get https://web3api.io/api/v2/market/futures/order-book-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 1 hour.
Not specifying startDate and endDate
If the startDate and endDate query parameters are not provided, the API will return the data from the previous 10 minutes.
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). |