Historical

Provides historical open interest data for options contracts, detailing the total number of outstanding contracts at specific timestamps to help assess market interest over time across supported exchanges.

⚠️ IMPORTANT UPDATE ⚠️

⚠️

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 and is no longer being supported. 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.
    • The timeInterval parameter is no longer supported.
    • 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.

🚧

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.
Language
Credentials
Header
Click Try It! to start a request and see the response here!