AMamberdata

Events Historical

Changed on

Provides historical order book events for options contracts, detailing bid and ask levels, volumes, and order counts at specific timestamps to track market depth and activity over time across supported exchanges.

get/options/order-book-events/{instrument}

Request

  • Base URL
    https://api.amberdata.com/markets
  • URL
    https://api.amberdata.com/markets/options/order-book-events/{instrument}
  • Auth
    API key in header x-api-key

Path parameters

instrumentstring required

The instrument for which to retrieve the requested data.

Query parameters

exchangestring required

The exchange(s) for which to retrieve the requested data (comma separated). [Default] All available exchanges.

startDatestring date-time

[Optional] Payload only includes data after this date (inclusive). [Defaults] Beginning of the current hour (max time range is 1 hour).

endDatestring date-time

[Optional] Payload only includes data before this date (exclusive). [Defaults] One hour after the beginning of the current hour (max time range is 1 hour).

timeFormatstring

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

sortDirectionstring

[Optional] Specifies the direction in which the data is sorted (by timestamp). [Defaults] asc (ascending order). [Usage Conditions] This parameter can only be used if the startDate and endDate timeframe is within the most recent 24 hours, or if the startDate and endDate parameters are not used at all. [Examples] ascending | descending | asc | desc

Headers

Accept-Encodingstring required
api-versionstring

Response

200

object required

Changes