get https://api.amberdata.com/markets/futures/order-book-events/
Provides historical event updates for futures order books, including bid and ask price levels, volumes, and sequence information for each update across exchanges.
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.
🚨 Important Notice for BitMEX Data 🚨
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 underlyingToPositionMultiplier from our Reference endpoint.
For details on this calculation and how to retrieve the correct values, see our Changelog Update.
RESPONSE DATA
| JSON Field/Path | Value Type | Description |
|---|---|---|
| payload.metadata.requestedStartDate | integer | The start date and time requested for the order book event data. |
| payload.metadata.requestedEndDate | integer | The end date and time requested for the order book event data. |
| payload.metadata.returnedStartDate | integer | The actual start date and time returned for the order book event data. |
| payload.metadata.returnedEndDate | integer | The actual end date and time returned for the order book event data. |
| payload.metadata.next | string | The URL for the next page of data (nullable if there is no next page). |
| payload.metadata.api-version | string | The version of the API used for this request. |
| payload.data[].instrument | string | The instrument or trading pair for which the order book event data is recorded (e.g., BTCUSD_PERP). |
| payload.data[].exchange | string | The name of the exchange where the order book event data applies (e.g., binance). |
| payload.data[].exchangeTimestamp | integer | The timestamp from the exchange when the order book event occurred. |
| payload.data[].exchangeTimestampNanoseconds | integer | The nanoseconds part of the timestamp, representing sub-second precision. |
| payload.data[].sequence | string | The sequence number of the order book event. |
| payload.data[].ask | array | An array containing the ask-side order book levels for this event. |
| payload.data[].ask[].price | float | The price level of the ask order. |
| payload.data[].ask[].volume | float | The volume at the given ask price level. |
| payload.data[].ask[].numOrders | integer | The number of orders at the given ask price level (nullable if not applicable). |
| payload.data[].bid | array | An array containing the bid-side order book levels for this event. |
| payload.data[].bid[].price | float | The price level of the bid order. |
| payload.data[].bid[].volume | float | The volume at the given bid price level. |
| payload.data[].bid[].numOrders | integer | The number of orders at the given bid price level (nullable if not applicable). |