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.

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Time Range Limit

The maximum time range (difference between startDate and endDate) is 1 hour.

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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

FieldTypeDescription
{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].[data]array
[data].sequencenumberThe sequence number (equal to null if it is not provided by the exchange).
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