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.
⚠️ IMPORTANT UPDATE ⚠️
Important Notice: Upcoming Changes to Batch Request Parameters
Starting January 6, 2025, we will be implementing new restrictions on batch requests to optimize performance across our platform. Specifically, batch requests using the
startDateparameter will no longer be allowed to retrieve data older than 60 days. Any requests attempting to access data beyond this limit will result in an error. Please use the Historical endpoint for those needs.Additionally, if the
startDateandendDateparameters are not provided, the API will currently return the previous 12 months of daily data by default. Beginning January 6, 2025, this default behavior will change to return only the previous 60 days of data.We are providing this advance notice to help ensure a smooth transition for all our customers. Please review and update your systems accordingly to avoid any disruptions. If you have any questions or need assistance in preparing for this change, feel free to reach out to our support team.
Thank you for your understanding and cooperation.
Time Range Limit
The maximum time range (difference between startDate and endDate) is 1 day.
Not specifying startDate and endDate
If the startDate and endDate query parameters are not provided, the API will return the data from the previous 24 hours with a 1 minute frequency.
Note:
Block trades are included in the calculation of OHLCV for Deribit.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| {metadata} | object | The metadata associated with the data. |
| {metadata}.startDate | number | string | The first date/time for which data is available. |
| {metadata}.endDate | number | string | The last date/time for which data is available. |
| [data] | array | The OHLCV data corresponding to the columns fields, aggregated by exchange. |
| [data].instrument | string | The name of the instrument. |
| [data].timestamp | number | string | The time at which the event occurred. |
| [data].open | number | The value when the bar/time interval started. |
| [data].high | number | The highest value within the bar/time interval. |
| [data].low | number | The lowest value within the bar/time interval. |
| [data].close | number | The value when the bar/time interval closed. |
| [data].volume | number | The volume within the bar/time interval. |