get https://api.amberdata.com/markets/futures/order-book-snapshots/
Provides historical snapshots of futures order books, capturing bid and ask price levels, volumes, and sequence details at specific timestamps 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 startDate and endDate query 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.requestedStartDate | integer | The start date and time requested for the order book event data. |
| payload.metadata.requestedEndDate | integer | The end date and time requested for the order book event data. |
| payload.metadata.returnedStartDate | integer | The actual start date and time returned for the order book event data. |
| payload.metadata.returnedEndDate | integer | The actual end date and time returned for the order book event data. |
| 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[].exchange | string | The name of the exchange where the order book snapshot data applies (e.g., binance). |
| payload.data[].instrument | string | The instrument or trading pair for which order book snapshot data is recorded (e.g., BTCUSD_PERP). |
| payload.data[].timestamp | integer | The timestamp when the snapshot was taken, in milliseconds since epoch. |
| payload.data[].exchangeTimestamp | integer | The timestamp from the exchange when the snapshot was taken, in milliseconds since epoch. |
| payload.data[].exchangeTimestampNanoseconds | integer | The nanoseconds part of the exchange timestamp, representing sub-second precision. |
| payload.data[].sequence | string | The sequence number of the order book snapshot. |
| payload.data[].currentFunding | float | The current funding rate for the instrument (nullable if not available). |
| payload.data[].ask | array | An array containing the ask-side order book levels for this snapshot. |
| payload.data[].ask[].price | float | The price level of the ask order. |
| payload.data[].ask[].volume | float | The volume at the given ask price level. |
| payload.data[].ask[].numOrders | integer | The number of orders at the given ask price level (nullable if not available). |
| payload.data[].bid | array | An array containing the bid-side order book levels for this snapshot. |
| payload.data[].bid[].price | float | The price level of the bid order. |
| payload.data[].bid[].volume | float | The volume at the given bid price level. |
| payload.data[].bid[].numOrders | integer | The number of orders at the given bid price level (nullable if not available). |