get https://api.amberdata.com/market/options/trades//historical
Retrieves the historical (time series) trade data for the specified instrument.
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 |