get https://api.amberdata.com/markets/futures/long-short-ratio/
Retrieves the historical (time series) long short ratio data for the specified futures instrument.
Time Range Limit
The maximum time range (difference between startDate and endDate) is 731 days (2 years).
Not specifying startDate and endDate
If the
startDateandendDatequery parameters are not provided, the API will return the data from the previous 24 hours at the tick granularity.
RESPONSE DATA
| JSON Field/Path | Value Type | Description |
|---|---|---|
| payload.metadata.next | string | The URL for the next page of data (nullable if there is no next page). |
| payload.metadata.api-version | string | The version of the API used for this request. |
| payload.data[].instrument | string | The instrument or trading pair for which the long/short ratio is calculated (e.g., BTCUSDT). |
| payload.data[].exchange | string | The name of the exchange where the long/short ratio applies (e.g., binance). |
| payload.data[].exchangeTimestamp | integer | The timestamp from the exchange when the long/short ratio data was recorded. |
| payload.data[].exchangeTimestampNanoseconds | integer | The nanoseconds part of the timestamp, representing sub-second precision (usually 0). |
| payload.data[].period | integer | The period for which the long/short ratio is calculated (e.g., 1 hour, 1 day). |
| payload.data[].longAccount | float | The percentage of accounts that are long in this period. |
| payload.data[].shortAccount | float | The percentage of accounts that are short in this period. |
| payload.data[].ratio | float | The ratio of long accounts to short accounts (e.g., 1.3436). |