Retrieves the historical time series OHLCV data for the specified instrument and exchange(s).
Important Update
The old endpoint
https://api.amberdata.com/market/futures/ohlcv/{instrument}/historical
has been updated tohttps://api.amberdata.com/markets/futures/ohlcv/:instrument
. The old endpoint will be deprecated on 2024-10-31. 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
andnext
are introduced in the metadata object.startDate
andendDate
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
toexchangeTimestamp
- 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
andendDate
query parameters are not provided, the API will return the data from the previous 24 hours with a 1 minute frequency.
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 OHLCV data is recorded (e.g., BTCUSD_PERP). |
payload.data[].exchange | string | The name of the exchange where the OHLCV data applies (e.g., binance). |
payload.data[].exchangeTimestamp | integer | The timestamp from the exchange in milliseconds since epoch. |
payload.data[].open | float | The opening price of the instrument for the specified timestamp. |
payload.data[].high | float | The highest price of the instrument for the specified timestamp. |
payload.data[].low | float | The lowest price of the instrument for the specified timestamp. |
payload.data[].close | float | The closing price of the instrument for the specified timestamp. |
payload.data[].volume | float | The trading volume for the instrument during the specified timestamp. |