Batch Historical (SWAPS only)

Provides batched historical OHLCV (Open, High, Low, Close, Volume) data for multiple perpetual futures instruments within a specified date range, including timestamps, price levels, and trading volumes across exchanges.

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Important Notice: Upcoming Changes to Batch Endpoints

Please take a moment to review the change log details here!


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Time Range Limit

The maximum time range (difference between startDate and endDate) is:

  • 62 days of daily, hourly or minutely data

In order to get more than the maximum allowed, you can use the Historical endpoint found here .


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Not specifying startDate and endDate

If the startDate and endDate query parameters are not provided, the API will return the previous 62 days of daily data.


🚨 Important Notice for BitMEX Data 🚨

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 underlyingToPositionMultiplier from our Reference endpoint.

For details on this calculation and how to retrieve the correct values, see our Changelog Update.

RESPONSE DATA
JSON Field/PathValue TypeDescription
payload.metadata.nextstringThe URL for the next page of data (nullable if there is no next page).
payload.metadata.api-versionstringThe version of the API used for this request.
payload.data[].instrumentstringThe instrument or trading pair for which OHLCV data is recorded (e.g., BTCUSD_PERP).
payload.data[].exchangestringThe name of the exchange where the OHLCV data applies (e.g., binance).
payload.data[].exchangeTimestampintegerThe timestamp from the exchange in milliseconds since epoch.
payload.data[].openfloatThe opening price of the instrument for the specified timestamp.
payload.data[].highfloatThe highest price of the instrument for the specified timestamp.
payload.data[].lowfloatThe lowest price of the instrument for the specified timestamp.
payload.data[].closefloatThe closing price of the instrument for the specified timestamp.
payload.data[].volumefloatThe trading volume for the instrument during the specified timestamp.
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