get https://api.amberdata.com/markets/derivatives/analytics/trades-flow/decorated-trades/tradfi
This endpoint returns option "times and sales" data that's decorated with pre-trade level-1 orderbook data and post-trdae level-1 data. This is the core dataset of the Amberdata direction and GEX "Gamma Exposure" analysis. We use this orderbook impact to analyze the true aggressor of every trade, while assuming that market-makers (aka "dealers") are typically the passive trade participants.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].currency | string | The currency |
| payload.data[index].delta | number | The greek delta value of the underlying option. |
| payload.data[index].exchange | string | The name of the exchange. |
| payload.data[index].exchangeTimestamp | number | string | The date & time as provided by the exchange. |
| payload.data[index].expirationTimestamp | number | string | The expiration timestamp. |
| payload.data[index].gamma | number | The greek gamma value of the underlying option. |
| payload.data[index].instrument | string | The name of the instrument as provided by exchange. |
| payload.data[index].instrumentNormalized | string | The name of the instrument in Amberdata format. |
| payload.data[index].postTradeAskIv | number | The post-trade ask implied volatility. |
| payload.data[index].postTradeAskPrice | The post-trade ask price. | |
| payload.data[index].postTradeBidIv | number | The post-trade bid implied volatility. |
| payload.data[index].postTradeBidPrice | number | The post-trade bid price. |
| payload.data[index].postTradeMarkIv | number | The post-trade mark implied volatility. |
| payload.data[index].postTradeMarkPrice | number | The post-trade mark price. |
| payload.data[index].preTradeAskIv | number | The pre-trade ask implied volatility. |
| payload.data[index].preTradeAskPrice | number | The pre-trade ask price. |
| payload.data[index].preTradeAskVolume | number | The pre-trade ask size. |
| payload.data[index].preTradeBidIv | number | The pre-trade bid implied volatility. |
| payload.data[index].preTradeBidPrice | number | The pre-trade bid price. |
| payload.data[index].preTradeBidVolume | number | The pre-trade bid size. |
| payload.data[index].preTradeMidIv | number | The pre-trade mid implied volatility. |
| payload.data[index].preTradeMidPrice | number | The pre-trade mid price. |
| payload.data[index].priceUsd | number | The trade price (notional value). |
| payload.data[index].putCall | string | Whether this record is a put or a call. |
| payload.data[index].rho | number | The greek rho value of the underlying option. |
| payload.data[index].strike | string | The strike price. |
| payload.data[index].theta | number | The greek theta value of the underlying option. |
| payload.data[index].tradeAmount | number | The trade size. |
| payload.data[index].tradeId | string | The id of the trade. |
| payload.data[index].tradeIv | number | The trade implied volatility. |
| payload.data[index].underlyingPrice | number | The underlying price (ex: Deribit options are future options, the underlying is not spot but the corresponding future). |
| payload.data[index].vega | number | The greek vega value of the underlying option. |
| payload.data[index].volume24h | number | This is the 24hr rolling volume. |