# Amberdata Docs ## Docs - [Information](https://docs.amberdata.io/asset-and-pair-data.md) - [Prices](https://docs.amberdata.io/asset-information.md) - [API Changes & Deprecations](https://docs.amberdata.io/changelog/api-changes.md) - [Fixes](https://docs.amberdata.io/changelog/fixes.md) - [Infrastructure & Improvements](https://docs.amberdata.io/changelog/infrastructure.md) - [Product Updates](https://docs.amberdata.io/changelog/product-updates.md) - [DeFi Analytics](https://docs.amberdata.io/cloudsync/cloudsync-blockchain-data-and-defi-analytics.md) - [Derivatives Analytics](https://docs.amberdata.io/cloudsync/cloudsync-derivatives-analytics.md) - [Market Data](https://docs.amberdata.io/cloudsync/cloudsync-market.md) - [CloudSync Overview](https://docs.amberdata.io/cloudsync/cloudsync-overview.md) - [Ethereum Active Validators](https://docs.amberdata.io/data-dictionary/analytics/active-validators.md): Note: This dataset is updated daily and is available via Databricks, and Snowflake. - [Overview](https://docs.amberdata.io/data-dictionary/analytics/bitcoin-price-and-moving-averages.md) - [Bitcoin Yardstick](https://docs.amberdata.io/data-dictionary/analytics/bitcoin-yardstick.md) - [Balance Buckets: Number of Addresses](https://docs.amberdata.io/data-dictionary/analytics/btc-balance-bucket-number-of-addresses.md) - [Balance Buckets: Supply Held](https://docs.amberdata.io/data-dictionary/analytics/btc-balance-buckets-supply-held.md) - [ETF Holdings/Flow (BTC & ETH)](https://docs.amberdata.io/data-dictionary/analytics/btc-etf-flows.md): Note: These datasets are available via REST API, Databricks, and Snowflake. - [Overview](https://docs.amberdata.io/data-dictionary/analytics/btc-hodl-wave.md) - [Daily Address Activity](https://docs.amberdata.io/data-dictionary/analytics/daily-address-activity.md) - [Daily New Addresses](https://docs.amberdata.io/data-dictionary/analytics/daily-new-addresses.md) - [Altcoin ATM hourly](https://docs.amberdata.io/data-dictionary/analytics/derivatives/altcoin-atm-hourly.md) - [Futures Basis](https://docs.amberdata.io/data-dictionary/analytics/derivatives/apr-basis.md) - [Bid Ask Spread](https://docs.amberdata.io/data-dictionary/analytics/derivatives/bid-ask.md) - [Block Volumes](https://docs.amberdata.io/data-dictionary/analytics/derivatives/block-volumes.md) - [Correlation, Beta and Realized Volatility](https://docs.amberdata.io/data-dictionary/analytics/derivatives/correlation-beta.md) - [Decorated Trades](https://docs.amberdata.io/data-dictionary/analytics/derivatives/decorated-trades.md) - [Delta Surface Constant and Floating](https://docs.amberdata.io/data-dictionary/analytics/derivatives/delta-surfaces-constant-and-floating.md) - [Deribit VS Model Hourly](https://docs.amberdata.io/data-dictionary/analytics/derivatives/deribit-vs-model-hourly.md) - [Funding Realized/Accumulated](https://docs.amberdata.io/data-dictionary/analytics/derivatives/fundingrealized.md) - [Gamma](https://docs.amberdata.io/data-dictionary/analytics/derivatives/gamma-normalized-snapshots.md) - [Implied vs Realized](https://docs.amberdata.io/data-dictionary/analytics/derivatives/implied-realized.md) - [Instruments Most Traded](https://docs.amberdata.io/data-dictionary/analytics/derivatives/instruments-most-traded.md) - [Level 1 Quotes](https://docs.amberdata.io/data-dictionary/analytics/derivatives/level-1-quotes.md) - [Moneyness Surfaces Constant and Floating](https://docs.amberdata.io/data-dictionary/analytics/derivatives/moneyness-surfaces-constant-and-floating.md) - [Open Interest](https://docs.amberdata.io/data-dictionary/analytics/derivatives/open-interest-add.md) - [Overview](https://docs.amberdata.io/data-dictionary/analytics/derivatives/options-overview.md) - [Option Yields](https://docs.amberdata.io/data-dictionary/analytics/derivatives/options-yields.md) - [Order Book Depth](https://docs.amberdata.io/data-dictionary/analytics/derivatives/order-book-depth.md) - [Order Book Pressure](https://docs.amberdata.io/data-dictionary/analytics/derivatives/order-book-pressure.md) - [Put Call Trades Distribution](https://docs.amberdata.io/data-dictionary/analytics/derivatives/put-calls-trades-distribution.md) - [Seasonality: Volatility Day of Week / Month of Year](https://docs.amberdata.io/data-dictionary/analytics/derivatives/seasonality.md) - [Term Structure Constant and Floating](https://docs.amberdata.io/data-dictionary/analytics/derivatives/term-structure.md) - [Term Structure Richness - Deribit Only](https://docs.amberdata.io/data-dictionary/analytics/derivatives/term-structure-richness.md) - [Top Trades](https://docs.amberdata.io/data-dictionary/analytics/derivatives/top-trades.md) - [Decorated Trades](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/decorated-trades.md) - [TradFi Delta Surfaces Constant and Floating](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/delta-surfaces-constant-and-floating.md) - [TradFi Implied vs Realized](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/implied-vs-realized.md) - [Instruments Most Traded](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/instruments-most-traded.md) - [Level 1 Quotes](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/level-1-quotes.md) - [Options Yields](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/options-yields.md) - [Term Structure Constant](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/term-structure-constant.md) - [Realized Volatility (Close-to-Close)](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/tradfi-realized-vol.md) - [TradFi Volatility Cones](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/volatility-cones.md) - [TradFi Volatility Metrics](https://docs.amberdata.io/data-dictionary/analytics/derivatives/tradfi/volatility-metrics.md) - [Volatility Cones](https://docs.amberdata.io/data-dictionary/analytics/derivatives/volatility-cones.md) - [Volatility Index and Volatility Index Decorated](https://docs.amberdata.io/data-dictionary/analytics/derivatives/volatility-index.md) - [Volatility Metrics](https://docs.amberdata.io/data-dictionary/analytics/derivatives/volatility-metrics.md) - [Volatility Ratio](https://docs.amberdata.io/data-dictionary/analytics/derivatives/volatility-ratio.md) - [Volume Aggregates](https://docs.amberdata.io/data-dictionary/analytics/derivatives/volume-aggregates.md) - [Trading Volumes](https://docs.amberdata.io/data-dictionary/analytics/derivatives/volumes-add.md) - [DeFi Lending](https://docs.amberdata.io/data-dictionary/analytics/lending-market-insights.md): Datasets are available via REST API, Databricks, and Snowflake. - [Liquid Staking](https://docs.amberdata.io/data-dictionary/analytics/liquid-staking.md) - [Re-Staking: EigenLayer](https://docs.amberdata.io/data-dictionary/analytics/liquid-staking-copy.md) - [Liquid vs Illiquid Supply](https://docs.amberdata.io/data-dictionary/analytics/liquid-vs-illiquid-supply.md) - [Market Cap vs Realized Cap](https://docs.amberdata.io/data-dictionary/analytics/market-cap-vs-realized-cap.md) - [Overview](https://docs.amberdata.io/data-dictionary/analytics/market-insights.md) - [History](https://docs.amberdata.io/data-dictionary/analytics/market-insights-history.md): All metrics unless otherwise stated are available via Databricks, and Snowflake. - [Options Trading](https://docs.amberdata.io/data-dictionary/analytics/market-insights-options.md): Note: This dataset is updated hourly and available via Databricks, and Snowflake. - [Spot Trading](https://docs.amberdata.io/data-dictionary/analytics/market-insights-spot-data.md): Note: This dataset is updated daily and available via Market Data API only. - [Market Value: Realized Value (MVRV)](https://docs.amberdata.io/data-dictionary/analytics/market-value-realized-value-mvrv.md) - [Miner Position Index](https://docs.amberdata.io/data-dictionary/analytics/miner-position.md) - [Miner Supply Spent](https://docs.amberdata.io/data-dictionary/analytics/miner-supply-spent.md) - [Monthly HODL Net Position Change](https://docs.amberdata.io/data-dictionary/analytics/monthly-hodl-net-position-change.md) - [Net Unrealized Profit / Loss (NUPL)](https://docs.amberdata.io/data-dictionary/analytics/net-unrealized-profit-loss-nupl.md) - [New Address Momentum](https://docs.amberdata.io/data-dictionary/analytics/new-address-momentum.md) - [Pi Cycle](https://docs.amberdata.io/data-dictionary/analytics/pi-cycle.md) - [Overview](https://docs.amberdata.io/data-dictionary/analytics/puell-multiple.md) - [Overview](https://docs.amberdata.io/data-dictionary/analytics/realized-price.md) - [Reserve Risk](https://docs.amberdata.io/data-dictionary/analytics/reserve-risk.md) - [Sample Data](https://docs.amberdata.io/data-dictionary/analytics/sample-data.md): Below are some sample datasets from the institutional metrics in CSV format. - [Bid Ask Spread](https://docs.amberdata.io/data-dictionary/analytics/spot/bid-ask.md) - [LWAP (Liquidity-Weighted Average Price)](https://docs.amberdata.io/data-dictionary/analytics/spot/lwap.md) - [Order Book Dashboard](https://docs.amberdata.io/data-dictionary/analytics/spot/order-book-dashboard.md) - [Order Book Depth](https://docs.amberdata.io/data-dictionary/analytics/spot/order-book-depth.md) - [Order Book Pressure](https://docs.amberdata.io/data-dictionary/analytics/spot/order-book-pressure.md) - [Trade Frequency](https://docs.amberdata.io/data-dictionary/analytics/spot/trade-frequency.md) - [Trade Pressure](https://docs.amberdata.io/data-dictionary/analytics/spot/trade-pressure.md) - [Asset Volumes USD](https://docs.amberdata.io/data-dictionary/analytics/spot/volumes-asset.md) - [Exchange Volumes USD](https://docs.amberdata.io/data-dictionary/analytics/spot/volumes-exchange.md) - [VWAP - TWAP](https://docs.amberdata.io/data-dictionary/analytics/spot/vwap-twap.md) - [Stock-to-Flow](https://docs.amberdata.io/data-dictionary/analytics/stock-to-flow.md) - [Overview](https://docs.amberdata.io/data-dictionary/analytics/supply-eth.md): Note: This dataset is updated daily and is available via REST API, Databricks, and Snowflake. - [Price and Moving Averages](https://docs.amberdata.io/data-dictionary/analytics/topbottom-indicators.md) - [Real World Assets](https://docs.amberdata.io/data-dictionary/analytics/treasury-backed-rwa.md): Note: These datasets are available via REST API, Databricks, and Snowflake. - [USD Balance Bucket](https://docs.amberdata.io/data-dictionary/analytics/usd-balance-bucket.md) - [Downloads](https://docs.amberdata.io/data-dictionary/api-specs.md) - [Asset Reference and Classification](https://docs.amberdata.io/data-dictionary/arc-overview.md) - [Asset Symbols FAQ](https://docs.amberdata.io/data-dictionary/asset-symbols-faqs.md) - [Addresses](https://docs.amberdata.io/data-dictionary/blockchain/addresses.md) - [Balances](https://docs.amberdata.io/data-dictionary/blockchain/balances.md) - [Blocks](https://docs.amberdata.io/data-dictionary/blockchain/blocks.md) - [Contracts](https://docs.amberdata.io/data-dictionary/blockchain/contracts.md) - [DEX Trades](https://docs.amberdata.io/data-dictionary/blockchain/dex-trades.md) - [Lending Overview](https://docs.amberdata.io/data-dictionary/blockchain/lending.md) - [Lending Metrics](https://docs.amberdata.io/data-dictionary/blockchain/lending-metrics.md): Multi-chain DeFi Metrics show aggregates of DeFi lending and give visibility into how wallets interact with protocols. - [Stablecoin Lending Metrics](https://docs.amberdata.io/data-dictionary/blockchain/lending-stablecoin-metrics.md) - [DeFi Transactions](https://docs.amberdata.io/data-dictionary/blockchain/lending-transactions.md) - [Logs](https://docs.amberdata.io/data-dictionary/blockchain/logs.md) - [Metrics - Blockchain](https://docs.amberdata.io/data-dictionary/blockchain/metrics.md) - [DeFi OHLCV](https://docs.amberdata.io/data-dictionary/blockchain/ohlcv.md) - [Lending Portfolio & Returns](https://docs.amberdata.io/data-dictionary/blockchain/portfolio-returns.md) - [Token Transfers](https://docs.amberdata.io/data-dictionary/blockchain/token-transfers.md) - [Tokens](https://docs.amberdata.io/data-dictionary/blockchain/tokens.md) - [Transactions](https://docs.amberdata.io/data-dictionary/blockchain/transactions.md) - [CloudSync Subscription](https://docs.amberdata.io/data-dictionary/cloudsync-subscription.md) - [Blockchain Coverage](https://docs.amberdata.io/data-dictionary/coverage/coverage-blockchain.md) - [DeFi Coverage](https://docs.amberdata.io/data-dictionary/coverage/coverage-defi-dex.md): Coverage across DEX and Lending Markets - [Market Data Coverage (CEX)](https://docs.amberdata.io/data-dictionary/coverage/exchange-coverage.md): Explore our comprehensive coverage for centralized exchanges across spot, options, and futures markets. - [Glossary](https://docs.amberdata.io/data-dictionary/digital-asset-glossary.md) - [HTTP & Real-time Subscription](https://docs.amberdata.io/data-dictionary/http-real-time-subscription.md) - [Funding Rates](https://docs.amberdata.io/data-dictionary/market/funding-rates.md) - [Insurance Funds](https://docs.amberdata.io/data-dictionary/market/insurance-funds.md) - [Liquidations](https://docs.amberdata.io/data-dictionary/market/liquidations.md) - [Long/Short Ratio](https://docs.amberdata.io/data-dictionary/market/longshort-ratio.md) - [FAQs](https://docs.amberdata.io/data-dictionary/market/market-faqs.md) - [OHLCV](https://docs.amberdata.io/data-dictionary/market/ohlcv.md) - [Open Interest](https://docs.amberdata.io/data-dictionary/market/open-interest.md) - [ Order Books](https://docs.amberdata.io/data-dictionary/market/order-books.md) - [Reference Rates](https://docs.amberdata.io/data-dictionary/market/reference-rates.md) - [Tickers](https://docs.amberdata.io/data-dictionary/market/tickers.md) - [Trades](https://docs.amberdata.io/data-dictionary/market/trades.md) - [Stablecoins Analytics](https://docs.amberdata.io/data-dictionary/stablecoins/stablecoins-analytics.md) - [Overview](https://docs.amberdata.io/data-dictionary/stablecoins/usd-stablecoins.md): Note: This dataset is updated daily and is available via Databricks, and Snowflake. - [Datasets Information](https://docs.amberdata.io/http/amberlens/amberlens-information.md): Lists institutional market metrics available via the API for market structure, positioning, and institutional activity analysis. Previously known as Amberlens. For visual exploration, related representations of select datasets are also available within [Amberdata Intelligence](https://intelligence.a… - [Get Dataset](https://docs.amberdata.io/http/amberlens/amberlens-metrics.md): Retrieves a specific institutional metric dataset for market structure and positioning analysis. Previously known as Amberlens. Related visual representations of select datasets are also available within [Amberdata Intelligence](https://intelligence.amberdata.com/) - [Altcoin ATM Hourly](https://docs.amberdata.io/http/analytics/derivatives/altcoin-atm-hourly.md): This endpoint returns the “At-The-Money” volatility profile for a specified altcoin pair. The payload will include various days-to-expiraton so users can see the term-structure. - [Apr-Basis Constant Maturity](https://docs.amberdata.io/http/analytics/derivatives/apr-basis-constant-maturity.md): This endpoint returns the quoted futures basis for various exchanges, interpolated to reflect a constant days to expiration (DTE). - [Apr-Basis Constant Maturity Decorated](https://docs.amberdata.io/http/analytics/derivatives/apr-basis-constant-maturity-decorated.md): This endpoint returns the quoted futures basis for various exchanges, interpolated to reflect a constant days to expiration (DTE). The data also features dynamic granularity based on the selected date range. - [Apr-Basis Live Term Structure](https://docs.amberdata.io/http/analytics/derivatives/apr-basis-live-term-structure.md): This endpoint returns the current quoted futures prices along with the differential to spot and the annualized apr of the spot differential. - [Bid Ask Spread](https://docs.amberdata.io/http/analytics/derivatives/bid-ask-spread.md): This endpoint allows users to explore the bid-ask spread for a specific futures or perpetual assets across one or more exchanges. It provides both the absolute dollar spread (based on the best bid and offer) and the spread as a percentage of the mid-price. - [Block Volumes](https://docs.amberdata.io/http/analytics/derivatives/block-volumes.md): This endpoint returns the total block traded options volume for a selected exchange and a selected underlying currency. The volume is broken out by instruments for 3rd party "blockTrades" (venues such as Paradigm, GreeksLive, etc). - [Correlation, Beta and Realized Volatility](https://docs.amberdata.io/http/analytics/derivatives/correlation-beta-and-realized-volatility.md): This endpoint returns the entire series of closing prices for two selected currency pairs from a given exchange. In addition to the series of closing prices the endpoint also returns the various realized volatility measures (using the high/low Parkinson method), rolling correlation calculation and b… - [Decorated Trades](https://docs.amberdata.io/http/analytics/derivatives/decorated-trades.md): This endpoint returns option "times and sales" data that's decorated with pre-trade level-1 orderbook data and post-trade 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, wh… - [Delta Surfaces Constant](https://docs.amberdata.io/http/analytics/derivatives/delta-surfaces-constant.md): This endpoint returns the option delta surface with constant maturities. - [Delta Surfaces Floating](https://docs.amberdata.io/http/analytics/derivatives/delta-surfaces-floating.md): This endpoint returns the option delta surface with floating maturities (exchange listed expirations). - [Depth](https://docs.amberdata.io/http/analytics/derivatives/depth.md): Percentage depth profiles offer insights into the order book structure and available liquidity at different price levels. By analyzing buy and sell liquidity within a specified percentage range from the best-bid/best-ask, traders can assess liquidity distribution and its impact on market behavior. T… - [Pressure](https://docs.amberdata.io/http/analytics/derivatives/depth-pressure.md): Order book pressure is a market indicator that measures the relative balance between buy and sell orders. It is calculated as: Order_Book_Pressure = (bid depth − ask depth) This metric provides insight into market sentiment by quantifying the dominance of buyers or sellers. A positive value indicat… - [Deribit vs Model Hourly](https://docs.amberdata.io/http/analytics/derivatives/deribit-vs-model-hourly.md): This endpoint compares the model “At-The-Money” volatility versus the implied volatility found on Deribit, in order to validate our proprietary “modelAtm”. The payload will include various daysToExpiraton so users can see the term-structure. - [Funding Rates](https://docs.amberdata.io/http/analytics/derivatives/funding-rates.md): This endpoint returns funding realized/accumulated data, which refers to the payments made between traders holding long and short positions in perpetual futures contracts. Accumulated funding is the total series of payments made between selected dates. - [Funding Realized/Accumulated](https://docs.amberdata.io/http/analytics/derivatives/funding-realized-accumulated.md): This endpoint returns funding realized/accumulated data, which refers to the payments made between traders holding long and short positions in perpetual futures contracts. Accumulated funding is the total series of payments made between selected dates. - [Futures Depth Instruments](https://docs.amberdata.io/http/analytics/derivatives/futures-depth-information.md): This endpoint returns all available exchanges and futures/perpetual instruments with order book depth data. - [Gamma Normalized in USD](https://docs.amberdata.io/http/analytics/derivatives/gamma-normalized-in-usd.md): This chart depicts the overall impact of "gamma exposure" (GEX) in terms of notional in the underlying for a 1% move in spot prices. - [Gamma Snapshots (GEX)](https://docs.amberdata.io/http/analytics/derivatives/gamma-snapshots-gex.md): GEX aims to calculate the gamma exposure of Market Makers (MMs) and the resulting number of underlying contracts they must trade to keep their book delta-hedged. "Positive/long gamma" => more underlying stability because of "Buy low, sell high" "Negative/short gamma" => more underlying volatility be… - [Implied (vs) Realized](https://docs.amberdata.io/http/analytics/derivatives/implied-vs-realized.md): This endpoint returns the close-to-close hourly realized volatility for 7-days and 30-days. Using the daysToExpiration parameter, users can choose which "at-the-money" implied volatility to compare. - [Options Instruments](https://docs.amberdata.io/http/analytics/derivatives/instruments-information.md): This endpoint returns all available exchanges, currencies and option instruments. If a timestamp is used we can then filter the information for historical data. - [Instruments Most Traded](https://docs.amberdata.io/http/analytics/derivatives/instruments-most-traded.md): This endpoint returns the most traded instruments on a selected exchange for a selected underlying currency, for a given date range. Users can filter out select trade types: "ALL" trades, "Block" trades and "Non-Block" trades. - [Level 1 Quotes](https://docs.amberdata.io/http/analytics/derivatives/level-1-quotes.md): This endpoint returns the Level 1 option chain with associated volatilities, greeks and underlying prices. This is the core underlying options data for many analytics. - [Liquidations Aggregate (Futures and Perpetuals)](https://docs.amberdata.io/http/analytics/derivatives/liquidations-aggregate-futures-and-perpetuals.md): This endpoint returns the total aggregated liquidations for both futures and perpetuals for a selected time interval and exchange venue. The liquidations are split into "Buy-To-Close" and "Sell-To-Close" buckets. The endpoint is dynamic in terms of granularity. 1-day of data returns 5-min, 7-days re… - [Moneyness Surfaces Constant](https://docs.amberdata.io/http/analytics/derivatives/moneyness-surfaces-constant.md): This endpoint returns the option implied volatility surface in the form of moneyness from the "underlying" future's price for constant expirations. This surface is calibrated using SVI and is therefor available in hourly format (historical), real-time (on-going) for BTC and ETH on Deribit only. - [Moneyness Surfaces Floating](https://docs.amberdata.io/http/analytics/derivatives/moneyness-surfaces-floating.md): This endpoint returns the option implied volatility surface in the form of moneyness from the "underlying" future's price for listed expirations. This surface is calibrated using SVI and is therefor available in hourly format (historical), real-time (on-going) for BTC and ETH on Deribit only. - [Monthly versus Daily Volatility Ratio](https://docs.amberdata.io/http/analytics/derivatives/monthly-versus-daily-volatility-ratio.md): This endpoint returns the relationship/comparison of Parkinson realized volatility calculation using one monthly calculation versus 30 daily calculations. The reasons these calculations might differ is due to mean-reversion, intra-month volatility and trending markets. - [Open Interest](https://docs.amberdata.io/http/analytics/derivatives/open-interest.md): This endpoint returns the total asset open interest for both futures and perpetuals across the various exchanges. The open interest is returns in raw coin amounts and millions of dollars. - [Options Yields](https://docs.amberdata.io/http/analytics/derivatives/options-yields.md): The "Covered Call" strategy assumes the trader is long exactly one unit of underlying asset after proceeds from selling their call. - [Put Call Ratio](https://docs.amberdata.io/http/analytics/derivatives/put-call-ratio.md): This endpoint returns the Put Call Ratio for open interest and volume. The users can request the data in daily or hourly granularity. - [Put Call Trades Distribution](https://docs.amberdata.io/http/analytics/derivatives/put-call-trades-distribution.md): Using proprietary algorithm (Amberdata direction) that assess real initiator of a trade, we sum by the amounts of contracts and premium of the last 24 hours (default) according to put/call/bought/sold metrics. - [Pairs Information](https://docs.amberdata.io/http/analytics/derivatives/realized-volatility-information.md): This information endpoint returns the available spot data for realized volatility and price calculations provided for each specific exchange. (AVAILABLE EXCHANGE: binance, bithumb, bitstamp, gdax, gemini, kraken, okex, poloniex) - [Seasonality: Volatility Day of Week](https://docs.amberdata.io/http/analytics/derivatives/seasonality:-volatility-day-of-week.md): This endpoint returns the average realized volatility, for a select date range, grouped by the day-of-the-week. Users can view how weekend volatility compares to say, Wednesday realized volatility, etc. - [Seasonality: Volatility Month of the Year](https://docs.amberdata.io/http/analytics/derivatives/seasonality:-volatility-month-of-the-year.md): This endpoint returns the average realized volatility, for a select date range, grouped by the month-of-the-year. Users can view how Q4 volatility compares to say, Q1 volatility, etc. - [SVI - Historical](https://docs.amberdata.io/http/analytics/derivatives/svi-historical.md): This endpoint provides calibrated SVI (Stochastic Volatility Inspired) parameters for BTC and ETH options traded on Deribit, with hourly granularity. The data covers each hour from April 1, 2019, to the present, offering a historical view of volatility surface calibrations for these assets. - [SVI - Minutely](https://docs.amberdata.io/http/analytics/derivatives/svi-minutely.md): This endpoint provides calibrated SVI (Stochastic Volatility Inspired) parameters for BTC and ETH options traded on Deribit, with 5-minute granularity. Offering a timely calibration view of the volatility surface. - [Term Structures Constant](https://docs.amberdata.io/http/analytics/derivatives/term-structures-constant.md): This endpoint returns the term structure (for exchange listed expirations) with forward volatility calculations, for constant "daysToExpiration" maturities. - [Term Structures Floating](https://docs.amberdata.io/http/analytics/derivatives/term-structures-floating.md): This endpoint returns the term structure (for exchange listed expirations) with forward volatility calculations, for active exchange listed maturities. - [Term Structures Richness](https://docs.amberdata.io/http/analytics/derivatives/term-structures-richness.md): This endpoint returns the term structure richness. The "Term Structure Richness" is the relative "level" of the Contango or Backwardation shape. A reading of 1.00 would be a perfectly flat term structure - as measured by our method - while readings below/above represent Contango/Backwardation respec… - [Top Trades](https://docs.amberdata.io/http/analytics/derivatives/top-trades.md): This endpoint contains all the relevant information about the most important trades both on screen and blocked. Besides the usual information this endpoint have some proprietary nuances that helps market watchers to read the flow deeply. Among the others: - "Amberdata Direction" is the metrics we de… - [Decorated Trades](https://docs.amberdata.io/http/analytics/derivatives/tradfi-decorated-trades.md): This endpoint returns option “times and sales” data decorated with pre-trade level-1 order book data, along with Greeks and implied volatility metrics.Order book impact logic is used internally for GEX (“Gamma Exposure”) modeling. The TradFi decorated trades response does not include aggressor class… - [Delta Surfaces Constant](https://docs.amberdata.io/http/analytics/derivatives/tradfi-delta-surfaces-constant.md): This endpoint returns the option delta surface with constant maturities. USA Trading hours are 14:30:00 - 21:00:00 UTC (9:30a-4pm ET) - [Delta Surface Floating](https://docs.amberdata.io/http/analytics/derivatives/tradfi-delta-surfaces-floating.md): This endpoint returns the option delta surface with floating maturities (exchange listed expirations). - [Implied (vs) Realized](https://docs.amberdata.io/http/analytics/derivatives/tradfi-implied-vs-realized.md): This endpoint returns the close-to-close daily realized volatility for 5-days and 21-days. Using the daysToExpiration parameter, users can choose which "at-the-money" implied volatility to compare. Implied Volatility is returned on an hourly interval. - [Instruments Most Traded](https://docs.amberdata.io/http/analytics/derivatives/tradfi-instruments-most-traded.md): This endpoint returns the most traded instruments on a selected exchange for a selected underlying currency, for a given date range. This endpoint also returns the VWAP (Volume-Weighted-Average-Price) and VWAP of implied volatility. The calculation for VWAP uses each available trade, weighted by con… - [Level 1 Quotes](https://docs.amberdata.io/http/analytics/derivatives/tradfi-level-1-quotes.md): This endpoint returns the "Level 1" option chain with associated volatilities, greeks and underlying prices. This is the core underlying options data for many analytics.\n\nNote: Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call. If no d… - [Level 1 Quotes Instrument](https://docs.amberdata.io/http/analytics/derivatives/tradfi-level-1-quotes-instrument.md) - [Open Interest](https://docs.amberdata.io/http/analytics/derivatives/tradfi-open-interest.md): This endpoint returns the end-of-day (EOD) open interest snapshot. Unlike the crypto landscape where open interest is continuously updated, the tradFi environment only updates open interest once per day. This is because the clearing house needs to tally up all the activity for the day, in order to p… - [Option Volumes](https://docs.amberdata.io/http/analytics/derivatives/tradfi-option-volumes.md): This endpoint returns the total traded options volume for a selected currency. - [Options Instruments](https://docs.amberdata.io/http/analytics/derivatives/tradfi-options-instruments.md): This endpoint returns all available exchanges, currencies and option instruments. If a timestamp is used we can then filter the information for historical data. USA Trading hours are 14:30:00 - 21:00:00 UTC (9:30a-4pm ET) - [Options Yields](https://docs.amberdata.io/http/analytics/derivatives/tradfi-options-yields.md): The "Covered Call" strategy assumes the trader is long exactly one unit of underlying asset after proceeds from selling their call. - [Realized Volatility (Close-to-Close)](https://docs.amberdata.io/http/analytics/derivatives/tradfi-realized-volatility-close-to-close.md): This endpoint returns the entire series of close-to-close realized volatility and OHLCV prices for a selected currency (ticker). Note the realized volatility calculation window must have enough data points to return a value. - [Term Structures Constant](https://docs.amberdata.io/http/analytics/derivatives/tradfi-term-structures-constant.md): This endpoint returns the term structure (for exchange listed expirations) with forward volatility calculations, for constant "daysToExpiration" maturities. - [Term Structure Richness](https://docs.amberdata.io/http/analytics/derivatives/tradfi-term-structures-richness.md): This endpoint returns the term structure richness. The "Term Structure Richness" is the relative "level" of the Contango or Backwardation shape. A reading of 1.00 would be a perfectly flat term structure - as measured by our method - while readings below/above represent Contango/Backwardation respec… - [Volatility Cones](https://docs.amberdata.io/http/analytics/derivatives/tradfi-volatility-cones.md): The endpoint returns the percentile distribution of realized volatility for a specific spot trading pair. We can see the RV distribution for multiple measurement windows compared to the end date. - [Volatility Metrics (24 hr)](https://docs.amberdata.io/http/analytics/derivatives/tradfi-volatility-metrics-24-hr.md): This endpoint contains all the metrics useful for having an immediate overview of the options market, for each active expiry. The current Mark IV is updated every minute. These metrics are then compared according to the selected "daysBack" parameter. All the differences are found in the columns with… - [Volatility Cones](https://docs.amberdata.io/http/analytics/derivatives/volatility-cones.md): The endpoint returns the percentile distribution of realized volatility for a specific spot trading pair. We can see the RV distribution for multiple measurement windows compared to the end date. - [Volatility Index](https://docs.amberdata.io/http/analytics/derivatives/volatility-index.md): This endpoint returns the value of the BTC (or other altcoin) VIX. The methodology of this index is similar to the VIX but for the underlying crypto. Deribit developed their Bitcoin VIX called the DVOL index. - [Volatility Index Decorated](https://docs.amberdata.io/http/analytics/derivatives/volatility-index-decorated.md): This endpoint returns the value of the BTC (or other altcoin) VIX. Along with the volatility index we are also returned underlying volatility surface datapoints (such as skew) and underlying spot prices. - [Volatility Index VRP (variance risk premium)](https://docs.amberdata.io/http/analytics/derivatives/volatility-index-vrp-variance-risk-premium.md): This endpoint returns the Deribit "DVol" index, shifted to align with historical realized volatility. Since option implied volatility is pricing future realized volatility, this endpoint helps users measure the accuracy of such expectation. When the VRP (variance risk premium) is positive, implied v… - [Volatility Metrics (24 hr)](https://docs.amberdata.io/http/analytics/derivatives/volatility-metrics-24-hr.md): This endpoint contains all the metrics useful for having an immediate overview of the options market, for each active expiry. The current Mark IV is updated every minute. These metrics are then compared according to the selected "daysBack" parameter. All the differences are found in the columns with… - [Volatility of Volatility (DVol Index)](https://docs.amberdata.io/http/analytics/derivatives/volatility-of-volatility-dvol-index.md): This endpoint returns the Deribit "DVol" index and the associated 30-day rolling volatility of that index. This is a good measure of the volatility of volatility. The volatility of volatility method is calculated using the close-to-close volatility. - [Volume Aggregates](https://docs.amberdata.io/http/analytics/derivatives/volume-aggregates.md): 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). - [Volumes](https://docs.amberdata.io/http/analytics/derivatives/volumes.md): This endpoint returns the rolling 24h volume for both futures and perpetuals of the underlying asset. The endpoint returns the USD volume in millions of dollars and the volume in units of underlying coins. - [Average Depth](https://docs.amberdata.io/http/analytics/spot/average-depth.md): This endpoint allows user to view the average order book depth sizes per level. The depth will be displayed in base terms for a given pair, meaning btc_usd will have depth in btc terms. This endpoint is useful to quickly observe what times liquidity enters the market. - [Bid Ask Spread](https://docs.amberdata.io/http/analytics/spot/bid-ask-spread.md): This endpoint allows users to explore the bid-ask spread for a specific trading pair or underlying asset across one or more exchanges. It provides both the absolute dollar spread (based on the best bid and offer) and the spread as a percentage of the mid-price. - [Depth](https://docs.amberdata.io/http/analytics/spot/depth.md): Percentage depth profiles offer insights into the order book structure and available liquidity at different price levels. By analyzing buy and sell liquidity within a specified percentage range from the best-bid/best-ask, traders can assess liquidity distribution and its impact on market behavior. T… - [Depth Dashboard](https://docs.amberdata.io/http/analytics/spot/depth-dashboard.md): This endpoint provides the average order book depth across exchanges and currency pairs over a specified time period. To retrieve the average depth for the past 24 hours, set the hourAgo parameter to 24. The response includes depth measurements at various basis point levels from the BBO. - [Information Depth Analytics Pairs and Exchanges](https://docs.amberdata.io/http/analytics/spot/information-depth-analytics-pairs-and-exchanges.md): This endpoint retrieves all available exchanges and their associated currency pairs, along with the earliest and latest dates of historical data. It applies specifically to spot order book depth analytics. - [Information Trade Analytics Pairs](https://docs.amberdata.io/http/analytics/spot/information-trade-analytics-pairs.md): This endpoint returns all the available pairs for a given exchange in the spot "Trade Analytics" section. The associated startDate and endDate represent the available history of trade data. - [Information Trade Exchange Support per Pair](https://docs.amberdata.io/http/analytics/spot/information-trade-exchange-support-per-pair.md): This endpoint returns all the exchanges that provide support for a given pair in the spot "Trade Analytics" section. The associated startDate and endDate represent the available history of trade data. - [LWAP](https://docs.amberdata.io/http/analytics/spot/lwap.md): Liquidity Weighted Average Price (LWAP) represents the average execution price achieved when trading through all resting orders in the order book (sweeping the book), up to a specified depth. For example, if you sell through the book down to 50 basis points away from the best-bid/best-ask, LWAP calc… - [Pressure](https://docs.amberdata.io/http/analytics/spot/pressure.md): Order book pressure is a market indicator that measures the relative balance between buy and sell orders. It is calculated as: Order_Book_Pressure = (bid depth − ask depth) This metric provides insight into market sentiment by quantifying the dominance of buyers or sellers. A positive value indicat… - [Trade Frequency](https://docs.amberdata.io/http/analytics/spot/trade-frequency.md): This endpoint condenses raw trade data into 1-minute increments, making it easier to analyze aggregated statistics without parsing millions of individual trades. It includes a breakdown of trades by quote size, allowing users to filter by specific trade sizes or view all trades. Key metrics provided… - [Trade Pressure](https://docs.amberdata.io/http/analytics/spot/trade-pressure.md): This endpoint provides net trade data (buy aggressors minus sell aggressors) to help users identify which side of the market is more aggressive. Users can also filter by "orderSizeCategoryUsd" to analyze behavior across different market segments. Other details revolve around trade count. - [Asset Volume USD](https://docs.amberdata.io/http/analytics/spot/volumes-asset.md): This endpoint displays the total volume per base asset or specifc pair, normalized to USD. This means that crypto-to-crypto pairs (such as ETH_BTC) are converted to USD before aggregation. Users can pass an optional boolean parameter to include pairs where the asset is on the quote side, example xyz… - [Exchange Volume USD](https://docs.amberdata.io/http/analytics/spot/volumes-exchange.md): This endpoint displays the total volume per exchange for all available pairs, normalized to USD. This means that crypto-to-crypto pairs (such as ETH_BTC) are converted to USD before aggregation. Users can pass an exchange parameter to isolate volume data for a specific exchange or leave it blank to… - [VWAP - TWAP](https://docs.amberdata.io/http/analytics/spot/vwap-twap.md): The VWAP (Volume Weighted Average Price) for BTC/USDT and other pairs on a crypto exchanges like Binance, is calculated every minute using trade data. VWAP is computed by taking the sum of the product of each trade’s price and size (i.e., trade price × trade volume) within the 1-minute interval, and… - [Exchange Statistics](https://docs.amberdata.io/http/arc/exchange-statistics.md): Retrieve the **latest** known instruments statistics from exchanges that Amberdata supports. - [List Classifications](https://docs.amberdata.io/http/arc/list-classifications.md): Retrieve the **latest** known classifications for assets in ARC. - [Search Assets](https://docs.amberdata.io/http/arc/search-assets.md): Filter and identify various assets indexed by ARC. - [Updates](https://docs.amberdata.io/http/arc/updates.md): Retrieve the **latest** updates of assets and instruments added to ARC. - [Account & Token Balances Latest Batch - Multiple Wallets](https://docs.amberdata.io/http/blockchain/account-&-token-balances-latest-batch--multiple-wallets.md): Retrieves the latest account and token balances for the specified addresses. This is useful if you want to get an entire portfolio's summary in a single call. Get totals for ETH & all token amounts with market prices. - [Asset Market Cap](https://docs.amberdata.io/http/blockchain/analytics-asset-marketcap.md): Retrieves the market cap timeseries for a specific asset. - [On-chain Analytics Supported Assets](https://docs.amberdata.io/http/blockchain/analytics-assets-information.md): Retrieves information about supported assets for on-chain analytics. - [Account and Token Balance Latest](https://docs.amberdata.io/http/blockchain/balance-&-tokens-latest--by-address.md): Retrieves the latest account and token balances for the specified address. - [Account Balance Historical](https://docs.amberdata.io/http/blockchain/balance-historical--by-address.md): Retrieves the historical (time series) account balances for the specified address. - [Account Balance Latest](https://docs.amberdata.io/http/blockchain/balance-latest--by-address.md): Retrieves the current account balance for the specified address. - [Contract Details](https://docs.amberdata.io/http/blockchain/contract-details.md): Retrieves all the detailed information for the specified contract (ABI, bytecode, sourcecode...). - [Current Holders - By Token Address](https://docs.amberdata.io/http/blockchain/current-holders--by-token-address.md): Retrieves the token holders for the specified address. - [Token Supplies by Address Historical](https://docs.amberdata.io/http/blockchain/historical--token-supplies-by-address.md): Retrieves the historical token supplies (and derivatives) for the specified address. - [Metrics - By Blockchain](https://docs.amberdata.io/http/blockchain/metrics--by-blockchain.md): Get metrics for a specific blockchain. - [Blocks Metrics Historical](https://docs.amberdata.io/http/blockchain/metrics-historical--confirmed-blocks.md): Get metrics for historical confirmed blocks for a given blockchain. - [Transaction Metrics Historical](https://docs.amberdata.io/http/blockchain/metrics-historical--confirmed-transactions.md): Retrieve metrics for historical confirmed transactions for a given blockchain. - [Stablecoins Supported Assets & Insights](https://docs.amberdata.io/http/blockchain/stablecoins-information-gold.md): Retrieve the collection of supported stablecoins and insights. - [Stablecoin Transfers - Aggregated Insights](https://docs.amberdata.io/http/blockchain/stablecoins-transfers-hourly-gold.md): Analyze stablecoin adoption, liquidity flows and transaction values across multiple chains and multiple assets. The dataset is updated on an hourly cadence. - [Token Balances Historical](https://docs.amberdata.io/http/blockchain/token-balances-historical--by-address.md): Retrieves the historical (time series) token balances for the specified address. - [Token Balances Latest](https://docs.amberdata.io/http/blockchain/token-balances-latest--by-address.md): Retrieves the tokens this address is holding. - [Token Metrics Historical](https://docs.amberdata.io/http/blockchain/token-metrics-historical.md): Retrieves the historical metrics for the specified ERC token symbol. - [Token Transfers - By Token Address](https://docs.amberdata.io/http/blockchain/token-transfers--by-token-address.md): Retrieves all token transfers involving the specified token address. - [Token Transfers - By Wallet Address](https://docs.amberdata.io/http/blockchain/token-transfers--by-wallet-address.md): Retrieves all token transfers involving the specified address. - [Transaction Logs - By Wallet Address](https://docs.amberdata.io/http/blockchain/transaction-logs--by-wallet-address.md): Retrieves the logs for the transactions where this address is either the originator or a recipient. - [Transactions - By Wallet Address](https://docs.amberdata.io/http/blockchain/transactions--by-address.md): Retrieves the transactions where this address was either the originator or a recipient. - [Account and Token Balance - Wallet Portfolio](https://docs.amberdata.io/http/blockchain/wallet-portfolio--balance-&-token-holdings.md): Shows the last known portfolio composition of an address, including native and token holdings. - [Information - DEX Protocols](https://docs.amberdata.io/http/defi-market/dex-exchanges.md): Retrieves list of supported Ethereum decentralized exchanges (DEX). - [Latest](https://docs.amberdata.io/http/defi-market/dex-ohlcv-latest.md): Retrieves the latest open-high-low-close for the specified pair. Includes data for exchanges depending on where the pair is traded. Asset information is included in the payload. Base & Quote information is using the first and second asset in a pool/pair, which is the represented price. - [Information - Pairs in DEX Protocols](https://docs.amberdata.io/http/defi-market/dex-pairs.md): Retrieves supported DEX Pairs. - [Exchanges Historical](https://docs.amberdata.io/http/defi-market/exchanges-historical.md): Retrieves historical daily exchange metrics for the specified decentralized exchange. - [Exchanges Latest](https://docs.amberdata.io/http/defi-market/exchanges-latest.md): Retrieves the latest exchange daily metrics for the specified decentralized exchange. - [Assets Historical](https://docs.amberdata.io/http/defi-market/metrics-assets-historical.md): Retrieves historical daily metrics for the specified asset (for example DAI). - [Assets Latest](https://docs.amberdata.io/http/defi-market/metrics-assets-latest.md): Retrieves the latest daily metrics for the specified asset (for example DAI). - [Pairs Historical](https://docs.amberdata.io/http/defi-market/metrics-exchanges-pairs-historical.md): Retrieves historical daily metrics for the specified pair (for example DAI_WETH). - [Pairs Latest](https://docs.amberdata.io/http/defi-market/metrics-exchanges-pairs-latest.md): Retrieves the latest minute by minute metrics for the specified pair (for example DAI_WETH). - [Historical](https://docs.amberdata.io/http/defi-market/ohlcv-historical.md): Retrieves the historical (time series) open-high-low-close for the specified pair. Includes data for exchanges depending on where the pair is traded. Base & Quote information is using the first and second asset in a pool/pair, which is the represented price. - [DEX Protocols Information](https://docs.amberdata.io/http/defi/dex-information.md): Retrieves information about the supported liquidity pools across blockchains and DEX protocols. - [Information](https://docs.amberdata.io/http/defi/dex-ohlcv-information.md): Retrieves information about supported exchange-pairs for ohlcv. - [DEX Trades Historical](https://docs.amberdata.io/http/defi/dex-trades-historical.md): Retrieves the historical (time series) DEX trades. - [Asset Lens](https://docs.amberdata.io/http/defi/lending-assets.md): This API retrieves information about all of the actions that occurred for a specific asset on the protocol within a certain timespan. - [Information - Assets in Lending Protocols](https://docs.amberdata.io/http/defi/lending-assets-information.md): This API lists the supported assets across the available lending protocols and provides snapshots of aggregate metrics. - [Lending Asset Summary Metrics](https://docs.amberdata.io/http/defi/lending-assets-metrics-summary.md): This API provides aggregated insights into the asset markets across various lending protocols. - [Governance Lens](https://docs.amberdata.io/http/defi/lending-governance.md): This API retrieves information about all of the governance actions that occurred for the protocol within a certain timespan. - [Lending Protocol Summary Metrics](https://docs.amberdata.io/http/defi/lending-metrics-summary.md): This API provides aggregated insights into the lending protocols. - [Protocol Lens](https://docs.amberdata.io/http/defi/lending-protocol.md): This API retrieves information about all of the actions that occurred on the protocol within a certain timespan. - [Information - Lending Protocols](https://docs.amberdata.io/http/defi/lending-protocols-information.md): This API lists the supported DeFi lending protocols and provides snapshots of aggregate metrics. - [Wallet Lens](https://docs.amberdata.io/http/defi/lending-wallets.md): This API retrieves information about all of the actions taken by a specific wallet on the protocol within a certain timespan. - [Track Positions - Lending Wallets](https://docs.amberdata.io/http/defi/lending-wallets-portfolio.md): This API retrieves the balances of a given address within supported lending protocols. - [Profit & Loss Analytics in DeFi Lending](https://docs.amberdata.io/http/defi/lending-wallets-returns.md): Analyze a wallet's historical yield, net worth and interest owed from lending and borrowing assets across different DeFi protocols. - [Stablecoins in DeFi Lending - Aggregate Insights](https://docs.amberdata.io/http/defi/stablecoins-lending-metrics-summary.md): Easily analyze a stablecoin's metrics across multiple DeFi lending protocols. - [API Fundamentals](https://docs.amberdata.io/http/http-api-fundamentals.md): The Amberdata API delivers comprehensive market and on-chain data through RESTful endpoints. This guide outlines the key concepts and best practices to help you integrate our API quickly and effectively. - [Pagination and Timeframes](https://docs.amberdata.io/http/http-pagination-and-timeframes.md) - [Query Parameters and Optimization](https://docs.amberdata.io/http/http-query-parameters-and-optimization.md) - [Batch Historical](https://docs.amberdata.io/http/market/futures-batch-funding-rates.md): Returns batched historical funding rate data for futures instruments within a specified date range, including timestamps, actual funding rates, and projected rates across exchanges. - [Batch Historical](https://docs.amberdata.io/http/market/futures-batch-ohlcv.md): Provides batched historical OHLCV (Open, High, Low, Close, Volume) data for multiple futures instruments within a specified date range, including timestamps, price levels, and trading volumes across exchanges. - [Batch Historical](https://docs.amberdata.io/http/market/futures-batch-open-interest.md): Provides batched historical open interest data for multiple futures instruments within a specified date range, including timestamps, open interest values, and contract types across exchanges. - [Instruments](https://docs.amberdata.io/http/market/futures-exchanges-information.md): Provides detailed metadata and trading activity timelines for futures instruments across exchanges, including funding rates, liquidations, long/short ratios, OHLCV, open interest, order book snapshots and events, ticker updates, and trade history. - [Reference](https://docs.amberdata.io/http/market/futures-exchanges-reference.md): Provides comprehensive reference data for futures instruments across exchanges, including details on base and quote symbols, price and volume limits, precision, contract terms, and trading availability. - [Historical](https://docs.amberdata.io/http/market/futures-funding-rates.md): Provides historical funding rate data for futures instruments, including timestamps, actual and projected rates, and details on upcoming funding times across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-funding-rates-information.md): Delivers information on funding rate periods for futures instruments across exchanges, including start and end dates for available funding data. - [Historical](https://docs.amberdata.io/http/market/futures-insurance-fund.md): Delivers historical data on insurance fund balances for futures instruments, including timestamps, fund amounts, and underlying assets across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-insurance-fund-information.md): Provides details on insurance fund data availability for futures instruments, including exchanges, underlying assets, and date ranges for historical coverage. - [Historical](https://docs.amberdata.io/http/market/futures-liquidations.md): Provides historical liquidation data for futures instruments, including timestamps, order details, price, volume, and position type for each liquidation event across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-liquidations-information.md): Provides available date ranges for liquidation data on futures instruments across exchanges, including start and end timestamps for each instrument. - [Historical](https://docs.amberdata.io/http/market/futures-long-short-ratio.md): Provides historical long/short ratio data for futures instruments, including timestamps, long and short account distributions, and ratio values across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-long-short-ratio-information.md): Provides available date ranges for long/short ratio data on futures instruments across exchanges, detailing the start and end dates for each instrument. - [Historical](https://docs.amberdata.io/http/market/futures-ohlcv.md): Delivers historical OHLCV (Open, High, Low, Close, Volume) data for futures instruments, including timestamps, price levels, and trading volume across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-ohlcv-information.md): Provides available date ranges for OHLCV (Open, High, Low, Close, Volume) data on futures instruments across exchanges, including start and end dates for each instrument. - [Historical](https://docs.amberdata.io/http/market/futures-open-interest.md): Provides historical open interest data for futures instruments, including timestamps, open interest values, and contract types across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-open-interest-information.md): Provides available date ranges for open interest data on futures instruments across exchanges, including start and end dates for each instrument. - [Events/Updates Historical](https://docs.amberdata.io/http/market/futures-order-book-events.md): Provides historical event updates for futures order books, including bid and ask price levels, volumes, and sequence information for each update across exchanges. - [Snapshots Historical](https://docs.amberdata.io/http/market/futures-order-book-snapshots.md): Provides historical snapshots of futures order books, capturing bid and ask price levels, volumes, and sequence details at specific timestamps across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-order-book-snapshots-information.md): Provides available date ranges for order book snapshot data on futures instruments across exchanges, including start and end timestamps for each instrument. - [Historical](https://docs.amberdata.io/http/market/futures-tickers.md): Provides historical ticker data for futures instruments, including bid, ask, mid prices, volumes, mark and index prices, and sequence information across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-tickers-information.md): Provides available date ranges for ticker data on futures instruments across exchanges, including start and end timestamps for each instrument. - [Historical](https://docs.amberdata.io/http/market/futures-trades.md): Provides historical trade data for futures instruments, including timestamps, trade prices, volumes, buy/sell side information, and trade identifiers across exchanges. - [Information](https://docs.amberdata.io/http/market/futures-trades-information.md): Provides available date ranges for trade data on futures instruments across exchanges, including start and end timestamps for each instrument. - [Batch Historical](https://docs.amberdata.io/http/market/options-batch-ohlcv.md): Delivers historical OHLCV (Open, High, Low, Close, Volume) data in batch format for multiple Options market contracts, providing comprehensive price and volume history over specified time ranges for efficient analysis across multiple instruments. - [Batch Historical](https://docs.amberdata.io/http/market/options-batch-open-interest.md): Delivers batch historical open interest data for multiple options contracts, providing timestamped values that reflect the total number of outstanding contracts over specified time ranges across supported exchanges. - [Instruments](https://docs.amberdata.io/http/market/options-exchanges-information.md): Provides metadata for available options contracts on supported exchanges, including exchange names, contract symbols, and data types (Order Book Events, Ticker, Trades, etc.) with associated data coverage periods. - [Reference](https://docs.amberdata.io/http/market/options-exchanges-reference.md): Provides essential reference details for options contracts on supported exchanges, including contract symbols, underlying assets, strike prices, expiration dates, settlement types, price and volume limits, and precision requirements. - [Historical](https://docs.amberdata.io/http/market/options-liquidations.md): Provides historical liquidation data for options contracts, detailing liquidation actions, prices, volumes, mark and index prices, and buy/sell sides to track liquidation events over time across supported exchanges. - [Information](https://docs.amberdata.io/http/market/options-liquidations-information.md): Provides availability details for options contract liquidation data across supported exchanges, including contract symbols, underlying assets, and data coverage periods for tracking liquidation events. - [Historical](https://docs.amberdata.io/http/market/options-ohlcv.md): Provides historical OHLCV (Open, High, Low, Close, Volume) data for options contracts, enabling analysis of price movements and trading volumes over time for specific contracts across supported exchanges. - [Information](https://docs.amberdata.io/http/market/options-ohlcv-information.md): Provides availability details for OHLCV (Open, High, Low, Close, Volume) data on options contracts across supported exchanges, including contract symbols, underlying assets, and data coverage periods. - [Historical](https://docs.amberdata.io/http/market/options-open-interest.md): Provides historical open interest data for options contracts, detailing the total number of outstanding contracts at specific timestamps to help assess market interest over time across supported exchanges. - [Information](https://docs.amberdata.io/http/market/options-open-interest-information.md): Provides availability details for open interest data on options contracts, including contract symbols, underlying assets, and data coverage periods across supported exchanges. - [Events Historical](https://docs.amberdata.io/http/market/options-order-book-events.md): Provides historical order book events for options contracts, detailing bid and ask levels, volumes, and order counts at specific timestamps to track market depth and activity over time across supported exchanges. - [Events Information](https://docs.amberdata.io/http/market/options-order-book-events-information.md): Provides availability details for options order book events, including contract symbols, underlying assets, and data coverage periods across supported exchanges to track order book activity over time. - [Snapshots Historical](https://docs.amberdata.io/http/market/options-order-book-snapshots.md): 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. - [Snapshots Information](https://docs.amberdata.io/http/market/options-order-book-snapshots-information.md): Provides availability details for options order book snapshots, including contract symbols, underlying assets, and data coverage periods across supported exchanges to support historical market depth analysis. - [Historical](https://docs.amberdata.io/http/market/options-tickers.md): Provides detailed historical data for options tickers, including price metrics, trading volumes, Greeks, and implied volatility. This endpoint is particularly useful for analyzing past market conditions for specific options on various exchanges. - [Information](https://docs.amberdata.io/http/market/options-tickers-information.md): Provides details about available options tickers on various exchanges, including essential information about each options contract's underlying asset, trading period, and contract type. - [Historical](https://docs.amberdata.io/http/market/options-trades.md): Provides detailed historical trade data for a specific options instrument, including the trade's timestamp, side (buy or sell), price, volume, and other relevant metrics like the index price, mark price, and implied volatility (IV) at the time of the trade. - [Information](https://docs.amberdata.io/http/market/options-trades-information.md): Povides metadata on available options trades across various exchanges. This includes information on instruments (specific options contracts) such as their exchange, underlying asset, and the time period during which the trade data is available. - [Batch Historical](https://docs.amberdata.io/http/market/spot-batch-ohlcv.md): Delivers historical OHLCV (Open, High, Low, Close, Volume) data in batch format for multiple Spot market trading pairs, providing comprehensive price and volume history over specified time ranges for efficient analysis across multiple assets. - [Instruments](https://docs.amberdata.io/http/market/spot-exchanges-information.md): Provides detailed metadata for available trading pairs on supported Spot market exchanges, including exchange names, trading instruments, and available data types (OHLCV, Order Book Snapshots, Order Book Events, Ticker, and Trades) with respective data availability periods. - [Reference](https://docs.amberdata.io/http/market/spot-exchanges-reference.md): Returns essential reference details for Spot market trading pairs on supported exchanges, including symbols, market status, price and volume limits, cost and leverage constraints, precision requirements, and listing metadata. - [Historical](https://docs.amberdata.io/http/market/spot-ohlcv.md): Provides historical OHLCV (Open, High, Low, Close, Volume) data for Spot market trading pairs, enabling analysis of price movements and trading volumes over time across supported exchanges. - [Information](https://docs.amberdata.io/http/market/spot-ohlcv-information.md): Provides availability details for Spot market OHLCV (Open, High, Low, Close, Volume) data across supported exchanges, including trading pairs and data coverage periods. - [Events/Updates Historical](https://docs.amberdata.io/http/market/spot-order-book-events.md): Provides historical updates to Spot market order books, capturing real-time changes in bid and ask levels, volumes, and order counts for specified trading pairs, with precise timestamps for event sequencing and tracking market activity. - [Snapshots Historical](https://docs.amberdata.io/http/market/spot-order-book-snapshots.md): Delivers historical order book snapshots for specified Spot market trading pairs, including detailed bid and ask levels, volume, and order count per price level, along with timestamps to track market depth over time. - [Information](https://docs.amberdata.io/http/market/spot-order-book-snapshots-information.md): Provides availability details for Spot market order book snapshots across supported exchanges, including trading pairs, data coverage start and end times, and exchange-specific information. - [Hourly & Daily Reference Rates](https://docs.amberdata.io/http/market/spot-reference-rates.md): Retrieve the historical (time series) hourly and daily reference rates for a specific asset. - [Historical](https://docs.amberdata.io/http/market/spot-tickers.md): Delivers historical ticker data for Spot market trading pairs, providing bid, ask, mid, and last prices, along with respective volumes, timestamps, and sequencing for tracking market price changes over time. - [Information](https://docs.amberdata.io/http/market/spot-tickers-information.md): Provides availability details for Spot market ticker data across supported exchanges, including trading pairs, data coverage start and end times, and exchange-specific information. - [Historical](https://docs.amberdata.io/http/market/spot-trades.md): Provides historical trade data for Spot market trading pairs, detailing individual trade prices, volumes, buy/sell indicators, and timestamps to track transaction activity over time on supported exchanges. - [Information](https://docs.amberdata.io/http/market/spot-trades-information.md): Provides availability details for Spot market trade data across supported exchanges, including trading pairs, data coverage start and end times, and exchange-specific information. - [Asset Information](https://docs.amberdata.io/http/price/new-asset-information.md): This endpoint returns all available exchange and asset combinations for price data. Users can also isolate a specific asset to see all exchanges that support it. - [Asset Price](https://docs.amberdata.io/http/price/new-asset-price.md): This endpoint returns the asset price. This asset price is derived from trading data across various exchanges and cross-asset pairs, weighted by trade volume. - [Pair Information](https://docs.amberdata.io/http/price/new-instrument-pair-information.md): This endpoint returns all available exchange and instrument pair combinations for price data. Users can also isolate a specific instrument pair to see all exchanges that support it. - [Pair Price](https://docs.amberdata.io/http/price/new-instrument-price.md): This endpoint returns the pair price. This pair price is derived from trading data across various exchanges weighted by trade volume. - [Amberdata Docs](https://docs.amberdata.io/index.md): Comprehensive digital asset data and analytics APIs — your gateway to institutional-grade digital asset intelligence. - [Getting Started](https://docs.amberdata.io/intelligence/custom-dashboards/quick-start.md): Learn the basics of creating and adding a custom insight to your first dashboard. - [Amberdata Intelligence](https://docs.amberdata.io/intelligence/getting-started/quick-start.md): Learn the basics of navigating the intelligence UI. - [Futures](https://docs.amberdata.io/real-time/market/websocket-market-futures.md): Real-time market data for futures trading. - [Options](https://docs.amberdata.io/real-time/market/websocket-market-options.md): Real-time market data for options trading. - [Spot](https://docs.amberdata.io/real-time/market/websocket-market-spot.md): Real-time market data for spot trading. - [Spot](https://docs.amberdata.io/real-time/price/websocket-price-spot.md): Real-time market data for spot trading. - [Advanced Configuration & Error Handling](https://docs.amberdata.io/real-time/websocket-advanced.md): Master error handling, troubleshooting, and advanced configuration options for production WebSocket implementations. - [Getting Started](https://docs.amberdata.io/real-time/websocket-getting-started.md): Learn how to connect to Amberdata's WebSocket services and make your first subscription for real-time, low-latency data streaming. - [WebSocket Guidelines & Best Practices](https://docs.amberdata.io/real-time/websocket-usage-guidelines.md): This page outlines recommended usage patterns and operational guidelines for Amberdata’s real-time WebSocket APIs to help ensure stable, scalable, and efficient integrations. ## OpenAPI Specs - [openapi](https://docs.amberdata.io/api-reference/openapi.json)