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
FieldTypeDescription
payload.metadata.api-versionstringVersion of the API.
payload.data[index].exchangestringThe name of the exchange.
payload.data[index].currencystringThe underlying currency.
payload.data[index].expirationTimestamptimestampThe traded instrument expiration date.
payload.data[index].strikenumberThe strike price of the instrument.
payload.data[index].putCallstringWether the instrument is a put or call.
payload.data[index].contractVolumenumberThis is the total contract volume for options traded via blockTrades within the time interval.
payload.data[index].premiumVolumenumberThis is the total premium sum for options traded via blockTrades within the time interval.

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