Snapshots Historical [ENT]

Retrieves the historical time series order book snapshots (bid and ask) for the specified instrument and exchange(s).

Note: This endpoint returns a maximum of 10 minutes of historical data per request. The parameters startDate and endDate can be used to specify any arbitrary time range.

RESPONSE DATA

Field

Type

Description

{metadata}

object

The metadata associated with the data.

{metadata}.[columns]

array

The name of the columns associated with the returned liquidation data.

{metadata}.startDate

number | string

The first date/time for which data is available.

{metadata}.endDate

number | string

The last date/time for which data is available.

[data]

object

The order book data corresponding to the columns fields, aggregated by exchange.

[data].exchange

string

The name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument.

[data].timestamp

number | string

The time at which the event occurred.

[data].timestampNanoseconds

number

The nanoseconds decimal part of the timestamp.

[data].isBid

boolean

true if the order is a bid, false otherwise.

[data].[data]

array

[data].sequence

number

The sequence number (equal to null if it is not provided by the exchange).

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