[{"data":1,"prerenderedAt":3812},["ShallowReactive",2],{"doc:rest/volume-profile":3},{"slug":4,"filePath":5,"frontmatter":6,"rawMarkdown":9,"tree":10},"rest/volume-profile","rest/volume-profile.md",{"title":7,"description":8},"Volume Profile","Volume distributed across price levels via the OpenMarket Data API.","---\ntitle: Volume Profile\ndescription: Volume distributed across price levels via the OpenMarket Data API.\n---\n\n# Volume Profile\n\n\u003CEndpointBar method=\"GET\" path=\"/v1/points\">\u003C/EndpointBar>\n\n\u003CTypeHeader type=\"VOLUME_PROFILE_AGG\" meta=\"Weight: 2x | Max points: 20,000\">\u003C/TypeHeader>\n\nVolume distributed across price levels for a given interval. Shows where the most trading activity occurred.\n\n\u003CCallout kind=\"note\">\n\nThe server chooses the price bucket size automatically from market metadata. **Do not pass `blockSize` in the request** -- it is ignored for `VOLUME_PROFILE_AGG`. Each profile entry already contains its own price level (see [How to read `profile`](#how-to-read-profile) below).\n\n\u003C/Callout>\n\n## Required parameters\n\n- `exchange` (at least one)\n- `from` and `period` (the time range)\n- One of: `coin`, `rawSymbol`, or `normalizedSymbol`\n\n## Response fields\n\n| Field | Type | Description |\n| --- | --- | --- |\n| `profile` | double[] | Alternating `[price, buyVolume, sellVolume]` triplets |\n| `timestamp` | Timestamp | Interval start |\n\nThe `profile` array contains repeating price / buy volume / sell volume triplets:\n`[price1, buyVolume1, sellVolume1, price2, buyVolume2, sellVolume2, ...]`\nEach triplet already includes the bucket's price level, so you can read the profile directly from the response without sending `blockSize`.\n\n## Capabilities\n\n| Feature | Supported | Details |\n| --- | --- | --- |\n| USD denomination | Yes | `transform.normalize.quote=USD` converts volume to USD |\n| Multi-exchange aggregation | Yes | `transform.groupBy.type=GROUP_BY_TYPE_SUM` with `coin` param |\n\n## Examples\n\n### Single exchange\n\nFetches 1 hour of volume profile data for BTCUSDT on Binance Futures. The server chooses the price bucket size automatically.\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points\u003C/span>\n    \u003Cspan class=\"s-p\">?type\u003C/span>=\u003Cspan class=\"s-s\">VOLUME_PROFILE_AGG\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE_FUTURES\u003C/span>\n    \u003Cspan class=\"s-p\">&rawSymbol\u003C/span>=\u003Cspan class=\"s-s\">BTCUSDT\u003C/span>\n    \u003Cspan class=\"s-p\">&interval\u003C/span>=\u003Cspan class=\"s-s\">HOUR\u003C/span>\n    \u003Cspan class=\"s-p\">&from\u003C/span>=\u003Cspan class=\"s-n\">1774800000\u003C/span>\n    \u003Cspan class=\"s-p\">&period\u003C/span>=\u003Cspan class=\"s-n\">3600\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=VOLUME_PROFILE_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=HOUR&from=1774800000&period=3600 \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=VOLUME_PROFILE_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=HOUR&from=1774800000&period=3600 \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\n### Aggregated across exchanges (USD)\n\nCombines volume profile data from Binance Futures and Bybit for BTC, with volume converted to USD. Gives a cross-exchange view of where trading activity concentrated.\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points\u003C/span>\n    \u003Cspan class=\"s-p\">?type\u003C/span>=\u003Cspan class=\"s-s\">VOLUME_PROFILE_AGG\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE_FUTURES\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BYBIT\u003C/span>\n    \u003Cspan class=\"s-p\">&coin\u003C/span>=\u003Cspan class=\"s-s\">BTC\u003C/span>\n    \u003Cspan class=\"s-p\">&interval\u003C/span>=\u003Cspan class=\"s-s\">HOUR\u003C/span>\n    \u003Cspan class=\"s-p\">&from\u003C/span>=\u003Cspan class=\"s-n\">1774800000\u003C/span>\n    \u003Cspan class=\"s-p\">&period\u003C/span>=\u003Cspan class=\"s-n\">3600\u003C/span>\n    \u003Cspan class=\"s-p\">&transform.groupBy.type\u003C/span>=\u003Cspan class=\"s-s\">GROUP_BY_TYPE_SUM\u003C/span>\n    \u003Cspan class=\"s-p\">&transform.normalize.quote\u003C/span>=\u003Cspan class=\"s-s\">USD\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=VOLUME_PROFILE_AGG&exchange=BINANCE_FUTURES&exchange=BYBIT&coin=BTC&interval=HOUR&from=1774800000&period=3600&transform.groupBy.type=GROUP_BY_TYPE_SUM&transform.normalize.quote=USD \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=VOLUME_PROFILE_AGG&exchange=BINANCE_FUTURES&exchange=BYBIT&coin=BTC&interval=HOUR&from=1774800000&period=3600&transform.groupBy.type=GROUP_BY_TYPE_SUM&transform.normalize.quote=USD \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\n### Response\n\n\u003CCodeBlock lang=\"JSON\">\n\u003Cpre>{\n  \u003Cspan class=\"s-p\">\"series\"\u003C/span>: [\n    {\n      \u003Cspan class=\"s-p\">\"id\"\u003C/span>: {\n        \u003Cspan class=\"s-p\">\"type\"\u003C/span>: \u003Cspan class=\"s-s\">\"VOLUME_PROFILE_AGG\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"exchange\"\u003C/span>: \u003Cspan class=\"s-s\">\"BINANCE_FUTURES\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"rawSymbol\"\u003C/span>: \u003Cspan class=\"s-s\">\"BTCUSDT\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"normalizedSymbol\"\u003C/span>: \u003Cspan class=\"s-s\">\"BTC-USDT\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"category\"\u003C/span>: \u003Cspan class=\"s-s\">\"PERPETUAL\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"interval\"\u003C/span>: \u003Cspan class=\"s-s\">\"HOUR\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"coin\"\u003C/span>: \u003Cspan class=\"s-s\">\"BTC\"\u003C/span>\n      },\n      \u003Cspan class=\"s-p\">\"points\"\u003C/span>: [\n        {\n          \u003Cspan class=\"s-p\">\"Point\"\u003C/span>: {\n            \u003Cspan class=\"s-p\">\"profile\"\u003C/span>: [\u003Cspan class=\"s-n\">66108\u003C/span>, \u003Cspan class=\"s-n\">0\u003C/span>, \u003Cspan class=\"s-n\">5.466999999999996\u003C/span>, \u003Cspan class=\"s-n\">66114\u003C/span>, \u003Cspan class=\"s-n\">6.239000000000001\u003C/span>, \u003Cspan class=\"s-n\">25.31399999999998\u003C/span>, \u003Cspan class=\"s-n\">66120\u003C/span>, \u003Cspan class=\"s-n\">7.307999999999996\u003C/span>, \u003Cspan class=\"s-n\">20.503000000000004\u003C/span>, \u003Cspan class=\"s-o\">...\u003C/span>],\n            \u003Cspan class=\"s-p\">\"timestamp\"\u003C/span>: { \u003Cspan class=\"s-p\">\"s\"\u003C/span>: \u003Cspan class=\"s-n\">1774803600\u003C/span> }\n          }\n        }\n      ]\n    }\n  ]\n}\u003C/pre>\n\u003C/CodeBlock>\n\n### How to read `profile`\n\n`profile` is a flat array of repeating triplets:\n`[price1, buyVolume1, sellVolume1, price2, buyVolume2, sellVolume2, ...]`\nSo:\n- `profile[0]` is the first price level\n- `profile[1]` is the buy volume at that price\n- `profile[2]` is the sell volume at that price\n- `profile[3]` is the next price level\n- `profile[4]` is the buy volume at that next price\n- `profile[5]` is the sell volume at that next price",{"type":11,"children":12,"data":3806,"position":3808},"root",[13,16,38,39,58,59,74,75,206,207,226,227,380,381,397,399,614,615,684,685,701,702,917,918,933,934,951,952,966,967,1857,1858,1873,1874,1888,1889,2816,2817,2831,2832,3560,3561,3587,3588,3632,3633],{"type":14,"value":15},"text","\n",{"type":17,"tagName":18,"properties":19,"children":20,"position":35},"element","p",{},[21],{"type":17,"tagName":22,"properties":23,"children":26,"position":27},"endpointbar",{"method":24,"path":25},"GET","/v1/points",[],{"start":28,"end":32},{"line":29,"column":30,"offset":31},3,1,18,{"line":29,"column":33,"offset":34},59,76,{"start":36,"end":37},{"line":29,"column":30,"offset":31},{"line":29,"column":33,"offset":34},{"type":14,"value":15},{"type":17,"tagName":18,"properties":40,"children":41,"position":55},{},[42],{"type":17,"tagName":43,"properties":44,"children":47,"position":48},"typeheader",{"type":45,"meta":46},"VOLUME_PROFILE_AGG","Weight: 2x | Max points: 20,000",[],{"start":49,"end":52},{"line":50,"column":30,"offset":51},5,78,{"line":50,"column":53,"offset":54},91,168,{"start":56,"end":57},{"line":50,"column":30,"offset":51},{"line":50,"column":53,"offset":54},{"type":14,"value":15},{"type":17,"tagName":18,"properties":60,"children":61,"position":71},{},[62],{"type":14,"value":63,"position":64},"Volume distributed across price levels for a given interval. Shows where the most trading activity occurred.",{"start":65,"end":68},{"line":66,"column":30,"offset":67},7,170,{"line":66,"column":69,"offset":70},109,278,{"start":72,"end":73},{"line":66,"column":30,"offset":67},{"line":66,"column":69,"offset":70},{"type":14,"value":15},{"type":17,"tagName":76,"properties":77,"children":79,"position":199},"callout",{"kind":78},"note",[80,81,198],{"type":14,"value":15},{"type":17,"tagName":18,"properties":82,"children":83,"position":195},{},[84,92,131,138,150,157,189],{"type":14,"value":85,"position":86},"The server chooses the price bucket size automatically from market metadata. ",{"start":87,"end":90},{"line":88,"column":30,"offset":89},11,303,{"line":88,"column":51,"offset":91},380,{"type":17,"tagName":93,"properties":94,"children":95,"position":126},"strong",{},[96,105,119],{"type":14,"value":97,"position":98},"Do not pass ",{"start":99,"end":102},{"line":88,"column":100,"offset":101},80,382,{"line":88,"column":103,"offset":104},92,394,{"type":17,"tagName":106,"properties":107,"children":108,"position":116},"code",{},[109],{"type":14,"value":110,"position":111},"blockSize",{"start":112,"end":113},{"line":88,"column":103,"offset":104},{"line":88,"column":114,"offset":115},103,405,{"start":117,"end":118},{"line":88,"column":103,"offset":104},{"line":88,"column":114,"offset":115},{"type":14,"value":120,"position":121}," in the request",{"start":122,"end":123},{"line":88,"column":114,"offset":115},{"line":88,"column":124,"offset":125},118,420,{"start":127,"end":128},{"line":88,"column":51,"offset":91},{"line":88,"column":129,"offset":130},120,422,{"type":14,"value":132,"position":133}," -- it is ignored for ",{"start":134,"end":135},{"line":88,"column":129,"offset":130},{"line":88,"column":136,"offset":137},142,444,{"type":17,"tagName":106,"properties":139,"children":140,"position":147},{},[141],{"type":14,"value":45,"position":142},{"start":143,"end":144},{"line":88,"column":136,"offset":137},{"line":88,"column":145,"offset":146},162,464,{"start":148,"end":149},{"line":88,"column":136,"offset":137},{"line":88,"column":145,"offset":146},{"type":14,"value":151,"position":152},". Each profile entry already contains its own price level (see ",{"start":153,"end":154},{"line":88,"column":145,"offset":146},{"line":88,"column":155,"offset":156},225,527,{"type":17,"tagName":158,"properties":159,"children":161,"position":184},"a",{"href":160},"#how-to-read-profile",[162,171],{"type":14,"value":163,"position":164},"How to read ",{"start":165,"end":168},{"line":88,"column":166,"offset":167},226,528,{"line":88,"column":169,"offset":170},238,540,{"type":17,"tagName":106,"properties":172,"children":173,"position":181},{},[174],{"type":14,"value":175,"position":176},"profile",{"start":177,"end":178},{"line":88,"column":169,"offset":170},{"line":88,"column":179,"offset":180},247,549,{"start":182,"end":183},{"line":88,"column":169,"offset":170},{"line":88,"column":179,"offset":180},{"start":185,"end":186},{"line":88,"column":155,"offset":156},{"line":88,"column":187,"offset":188},270,572,{"type":14,"value":190,"position":191}," below).",{"start":192,"end":193},{"line":88,"column":187,"offset":188},{"line":88,"column":70,"offset":194},580,{"start":196,"end":197},{"line":88,"column":30,"offset":89},{"line":88,"column":70,"offset":194},{"type":14,"value":15},{"start":200,"end":203},{"line":201,"column":30,"offset":202},9,280,{"line":204,"column":88,"offset":205},13,592,{"type":14,"value":15},{"type":17,"tagName":208,"properties":209,"children":211,"position":222},"h2",{"id":210},"required-parameters",[212],{"type":14,"value":213,"position":214},"Required parameters",{"start":215,"end":219},{"line":216,"column":217,"offset":218},15,4,597,{"line":216,"column":220,"offset":221},23,616,{"start":223,"end":225},{"line":216,"column":30,"offset":224},594,{"line":216,"column":220,"offset":221},{"type":14,"value":15},{"type":17,"tagName":228,"properties":229,"children":230,"position":377},"ul",{},[231,232,261,262,309,310,376],{"type":14,"value":15},{"type":17,"tagName":233,"properties":234,"children":235,"position":257},"li",{},[236,250],{"type":17,"tagName":106,"properties":237,"children":238,"position":247},{},[239],{"type":14,"value":240,"position":241},"exchange",{"start":242,"end":245},{"line":243,"column":29,"offset":244},17,620,{"line":243,"column":204,"offset":246},630,{"start":248,"end":249},{"line":243,"column":29,"offset":244},{"line":243,"column":204,"offset":246},{"type":14,"value":251,"position":252}," (at least one)",{"start":253,"end":254},{"line":243,"column":204,"offset":246},{"line":243,"column":255,"offset":256},28,645,{"start":258,"end":260},{"line":243,"column":30,"offset":259},618,{"line":243,"column":255,"offset":256},{"type":14,"value":15},{"type":17,"tagName":233,"properties":263,"children":264,"position":305},{},[265,278,285,298],{"type":17,"tagName":106,"properties":266,"children":267,"position":275},{},[268],{"type":14,"value":269,"position":270},"from",{"start":271,"end":273},{"line":31,"column":29,"offset":272},648,{"line":31,"column":201,"offset":274},654,{"start":276,"end":277},{"line":31,"column":29,"offset":272},{"line":31,"column":201,"offset":274},{"type":14,"value":279,"position":280}," and ",{"start":281,"end":282},{"line":31,"column":201,"offset":274},{"line":31,"column":283,"offset":284},14,659,{"type":17,"tagName":106,"properties":286,"children":287,"position":295},{},[288],{"type":14,"value":289,"position":290},"period",{"start":291,"end":292},{"line":31,"column":283,"offset":284},{"line":31,"column":293,"offset":294},22,667,{"start":296,"end":297},{"line":31,"column":283,"offset":284},{"line":31,"column":293,"offset":294},{"type":14,"value":299,"position":300}," (the time range)",{"start":301,"end":302},{"line":31,"column":293,"offset":294},{"line":31,"column":303,"offset":304},39,684,{"start":306,"end":308},{"line":31,"column":30,"offset":307},646,{"line":31,"column":303,"offset":304},{"type":14,"value":15},{"type":17,"tagName":233,"properties":311,"children":312,"position":372},{},[313,321,333,339,352,359],{"type":14,"value":314,"position":315},"One of: 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