Provides historical snapshots of futures order books, capturing bid and ask price levels, volumes, and sequence details at specific timestamps across exchanges.
BitMEX’s 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 the underlyingToPositionMultiplier from our Reference endpoint.For details on this calculation and how to retrieve the correct values, see our Changelog Update.
The maximum time range (difference between startDate and endDate) is 18 months.
If the startDate and endDate query parameters are not provided, the API will return the data from the previous 24 hours.
Authorizations
x-api-key
string
header
required
Headers
Accept-Encoding
string
default:gzip, deflate, br
required
api-version
string
Path Parameters
instrument
string
default:BTCUSD_PERP
required
The instrument for which to retrieve the requested data.
Query Parameters
exchange
string
default:binance
required
The exchange for which data should be retrieved. Only 1 exchange is allowed.
startDate
string<date-time>
[Optional] Payload only includes data after this date (inclusive). [Defaults] Beginning of the current minute (max time range is 10 minutes).
endDate
string<date-time>
[Optional] Payload only includes data before this date (exclusive). [Defaults] Ten minutes after the beginning of the current hour (max time range is 10 minutes).
timestamp
string
[Optional] The timestamp at which to return the order book information (closest match, lower or equal to the timestamp specified).
timeFormat
string
[Optional] Time format of the timestamps in the return payload. [Defaults]milliseconds | ms* | iso | iso8601 | hr | human_readable
sortDirection
string
[Optional] Specifies the direction in which the data is sorted (by timestamp). [Defaults] asc (ascending order). [Usage Conditions] This parameter can only be used if the startDate and endDate timeframe is within the most recent 24 hours, or if the startDate and endDate parameters are not used at all. [Examples] ascending | descending | asc | desc
maxLevel
integer<int32>
The number of order book levels that should be returned.
Response
200
status
integer
title
string
description
string
payload
object
Show child attributes
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