get https://api.amberdata.com/markets/derivatives/analytics/volatility/open-interest/tradfi
This endpoint returns the end-of-day (EOD) open interest snapshot. Unlike the crypto landscape where open interest is continuously updated, the tradFi environment only updates open interest once per day. This is because the clearing house needs to tally up all the activity for the day, in order to publish outstanding open interest at the end-of-the-day.
RESPONSE DATA
Field | Type | Description |
---|---|---|
payload.metadata.api-version | string | Version of the API. |
payload.data[index].currency | string | The underlying currency. |
payload.data[index].expirationTimestamp | timestamp | Timestamp for the option expiraiton. |
payload.data[index].instrument | string | This is the instrument name. |
payload.data[index].instrumentNormalized | string | This is the instrument name, normalized by Amberdata convention. |
payload.data[index].openInterest | number | The option open interest in contract terms. |
payload.data[index].putCall | number | This is a flag for whether the option is a Put or Call. |
payload.data[index].strike | number | The is the option's strike price. |
payload.data[index].timestamp | timestamp | The daily timestamp. |