get https://api.amberdata.com/markets/options/liquidations/
Provides historical liquidation data for options contracts, detailing liquidation actions, prices, volumes, mark and index prices, and buy/sell sides to track liquidation events over time across supported exchanges.
⚠️ IMPORTANT UPDATE ⚠️
Important Update
The old endpoint
https://api.amberdata.com/market/options/liquidations/{instrument}/historicalhas been updated tohttps://api.amberdata.com/markets/options/liquidations/:instrumentand is no longer being supported. Please update your integrations accordingly.See changes here
- Endpoint URL Change:
- Old:
https://api.amberdata.com/market/options/liquidations/{instrument}/historical- New:
https://api.amberdata.com/markets/options/liquidations/:instrument- Metadata Changes:
startDateandendDatefields removed from the responsenextandapi-versionfields added to the response- Data Structure Changes:
- The data structure remains an array of JSON objects, but the fields within each object have changed.
- Field Changes:
- Removed the
timestampandsequencefields from the old response- New fields
instrument,exchangeTimestamp,exchangeTimestampNanoseconds,tickDirection,markPrice, andindexPricewere added to the new response- Other
- The
exchangeparameter is now required.- 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 1 year.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| {metadata} | object | The metadata associated with the data. |
| {metadata}.startDate | number or string | The first date/time for which data is available. |
| {metadata}.endDate | number or string | The last date/time for which data is available. |
| [data] | array | The liquidation data corresponding to the columns fields, aggregated by exchange. |
| [data].exchange | string | The name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument. |
| [data].timestamp | number or string | The time at which the liquidation occurred. |
| [data].originalQuantity | number | The original quantity before the liquidation occurred. |
| [data].price | number | The price of the instrument at the time of the liquidation. |
| [data].side | string | The direction of the trade. |
| [data].status | string | The status of the liquidation. |
| [data].type | string | The type of liquidation. |
| [data].timeInForce | string | How long the order is to remain active before it is executed or expires, for example: - IOC: immediate-or-cancel - FOK: fill-or-kill - GTC: good-'till-canceled - etc |
| [data].action | string | The type of action taken during the liquidation process (for example: delete, insert, update, etc). |
| [data].orderId | string | The order identifier. |
| [data].unit | string | null | The units are on originalQuantity |