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 ).

payload.metadata.api-versionstringVersion of the API.[index].exchangestringThe name of the exchange.[index].currencystringThe underlying currency.[index].exchangeTimestamptimestampThe trade timestamp.[index].indexPricenumberThis is the spot market price at the time of the trade.[index].instrumentstringInstrument name.[index].exchangeDirectionstringThis is the exchange provided aggressor direction.[index].amberdataDirectionstringThis is the proprietary Amberdata developed direction, that depicts the aggressor and assumes the dealers are passive.[index].blockTradeIdstringThis is the exchange provided block trade id.[index].numberOfLegsnumberThis reflects the total trade legs in a block trade, where applicable.[index].tradeAmountnumberContracts traded for non-block trades.[index].blockAmountnumberContracts traded for block trades.[index].tradeIvnumberImplied volatility of the trade.[index].pricenumberPrice of the trade (may be coin premium or dollars depending on exchange conventions).[index].openInterestChangenumberChange in open interest associated with the trade (note: open interest may not be impacted if the trade is merely changing ownership of existing OI).[index].sizeUSDnumberThis is the dollar value of the total trade premium.[index].sizeDeltanumberThis is the outstanding Delta from the trade.[index].sizeVeganumberThis is the outstanding Vega from the trade.[index].sizeGammanumberThis is the outstanding Gamma from the trade.[index].sizeThetanumberThis is the outstanding Theta from the trade.[index].hedgeInstrumentnumberThis reflects the future/perp contract hedge, if applicable.[index].hedgeIsBuySidenumberThe direction of the future/perp hedge.[index].hedgePricenumberThe price of the future/perp hedge.[index].hedgeVolumenumberThe size of the future/perp hedge.

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