RESTWebsocketsamberLensAWS S3SnowflakeGoogle BigQueryAsset Reference & Classification
API Documentation

Historical

get https://api.amberdata.com/markets/futures/ohlcv/

Delivers historical OHLCV (Open, High, Low, Close, Volume) data for futures instruments, including timestamps, price levels, and trading volume across exchanges.

⚠️ IMPORTANT UPDATE ⚠️

⚠️

Important Update

The old endpoint https://api.amberdata.com/market/futures/ohlcv/{instrument}/historical has been updated to https://api.amberdata.com/markets/futures/ohlcv/:instrument and is no longer being supported. Please update your integrations accordingly.

See changes here
  • Endpoint URL Change:
    • Old: https://api.amberdata.com/market/futures/ohlcv/{instrument}/historical
    • New: https://api.amberdata.com/markets/futures/ohlcv/:instrument
  • Metadata Changes:
    • New fields api-version and next are introduced in the metadata object.
    • startDate and endDate fields were removed.
  • Data Structure Changes:
    • The data structure remains an array of JSON objects, but the fields within each object have changed slightly.
  • Field Changes:
    • Added the instrument field to new schema
    • Renamed timestamp to exchangeTimestamp
  • Other
    • The exchange parameter is now a required field
    • Include the Accept-Encoding: header in your API requests to take advantage of compressed responses.

📘

Time Range Limit

The maximum time range (difference between startDate and endDate) is 2 years.

In order to get more than the maximum allowed, you can use the startDate & endDate parameters to move the time frame window to get the next n days/hours/minutes of data.

🚧

Not specifying startDate and endDate

If the startDate and endDate query parameters are not provided, the API will return the previous 12 months of daily data.


🚨 Important Notice for BitMEX Data 🚨

BitMEX’s volume field represents the number of contracts traded, not the volume in the base asset. To obtain the correct volume, users must adjust for contract size using underlyingToPositionMultiplier from our Reference endpoint.

For details on this calculation and how to retrieve the correct values, see our Changelog Update.

RESPONSE DATA
JSON Field/PathValue TypeDescription
payload.metadata.nextstringThe URL for the next page of data (nullable if there is no next page).
payload.metadata.api-versionstringThe version of the API used for this request.
payload.data[].instrumentstringThe instrument or trading pair for which OHLCV data is recorded (e.g., BTCUSD_PERP).
payload.data[].exchangestringThe name of the exchange where the OHLCV data applies (e.g., binance).
payload.data[].exchangeTimestampintegerThe timestamp from the exchange in milliseconds since epoch.
payload.data[].openfloatThe opening price of the instrument for the specified timestamp.
payload.data[].highfloatThe highest price of the instrument for the specified timestamp.
payload.data[].lowfloatThe lowest price of the instrument for the specified timestamp.
payload.data[].closefloatThe closing price of the instrument for the specified timestamp.
payload.data[].volumefloatThe trading volume for the instrument during the specified timestamp.
Language
Credentials
Header
Click Try It! to start a request and see the response here!