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GET
/
futures
/
order-book-events
/
{instrument}
Events/Updates Historical
curl --request GET \
  --url https://api.amberdata.com/markets/futures/order-book-events/{instrument} \
  --compressed \
  --header 'Accept-Encoding: <accept-encoding>' \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "metadata": {
      "requestedStartDate": "2024-06-04 16:22:24 224",
      "requestedEndDate": "2024-06-05 16:22:24 224",
      "returnedStartDate": "2024-06-04 16:22:24 231",
      "returnedEndDate": "2024-06-04 16:23:12 414",
      "next": "https://api.amberdata.com/markets/futures/order-book-events/BTCUSD_PERP?cursor=N4IgxgrgTgzg9lEAuAdhANugNCGAXAQyjwBEC8BTZARgHY6BWagDmoE4AmAFmq5wpQATMpRr1aANgAMXBly4duOPAEsAthQBiCNeWQgAFhF0oAShQKCCAI3RVl6igEkUlKADcC6ZKBQEN%2BgCeFrAgODAAjugAcv5USCDBRGG4UbEaAAro0F5BIeiBKYIUAGYEGHjIzBJcUnV1OLoAHsgSAMzcXMz1DSDocHAA1tYEYIMZFFAqcILIaJgAvjglOnoJAFbwKCkUTWAGBCgA5vEg1ip%2BKGD2IBdg2cUAqigwEAAObwiUggCiewfHCgwZBldAwCjhL4AaQohQSdEYLHY3F4AH0pKjzpdrqi2NIOExmN02gw2Ki8FAIBRUQAhAAqAGFHgBlEiojI-UwZEALIA",
      "api-version": "2023-09-30"
    },
    "data": [
      {
        "instrument": "BTCUSD_PERP",
        "exchange": "binance",
        "exchangeTimestamp": "2024-06-04 16:23:12 414",
        "exchangeTimestampNanoseconds": 0,
        "sequence": "960251880359",
        "ask": [
          {
            "price": 70960.6,
            "volume": 75,
            "numOrders": null
          },
          {
            "price": 70973.5,
            "volume": 137,
            "numOrders": null
          },
          {
            "price": 70975.4,
            "volume": 7914,
            "numOrders": null
          },
          {
            "price": 70976,
            "volume": 0,
            "numOrders": null
          },
          {
            "price": 70976.6,
            "volume": 20,
            "numOrders": null
          }
        ],
        "bid": [
          {
            "price": 70907,
            "volume": 51,
            "numOrders": null
          },
          {
            "price": 70914,
            "volume": 50,
            "numOrders": null
          },
          {
            "price": 70928.5,
            "volume": 25,
            "numOrders": null
          }
        ]
      }
    ]
  }
}
BitMEX’s volume field represents the number of contracts traded, not the volume in the base asset.To obtain the correct volume, users must adjust for contract size using the underlyingToPositionMultiplier from our Reference endpoint.For details on this calculation and how to retrieve the correct values, see our Changelog Update.
The maximum time range (difference between startDate and endDate) is 18 months.
If the startDate and endDate query parameters are not provided, the API will return the data from the previous 24 hours.

Authorizations

​
x-api-key
string
header
required

Headers

​
Accept-Encoding
string
default:gzip, deflate, br
required
​
api-version
string

Path Parameters

​
instrument
string
default:BTCUSD_PERP
required

The futures instrument for which data will be retrieved.

Query Parameters

​
exchange
string
default:binance
required

The exchange for which data should be retrieved. Only 1 exchange is allowed.

​
startDate
string<date-time>

[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

​
endDate
string<date-time>

[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

​
timeFormat
enum<string>
default:hr

[Optional] Time format of the timestamps in the response.

Available options:
milliseconds,
ms*,
iso,
iso8601,
hr,
human_readable
​
sortDirection
string

[Optional] Specifies the direction in which the data is sorted (by timestamp). [Defaults] asc (ascending order). [Usage Conditions] This parameter can only be used if the startDate and endDate timeframe is within the most recent 24 hours, or if the startDate and endDate parameters are not used at all. [Examples] ascending | descending | asc | desc

Response

200

​
status
integer
​
title
string
​
description
string
​
payload
object