: object
properties: {}
deprecated: false
security:
- ApiKeyAuth: []
components:
securitySchemes:
ApiKeyAuth:
type: apiKey
in: header
name: x-api-key
````