get https://api.amberdata.com/markets/derivatives/analytics/options-scanner/top-trades
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 developed for gauging the real initiator of a trade - "Delta Hedge" highlight is a block trade contained a futures leg - The information of the orderbook prior to the trade ("pre" columns) and post ("post" columns ).
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].exchangeTimestamp | timestamp | The trade timestamp. |
| payload.data[index].indexPrice | number | This is the spot market price at the time of the trade. |
| payload.data[index].instrument | string | Instrument name. |
| payload.data[index].exchangeDirection | string | This is the exchange provided aggressor direction. |
| payload.data[index].amberdataDirection | string | This is the proprietary Amberdata developed direction, that depicts the aggressor and assumes the dealers are passive. |
| payload.data[index].blockTradeId | string | This is the exchange provided block trade id. |
| payload.data[index].numberOfLegs | number | This reflects the total trade legs in a block trade, where applicable. |
| payload.data[index].tradeAmount | number | Contracts traded for non-block trades. |
| payload.data[index].blockAmount | number | Contracts traded for block trades. |
| payload.data[index].tradeIv | number | Implied volatility of the trade. |
| payload.data[index].price | number | Price of the trade (may be coin premium or dollars depending on exchange conventions). |
| payload.data[index].openInterestChange | number | Change in open interest associated with the trade (note: open interest may not be impacted if the trade is merely changing ownership of existing OI). |
| payload.data[index].sizeUSD | number | This is the dollar value of the total trade premium. |
| payload.data[index].sizeDelta | number | This is the outstanding Delta from the trade. |
| payload.data[index].sizeVega | number | This is the outstanding Vega from the trade. |
| payload.data[index].sizeGamma | number | This is the outstanding Gamma from the trade. |
| payload.data[index].sizeTheta | number | This is the outstanding Theta from the trade. |
| payload.data[index].hedgeInstrument | number | This reflects the future/perp contract hedge, if applicable. |
| payload.data[index].hedgeIsBuySide | number | The direction of the future/perp hedge. |
| payload.data[index].hedgePrice | number | The price of the future/perp hedge. |
| payload.data[index].hedgeVolume | number | The size of the future/perp hedge. |