Events/Updates Historical

Retrieves the historical (time series) order book event data for the specified futures instrument.

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Time Range Limit

The maximum time range (difference between startDate and endDate) is 731 days (2 years).

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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 24 hours.

RESPONSE DATA
JSON Field/PathValue TypeDescription
payload.metadata.requestedStartDateintegerThe start date and time requested for the order book event data.
payload.metadata.requestedEndDateintegerThe end date and time requested for the order book event data.
payload.metadata.returnedStartDateintegerThe actual start date and time returned for the order book event data.
payload.metadata.returnedEndDateintegerThe actual end date and time returned for the order book event data.
payload.metadata.nextstringThe URL for the next page of data (nullable if there is no next page).
payload.metadata.api-versionstringThe version of the API used for this request.
payload.data[].instrumentstringThe instrument or trading pair for which the order book event data is recorded (e.g., BTCUSD_PERP).
payload.data[].exchangestringThe name of the exchange where the order book event data applies (e.g., binance).
payload.data[].exchangeTimestampintegerThe timestamp from the exchange when the order book event occurred.
payload.data[].exchangeTimestampNanosecondsintegerThe nanoseconds part of the timestamp, representing sub-second precision.
payload.data[].sequencestringThe sequence number of the order book event.
payload.data[].askarrayAn array containing the ask-side order book levels for this event.
payload.data[].ask[].pricefloatThe price level of the ask order.
payload.data[].ask[].volumefloatThe volume at the given ask price level.
payload.data[].ask[].numOrdersintegerThe number of orders at the given ask price level (nullable if not applicable).
payload.data[].bidarrayAn array containing the bid-side order book levels for this event.
payload.data[].bid[].pricefloatThe price level of the bid order.
payload.data[].bid[].volumefloatThe volume at the given bid price level.
payload.data[].bid[].numOrdersintegerThe number of orders at the given bid price level (nullable if not applicable).
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