Level 1 Quotes

This endpoint returns the “Level 1” option chain with associated volatilities, greeks and underlying prices. This is the core underlying options data for many analytics.

Although this data streams to Amberdata every 100ms this endpoint returns the first observation for each instrument in 1-minute, 1-hour or 1-day intervals.

Note: Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call. If no date range is passed, the most recent option chain will be returned.

payload.metadata.api-versionstringVersion of the API.
payload.data[index].asknumberThe ask.
payload.data[index].askIvnumberThe ask implied volatility.
payload.data[index].askVolumenumberThe ask size.
payload.data[index].bidnumberThe bid.
payload.data[index].bidIvnumberThe bid implied volatility.
payload.data[index].bidVolumenumberThe bid size.
payload.data[index].currencystringThe currency
payload.data[index].deltanumberThe greek delta value of the underlying option.
payload.data[index].exchangestringThe name of the exchange.
payload.data[index].exchangeTimestampnumber | stringThe date & time as provided by the exchange.
payload.data[index].expirationTimestampnumber | stringThe expiration timestamp.
payload.data[index].gammanumberThe greek gamma value of the underlying option.
payload.data[index].hifiTimestampnumber | stringThe date & time of the aggregated record.
payload.data[index].indexPricenumberThe index price (spot).
payload.data[index].instrumentstringThe name of the instrument as provided by exchange.
payload.data[index].instrumentNormalizedstringThe name of the instrument in Amberdata format.
payload.data[index].isAtmbooleanThe "at-the-money" flag for the given expiration cycle. Each expiration has exactly one ATM put and ATM call.
payload.data[index].isCarryForwardbooleanWhether this record was a carry forward from the previous data point (if there is not quote updates, the most recent quote is carried forward).
payload.data[index].isExchangeProvidedGreeksbooleanWhether the Greeks were provided by the exchange or calculated by Amberdata.
payload.data[index].markPricenumberThe mark price.
payload.data[index].markIvnumberThe mark implied volatility.
payload.data[index].multipliernumberThe contract multiplier.
payload.data[index].openInterestnumberThe open interest at the time of this record.
payload.data[index].putCallstringWhether this record is a put or a call.
payload.data[index].rhonumberThe greek rho value of the underlying option.
payload.data[index].strikestringThe strike price.
payload.data[index].thetanumberThe greek theta value of the underlying option.
payload.data[index].underlyingPricenumberThe underlying price (ex: Deribit options are future options, the underlying is not spot but the corresponding future).
payload.data[index].veganumberThe greek vega value of the underlying option.
payload.data[index].volumenumberThis is the 24hr rolling volume.

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