This looks like a Pigweed Flea Beetle (amaranth is in the same plant family as pigweed). This late in the season, any chewing damage they cause is not likely to be significant, but the best way to deal with them in the future is to cover the plants after they are put in the ground to deny pests like this species access to the plants. The plants can remain covered since you don't need insect pollination on this crop (the way cucumber flowers would need to be bee-pollinated, for example), and the cover only removed for harvesting. Our Row Covers web page discusses both floating row cover (which is also useful for providing a few degrees of frost protection) and insect mesh netting, the latter of which is most helpful in summer so it doesn't build up heat around the plants the way floating row cover might.

For flea beetles causing too much damage right now, then you could consider treating the plant with a lower-toxicity insecticide such as those using the active ingredient spinosad. That material is absorbed into the leaves on which it is sprayed, and poisons the insects feeding on it afterwards. More than one application might be needed to maintain protection until the end of the season, so check product label directions for use. Make sure any pesticide selected is labeled for use on edible plants, and note how long (if any delay is required) you need to wait between the final spray and when a harvest can be made.

Miri

Thank you for the information. 

You're welcome.