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2025-05-15

We’ve introduced a new policy limiting historical data access for Order Book Snapshots and Order Book Events via REST API to the past 18 months across all exchanges, markets, and instruments. This change improves performance, reduces infrastructure strain, and better aligns REST usage with its intended purpose for low-latency, recent data access. 🔍 For access to deeper history, please use our bulk file delivery options (Amazon S3, Snowflake, etc), which are optimized for large-scale historical data access. Note: Existing customers will retain current access for the remainder of their contract. The 18-month limit will apply upon renewal. Endpoints affected:
  • /markets/spot/order-book-snapshots/{instrument}
  • /markets/spot/order-book-events/{instrument}
  • /markets/options/order-book-snapshots/{instrument}
  • /markets/options/order-book-events/{instrument}
  • /markets/futures/order-book-snapshots/{instrument}
  • /markets/futures/order-book-events/{instrument}