get https://api.amberdata.com/markets/futures/tickers/
Provides historical ticker data for futures instruments, including bid, ask, mid prices, volumes, mark and index prices, and sequence information across exchanges.
Time Range Limit
The maximum time range (difference between startDate and endDate) is 731 days (2 years).
Not specifying startDate and endDate
If the startDate and endDate query parameters are not provided, the API will return the data from the previous 24 hours.
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 involved in the liquidation (e.g., BTCUSDT). |
| payload.data[].exchange | string | The name of the exchange where the liquidation occurred (e.g., binance). |
| payload.data[].exchangeTimestamp | integer | The timestamp from the exchange when the liquidation was recorded (e.g., 2024-10-03 14:29:12 201). |
| payload.data[].exchangeTimestampNanoseconds | integer | The nanoseconds part of the timestamp, representing sub-second precision (usually 0). |
| payload.data[].bid | float | The current highest bid price for the instrument. |
| payload.data[].ask | float | The current lowest ask price for the instrument. |
| payload.data[].mid | float | The mid-price between the current bid and ask prices. |
| payload.data[].last | float | The last traded price (nullable if not applicable). |
| payload.data[].bidVolume | float | The volume of the current bid order. |
| payload.data[].askVolume | float | The volume of the current ask order. |
| payload.data[].lastVolume | float | The volume of the last trade (nullable if not applicable). |
| payload.data[].baseVolume | float | The base volume traded (nullable if not applicable). |
| payload.data[].quoteVolume | float | The quote volume traded (nullable if not applicable). |
| payload.data[].sequence | string | The sequence number of the ticker event. |
| payload.data[].markPrice | float | The mark price of the instrument. |
| payload.data[].indexPrice | float | The index price of the instrument. |
| payload.data[].askTimestamp | integer | The timestamp of the ask order (nullable if not available). |
| payload.data[].bidTimestamp | integer | The timestamp of the bid order (nullable if not available). |
| payload.data[].askTimestampNanoseconds | integer | The nanoseconds part of the ask timestamp (nullable if not available). |
| payload.data[].bidTimestampNanoseconds | integer | The nanoseconds part of the bid timestamp (nullable if not available). |