v1

latestOpenAPI 3.0.2Apache 2.02026-07-17189642856.1 KB
Timeseries

Market greeks

Returns greeks for option markets.<br/> Results are ordered by tuple (market, time).<br/> To fetch the next page of results use next_page_url JSON response field.<br/> Option greeks represent the sensitivity of the price of an options contract with respect to changes in its underlying parameters. Greeks are used in risk management and hedging so that market participants can achieve their desired exposure.

get/timeseries/market-greeks

Query parameters

marketsstring[] required

Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future.<br/> Use a corresponding /catalog-all-v2/market-{dataType} endpoint for the full list of supported markets for a given data type.

start_timestring

Start of the time interval.<br/> This field refers to the time field in the response.<br/> Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789Z, 2006-01-20, 20060120.<br/> Inclusive by default.<br/> UTC timezone by default. Z suffix is optional and timezone parameter has a priority over it.<br/> If start_time is omitted, response will include time series from the earliest time available.

end_timestring

End of the time interval.<br/> This field refers to the time field in the response.<br/> Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789Z, 2006-01-20, 20060120.<br/> Inclusive by default.<br/> UTC timezone by default. Z suffix is optional and timezone parameter has a priority over it.<br/> If end_time is omitted, response will include time series up to the latest time available.

start_inclusiveboolean

Inclusive or exclusive corresponding start_* parameters.

end_inclusiveboolean

Inclusive or exclusive corresponding end_* parameters.

timezonestring
Example:America/New_York

Timezone name for start_time and end_time timestamps.<br/> This parameter does not modify the output times, which are always UTC.<br/> Format is defined by TZ database.

page_sizeinteger

Number of items per single page of results.<br/> The value of this parameter is ignored if the endpoint supports the format parameter and its value is set to json_stream.

paging_from'start' | 'end' PagingFrom

Where does the first page start, at the start of the interval or at the end.<br/> The value of this parameter is ignored if the endpoint supports the format parameter and its value is set to json_stream.

limit_per_marketinteger

How many entries per market result should contain. It is useful when multiple markets are requested.

granularity'raw' | '1m' | '1h' | '1d'

Downsampling granularity of market greeks. Supported values are raw, 1m, 1h, and 1d.

prettyboolean

Human-readable formatting of JSON responses.

format'json' | 'csv'

Format of the response.

next_page_tokenstring

Token for receiving the results from the next page of a query.<br/> Should not be used directly. To iterate through pages just use next_page_url response field.

Response

Time series of market greeks.

next_page_tokenstring

Token of the next page results for a given request.

next_page_urlstring

URL of the next page results for a given request.