Provides historical OHLCV (Open, High, Low, Close, Volume) data for options contracts, enabling analysis of price movements and trading volumes over time for specific contracts across supported exchanges.
⚠️ IMPORTANT UPDATE ⚠️
Important Update
The old endpoint
https://api.amberdata.com/market/options/ohlcv/{instrument}/historicalhas been updated tohttps://api.amberdata.com/markets/options/ohlcv/{instrument}and is no longer being supported. Please update your integrations accordingly.See changes here
- Endpoint URL Change:
- Old:
https://api.amberdata.com/market/options/ohlcv/{instrument}/historical- New:
https://api.amberdata.com/markets/options/ohlcv/{instrument}- Metadata Changes:
- New fields
api-versionandnextare introduced in the metadata object.startDateandendDatefields 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
instrumentfield- Renamed
timestamptoexchangeTimestamp- Other
- The
exchangeparameter 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&endDateparameters 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.
Note:
Block trades are included in the calculation of OHLCV for Deribit.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| {metadata} | object | The metadata associated with the data. |
| {metadata}.startDate | number | string | The first date/time for which data is available. |
| {metadata}.endDate | number | string | The last date/time for which data is available. |
| [data] | array | The OHLCV data corresponding to the columns fields, aggregated by exchange. |
| [data].exchange | string | The name of the exchange. |
| [data].timestamp | number | string | The time at which the event occurred. |
| [data].open | number | The value when the bar/time interval started. |
| [data].high | number | The highest value within the bar/time interval. |
| [data].low | number | The lowest value within the bar/time interval. |
| [data].close | number | The value when the bar/time interval closed. |
| [data].volume | number | The volume within the bar/time interval. |