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API Documentation

Historical

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

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}/historical has been updated to https://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-version and next are introduced in the metadata object.
    • startDate, endDate, and columns fields were removed.
  • Data Structure Changes:
    • Previously, the data structure was an array of arrays.
    • The new data structure an array of JSON objects.
  • Field Changes:
    • exchangeTimestamp: Replaces timestamp
    • exchangeTimestampNanoseconds: Replaces timestampNanoseconds
    • isBuySide: Replaces isBuy
    • quoteVolume: Replaces quoteSize
    • sequence: Replaces tradeSequence
    • underlyingIndex: New field
    • underlyingPrice: 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 & endDate parameters 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
FieldTypeDescription
metadataobjectThe metadata associated with the data.
metadata.columnsarrayThe name of the columns associated with the returned liquidation data.
metadata.startDatenumber | stringThe first date/time for which data is available.
metadata.columnsnumber | stringThe last date/time for which data is available.
data[]arrayThe trade data corresponding to the columns fields, aggregated by exchange.
data[].exchangestringThe name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument.
data[].timestampnumber | stringThe time at which the event occurred.
data[].timestampNanosecondsnumberThe nanosecond part of the timestamp where applicable.
data[].isBidbooleantrue if the trade is a buy, false otherwise.
data[].pricenumericThe price at which the asset was traded.
data[].volumenumericThe total amount of that asset that was traded.
data[].tradeIdnumber | stringThe exchange provided id of the trade.
data[].quoteSizenumericQuote size at the moment of trade
data[].tradeSequencestringThe sequence number (equal to null if it is not provided by the exchange).
data[].tickDirectionintergerDirection of the "tick"
data[].markPricenumericMark price at the moment of trade
data[].ivnumericOption implied volatility for the price
data[].indexPricenumericIndex price at the moment of trade
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