get https://api.amberdata.com/markets/futures/order-book-snapshots/
Retrieves the order book snapshot data for the specified instrument.
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.
Response Data
Fields and paths are relative to the top-level payload
field i.e. metadata.next
is equivalent to payload.metadata.next
.
JSON Field/Path | Value Type | Optional | Description |
---|---|---|---|
metadata.next | string | Pagination | |
data[index].timestamp | string | number | The scheduled timestamp of the snapshot. | |
data[index].instrument | string | The futures instrument in this order book snapshot. | |
data[index].exchange | string | The exchange from which the snapshot was retrieved. | |
data[index].exchangeTimestamp | string | number | ||
data[index].sequence | string | Yes | |
data[index].currentFunding | |||
data[index].ask[index].price | number | The ask price of the instrument at this order book level. | |
data[index].ask[index].volume | number | The ask volume of the instrument at this order book level. | |
data[index].ask[index].numOrders | number | The ask number of orders of the instrument at this order book level. | |
data[index].ask[index].orderSequence | string | Yes | Some exchanges provide individual sequence values for order levels. |
data[index].ask[index].orderTimestamp | string | number | Yes | Some exchanges provide individual timestamps for order levels. |
data[index].ask[index].orderTimestampNanoseconds | number | Yes | |
data[index].bid[index].price | number | The bid price of the instrument at this order book level. | |
data[index].bid[index].volume | number | The bid volume of the instrument at this order book level. | |
data[index].bid[index].numOrders | number | The bid number of orders of the instrument at this order book level. | |
data[index].bid[index].orderSequence | string | Yes | Some exchanges provide individual sequence values for order levels. |
data[index].bid[index].orderTimestamp | string | number | Yes | Some exchanges provide individual timestamps for order levels. |
data[index].bid[index].orderTimestampNanoseconds | number | Yes |