get https://api.amberdata.com/markets/derivatives/analytics/trades-flow/block-volumes
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).
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].exchange | string | The name of the exchange. |
| payload.data[index].currency | string | The underlying currency. |
| payload.data[index].expirationTimestamp | timestamp | The traded instrument expiration date. |
| payload.data[index].strike | number | The strike price of the instrument. |
| payload.data[index].putCall | string | Wether the instrument is a put or call. |
| payload.data[index].contractVolume | number | This is the total contract volume for options traded via blockTrades within the time interval. |
| payload.data[index].premiumVolume | number | This is the total premium sum for options traded via blockTrades within the time interval. |