get https://api.amberdata.com/markets/derivatives/analytics/instruments/most-traded/tradfi
This endpoit returns the most traded instruments on a selected exchange for a selected underlying currency, for a given date range.
This endpoint also returns the VWAP (Volume-Weighted-Average-Price) and VWAP of implied volatility. The calculation for VWAP uses each available trade, weighted by contract sizes and applied to Price USD and/or Implied Volatility, for the given date range.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].currency | string | The currency. |
| payload.data[index].instrument | string | This is the instrument name. |
| payload.data[index].contractVolume | number | Total sum of contracts traded for the selected time period |
| payload.data[index].exchange | string | The name of the exchange. |
| payload.data[index].vwapIv | number | This is the volume weighted average implied volatility price, occurring during the selected date range. |
| payload.data[index].vwapUsd | number | This is the volume weighted average USD price, occurring during the selected date range. |
| payload.data[index].maxIv | number | This is the highest implied volatility trade occurring during the selected date range. |
| ayload.data[index].minIv | number | This is the lowest implied volatility trade occurring during the selected date range. |