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 Notice: Upcoming Changes to Batch Endpoints
Please take a moment to review the change log details here!
Time Range Limit
The maximum time range (difference between startDate and endDate) is:
- 62 days of daily, hourly or minutely data
In order to get more than the maximum allowed, you can use the Historical endpoint found here .
Not specifying startDate and endDate
If the startDate and endDate query parameters are not provided, the API will return the previous 62 days of daily data.
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. |