Historical

Retrieves the historical time series open interest for the specified instrument and exchange(s).

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Important Update

The old endpoint https://api.amberdata.com/market/options/open-interest/{instrument}/historical has been updated to https://api.amberdata.com/markets/options/open-interest/:instrument. The old endpoint will be deprecated on 2024-09-30. Please update your integrations accordingly.

See changes here
  • Endpoint URL Change:
    • Old: https://api.amberdata.com/market/options/open-interest/{instrument}/historical
    • New: https://api.amberdata.com/markets/options/open-interest/:instrument
  • Metadata Changes:
    • startDate and endDate fields removed from the response
    • next and api-version fields added to the response
  • Data Structure Changes:
    • The structure of the data array remains largely the same, but there are some additional fields in the new schema.
  • Field Value Changes:
    • Field names and values are largely consistent, but note the renaming of timestamp to exchangeTimestamp and the addition of instrument, exchangeTimestampNanoseconds, and type
  • Other
    • The exchange parameter is now required.
    • 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 1 year.

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Not specifying startDate and endDate

If the startDate and endDate query parameters are not provided, the API will return the daily data from the previous year.

RESPONSE DATA
FieldTypeDescription
exchangestringThe name of the exchange.
timestampnumber | stringThe time at which the event occurred.
valuenumberThe total outstanding number of contracts.
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