Provides historical liquidation data for futures instruments, including timestamps, order details, price, volume, and position type for each liquidation event across exchanges.
Time Range Limit
The maximum time range (difference between startDate and endDate) is 731 days (2 years).
Not specifying startDate and endDate
If the
startDateandendDatequery parameters are not provided, the API will return the data from the previous 24 hours.
๐จ Important Notice for BitMEX Data ๐จ
BitMEXโs 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/Path | Value Type | Description |
|---|---|---|
| payload.metadata.next | string | The URL for the next page of data (nullable if there is no next page). |
| payload.metadata.api-version | string | The version of the API used for this request. |
| payload.data[].instrument | string | The instrument or trading pair involved in the liquidation (e.g., BTCUSDT). |
| payload.data[].exchange | string | The name of the exchange where the liquidation occurred (e.g., binance). |
| payload.data[].exchangeTimestamp | integer | The timestamp from the exchange when the liquidation was recorded. |
| payload.data[].exchangeTimestampNanoseconds | integer | The nanoseconds part of the timestamp, representing sub-second precision (usually 0). |
| payload.data[].action | string | The action associated with the liquidation (nullable if not applicable). |
| payload.data[].orderId | string | The ID of the order associated with the liquidation (nullable if not available). |
| payload.data[].side | string | The side of the trade, either BUY or SELL. |
| payload.data[].status | string | The status of the order (e.g., FILLED). |
| payload.data[].timeInForce | string | The time-in-force instruction (e.g., IOC for Immediate or Cancel). |
| payload.data[].type | string | The type of the order (e.g., LIMIT). |
| payload.data[].price | float | The price at which the liquidation was executed. |
| payload.data[].volume | float | The volume involved in the liquidation. |
| payload.data[].unit | string | The unit of the volume (e.g., base_asset). |
| payload.data[].positionType | string | The position type of the liquidation (e.g., SHORT). |