Provides detailed historical trade data for a specific options instrument, including the trade's timestamp, side (buy or sell), price, volume, and other relevant metrics like the index price, mark price, and implied volatility (IV) at the time of the trade.
⚠️ IMPORTANT UPDATE ⚠️
Important Update
The old endpoint
https://api.amberdata.com/market/options/trades/{instrument}/historicalhas been updated tohttps://api.amberdata.com/markets/options/trades/{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/trades/{instrument}/historical- New:
https://api.amberdata.com/markets/options/trades/{instrument}- Metadata Changes:
- New fields
api-versionandnextare introduced in the metadata object.startDate,endDate, andcolumnsfields were removed.- Data Structure Changes:
- Previously, the
datastructure was an array of arrays.- The new
datastructure an array of JSON objects.- Field Changes:
exchangeTimestamp: ReplacestimestampexchangeTimestampNanoseconds: ReplacestimestampNanosecondsisBuySide: ReplacesisBuyquoteVolume: ReplacesquoteSizesequence: ReplacestradeSequenceunderlyingIndex: New fieldunderlyingPrice: New field- Other
- 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.
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 data from the previous hour.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| metadata | object | The metadata associated with the data. |
| metadata.columns | array | The name of the columns associated with the returned liquidation data. |
| metadata.startDate | number | string | The first date/time for which data is available. |
| metadata.columns | number | string | The last date/time for which data is available. |
| data[] | array | The trade data corresponding to the columns fields, aggregated by exchange. |
| data[].exchange | string | The name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument. |
| data[].timestamp | number | string | The time at which the event occurred. |
| data[].timestampNanoseconds | number | The nanosecond part of the timestamp where applicable. |
| data[].isBid | boolean | true if the trade is a buy, false otherwise. |
| data[].price | numeric | The price at which the asset was traded. |
| data[].volume | numeric | The total amount of that asset that was traded. |
| data[].tradeId | number | string | The exchange provided id of the trade. |
| data[].quoteSize | numeric | Quote size at the moment of trade |
| data[].tradeSequence | string | The sequence number (equal to null if it is not provided by the exchange). |
| data[].tickDirection | interger | Direction of the "tick" |
| data[].markPrice | numeric | Mark price at the moment of trade |
| data[].iv | numeric | Option implied volatility for the price |
| data[].indexPrice | numeric | Index price at the moment of trade |