Volume Aggregates

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).

RESPONSE DATA
FieldTypeDescription
payload.metadata.api-versionstringVersion of the API.
payload.data[index].exchangestringThe name of the exchange.
payload.data[index].timestampstringThe timestamp reflecting the interval.
payload.data[index].contractVolumeOnScreennumberThis is the contract volume count for options traded onScreen within the time interval.
payload.data[index].contractVolumeBlockednumberThis is the contract volume count for options traded via blockTrades within the time interval.
payload.data[index].premiumVolumeOnScreennumberThis is the options premium volume sum for options traded onScreen within the time interval.
payload.data[index].premiumVolumeBlockednumberThis is the options premium volume sum for options traded via blockTrades within the time interval.
payload.data[index].notionalVolumeOnScreennumberThis is the options notional volume sum for options traded onScreen within the time interval.
payload.data[index].notionalVolumeBlockednumberThis is the options notional volume sum for options traded via blockTrades within the time interval.

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