Market Stats

Draft API - Use at Own Risk: These /web endpoints are non-stable draft endpoints subject to change without notice. They are provided for convenience but are not covered by API stability guarantees.

The market stats API provides real-time and trailing market statistics for products at the exchange.

Market Stats API Endpoints

Get Trailing Statistics for All Products

Returns trailing (24-hour) market statistics for all active products. This endpoint provides volume data that is updated in near real-time during trading hours.

Example Request

GET /exchange/api/web/market/stats/trailing/all-products

Response

Returns an array of trailing statistics objects for each product.

export interface ProductTrailingStats {
  productId: number;               // Product ID
  volume: number | null;           // 24h trading volume in contracts
  notionalVolume: number | null;   // 24h trading volume in USD (already converted)
}

Note: Unlike the VOI Charts endpoint, notionalVolume in this endpoint is expressed in USD (not cents). No conversion is needed.

Example Response

[
  {
    "productId": 1547,
    "volume": 27,
    "notionalVolume": 23658
  },
  {
    "productId": 826,
    "volume": 5,
    "notionalVolume": 429750
  }
]

In the example above:

• Product 1547: 27 contracts with notional volume of $23,658 USD
• Product 826: 5 contracts with notional volume of $429,750 USD

Get Trailing Statistics for Single Product

Returns trailing (24-hour) market statistics for a specific product, where :product_id is the product ID.

Example Request

GET /exchange/api/web/market/stats/trailing/123

Response

export interface ProductTrailingStats {
  productId: number;               // Product ID
  volume: number | null;           // 24h trading volume in contracts
  notionalVolume: number | null;   // 24h trading volume in USD (already converted)
}

Example Response

{
  "productId": 123,
  "volume": 150,
  "notionalVolume": 15075000
}

Notes

• Trailing Window: The statistics represent a rolling 24-hour window that updates continuously during trading hours.
• Update Frequency: Volume statistics are updated in near real-time as trades occur.
• Null Values: Values may be null if no trading activity has occurred in the trailing window.
• Use Case: This endpoint is particularly useful for displaying real-time volume information on market data displays, as it reflects current trading activity rather than the previous day's settled values from the Products API.