Historical

Provides historical OHLCV (Open, High, Low, Close, Volume) data for Spot market trading pairs, enabling analysis of price movements and trading volumes over time across supported exchanges.

⚠️ IMPORTANT UPDATE ⚠️

⚠️

Important Update

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

See changes here
  • Endpoint URL Change:
    • Old: https://api.amberdata.com/market/spot/ohlcv/{pair}/historical
    • New: https://api.amberdata.com/markets/spot/ohlcv/{instrument}
  • Metadata Changes:
    • Removed columns, startDate, endDate.
    • Added next for pagination and api-version.
  • Data Structure Changes:
    • The data object has been changed from a nested JSON object with arrays to an array of JSON objects.
    • New fields instrument, exchange, exchangeTimestamp, open, high, low, close, and volume.
  • Field Value Changes:
    • The structure of OHLCV data has changed significantly to a more detailed and explicit format.
  • Other
    • The exchange parameter is now a required field
    • Add the Accept-Encoding header to your requests to benefit from data compression and improved performance.

📘

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/PathField TypeDescription
payload.metadata.nextstringThe URL for the next page of results, if there are more results to fetch. It is a paginated cursor that allows the client to retrieve subsequent data.
payload.metadata.api-versionstringThe version of the API being used, indicated as a date string in the format YYYY-MM-DD.
payload.data[{index}].instrumentstringThe trading pair or instrument identifier, such as "eth_usd".
payload.data[{index}].exchangestringThe name of the exchange where the data originates, such as "gdax".
payload.data[{index}].exchangeTimestampnumberThe timestamp from the exchange in milliseconds for when the OHLCV data was captured.
payload.data[{index}].opennumberThe opening price of the trading pair for the specified time period.
payload.data[{index}].highnumberThe highest price of the trading pair during the specified time period.
payload.data[{index}].lownumberThe lowest price of the trading pair during the specified time period.
payload.data[{index}].closenumberThe closing price of the trading pair for the specified time period.
payload.data[{index}].volumenumberThe total volume of the trading pair traded during the specified time period, in the base currency.
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