Snapshots Historical

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.


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.

{metadata}objectThe metadata associated with the data.
{metadata}.[columns]arrayThe name of the columns associated with the returned liquidation data.
{metadata}.startDatenumber | stringThe first date/time for which data is available.
{metadata}.endDatenumber | stringThe last date/time for which data is available.
[data]objectThe order book data corresponding to the columns fields, aggregated by exchange.
[data].exchangestringThe name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument.
[data].timestampnumber | stringThe time at which the event occurred.
[data].timestampNanosecondsnumberThe nanoseconds decimal part of the timestamp.
[data].isBidbooleantrue if the order is a bid, false otherwise.
[data].sequencenumberThe sequence number (equal to null if it is not provided by the exchange).

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