Provides historical snapshots of futures order books, capturing bid and ask price levels, volumes, and sequence details at specific timestamps across exchanges.
Historical Data Access Warning
BitMEX Volume Calculation Warning
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.startDate
and endDate
) is 18 months.startDate
and endDate
query parameters are not provided, the API will return the data from the previous 24 hours.The instrument for which to retrieve the requested data.
The exchange for which data should be retrieved. Only 1 exchange is allowed.
[Optional] Payload only includes data after this date (inclusive). [Defaults] Beginning of the current minute (max time range is 10 minutes).
[Optional] Payload only includes data before this date (exclusive). [Defaults] Ten minutes after the beginning of the current hour (max time range is 10 minutes).
[Optional] The timestamp at which to return the order book information (closest match, lower or equal to the timestamp specified).
[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
[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
The number of order book levels that should be returned.
200
The response is of type object
.