get https://api.amberdata.com/markets/derivatives/analytics/trades-flow/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
| 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].timestamp | string | The timestamp reflecting the interval. |
| payload.data[index].contractVolumeOnScreen | number | This is the contract volume count for options traded onScreen within the time interval. |
| payload.data[index].contractVolumeBlocked | number | This is the contract volume count for options traded via blockTrades within the time interval. |
| payload.data[index].premiumVolumeOnScreen | number | This is the options premium volume sum for options traded onScreen within the time interval. |
| payload.data[index].premiumVolumeBlocked | number | This is the options premium volume sum for options traded via blockTrades within the time interval. |
| payload.data[index].notionalVolumeOnScreen | number | This is the options notional volume sum for options traded onScreen within the time interval. |
| payload.data[index].notionalVolumeBlocked | number | This is the options notional volume sum for options traded via blockTrades within the time interval. |