Historical

Retrieves the historical time series OHLCV data for the specified instrument and exchange(s). Note: Block trades are included in the calculation of OHCLV for Deribit.

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Important Update

The old endpoint https://api.amberdata.com/market/options/ohlcv/{instrument}/historical has been updated to https://api.amberdata.com/markets/options/ohlcv/{instrument}. The old endpoint will be deprecated on 2024-10-31. 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-version and next are introduced in the metadata object.
    • startDate and endDate fields 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 instrument field
    • Renamed timestamp to exchangeTimestamp
  • Other
    • The exchange parameter is now a required field
    • Include the Accept-Encoding: header in your API requests to take advantage of compressed responses.

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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.

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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 with a 1 minute frequency.


RESPONSE DATA
FieldTypeDescription
{metadata}objectThe metadata associated with the data.
{metadata}.startDatenumber | stringThe first date/time for which data is available.
{metadata}.endDatenumber | stringThe last date/time for which data is available.
[data]arrayThe OHLCV data corresponding to the columns fields, aggregated by exchange.
[data].exchangestringThe name of the exchange.
[data].timestampnumber | stringThe time at which the event occurred.
[data].opennumberThe value when the bar/time interval started.
[data].highnumberThe highest value within the bar/time interval.
[data].lownumberThe lowest value within the bar/time interval.
[data].closenumberThe value when the bar/time interval closed.
[data].volumenumberThe volume within the bar/time interval.
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