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API Documentation

Historical

get https://api.amberdata.com/markets/options/tickers/

Provides detailed historical data for options tickers, including price metrics, trading volumes, Greeks, and implied volatility. This endpoint is particularly useful for analyzing past market conditions for specific options on various exchanges.

⚠️ IMPORTANT UPDATE ⚠️

⚠️

Important Update

The old endpoint https://api.amberdata.com/market/options/tickers/{instrument}/historical has been updated to https://api.amberdata.com/markets/options/tickers/{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/tickers/{instrument}/historical
    • New: https://api.amberdata.com/markets/options/tickers/{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 additional fields in the new schema and some fields have been renamed or removed.
  • Field Value Changes:
    • Field names are largely consistent, but note the renaming of timestamp to exchangeTimestamp and the addition of new fields such as instrument, exchangeTimestampNanoseconds, lastVolume, volumeUSD, askTimestamp, bidTimestamp, askTimestampNanoseconds, and bidTimestampNanoseconds.
    • The following fields were moved out of the stats object: low, high, volume, volume_usd, price_change
    • The following fields were moved out of the greeks object: rho, vega, delta, gamma, theta
  • Other
    • The exchange parameter 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 hour.

🚧

Not specifying startDate and endDate

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

RESPONSE DATA
FieldTypeDescription
metadataobjectThe metadata associated with the data.
metadata.startDate`numberstring`The first date/time for which data is available.
metadata.endDate`numberstring`The last date/time for which data is available.
dataarrayThe tickers data
data.exchangestringThe name of the exchange.
data.timestampnumber or stringThe timestamp.
data.bid`numbernull`The bid of the market pair.
data.ask`numbernull`The ask of the market pair.
data.mid`numbernull`The mid of the market pair.
data.last`numbernull`The last of the market pair.
data.baseVolume`numbernull`
data.quoteVolume`numbernull`
data.bidVolume`numbernull`It represents the requested order size of all best bids.
data.askVolume`numbernull`It represents the requested order size of all best asks.
data.sequence`numbernull`The sequence number (equal to null if it is not provided by the exchange).
data.metadata`objectnull`
data.underlyingPrice`stringnull`Underlying price for implied volatility calculations.
data.underlyingIndex`stringnull`Name of the underlying future, or indexPrice.
data.stats`objectnull`
data.stats.high`numbernull`Highest price during 24h.
data.stats.low`numbernull`Lowest price during 24h.
data.stats.volume`numbernull`Volume during last 24h in base currency.
data.stats.price_change`numbernull`24-hour price change expressed as a percentage, null if there weren't any trades.
data.state`stringnull`The state of the order book. Possible values are open and closed.
data.settlementPrice`numbernull`The settlement price for the instrument. Only when state = open.
data.openInterest`numbernull`The total amount of outstanding contracts in the corresponding amount units. For perpetual and futures the amount is in USD units, for options it is amount of corresponding cryptocurrency contracts, e.g., BTC or ETH.
data.minPrice`numbernull`The minimum price for the future. Any sell orders you submit lower than this price will be clamped to this minimum.
data.maxPrice`numbernull`The maximum price for the future. Any buy orders you submit higher than this price, will be clamped to this maximum.
data.markPrice`numbernull`The mark price for the instrument.
data.markIv`numbernull`Implied volatility for mark price.
data.interestRate`numbernull`Interest rate used in implied volatility calculations.
data.indexPrice`numbernull`Current index price.
data.greeks`objectnull`
data.greeks.delta`numbernull`The delta value for the option.
data.greeks.gamma`numbernull`The gamma value for the option.
data.greeks.rho`numbernull`The rho value for the option.
data.greeks.theta`numbernull`The theta value for the option.
data.greeks.vega`numbernull`The vega value for the option.
data.estimatedDeliveryPrice`numbernull`Estimated delivery price for the market.
data.bidIv`numbernull`Implied volatility for best bid.
data.askIv`numbernull`Implied volatility for best ask.
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