Retrieves the historical (time series) long short ratio data for the specified futures instrument.


Time Range Limit

The maximum time range (difference between startDate and endDate) is 731 days (2 years).


Not specifying startDate and endDate

If the startDate and endDate query parameters are not provided, the API will return the data from the previous 24 hours at the tick granularity.


Fields and paths are relative to the top-level payload field i.e. metadata.next is equivalent to payload.metadata.next.

JSON Field/PathValue TypeOptionalDescription
metadata.api-versionstringThe API version of this response.
data[index].instrumentstringThe futures instrument whose long/short ratio data was requested for.
data[index].exchangestringThe exchange on which this long/short ratio data is from.
data[index].exchangeTimestampnumber| string
data[index].periodnumberThe frequency of the timeInterval.

When timeInterval=minutes the period is 5, indicating 5 minutes.

When timeInterval=days the period is 1, indicating 1 day.
data[index].longAccountnumberThe number of trading accounts that are long on this instrument.
data[index].shortAccountnumberThe number of trading accounts that are short on this instrument.
data[index].rationumberThe proportion of long to short accounts.

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