get https://api.amberdata.com/markets/futures/trades/
Retrieves the historical (time series) trade data for the specified futures 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.
exchange=bitmex
Bitmex is currently not supported. It will be added soon.
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].instrument | string | The futures instrument that was traded. | |
data[index].exchange | string | The exchange on which the trade was executed. | |
data[index].exchangeTimestamp | string | number | The timestamp at which the trade was executed. | |
data[index].exchangeTimestampNanoseconds | number | The nanosecond portion of the exchangeTimestamp . | |
data[index].isBuySide | boolean | Yes | true is the trade if a buy, false otherwise. |
data[index].price | number | The price at which the instrument traded. | |
data[index].volume | number | The total amount of the instrument that was traded. | |
data[index].tradeId | string | The unique identifier of the trade. Some exchanges do not provide this value. | |
data[index].sequence | string | Yes | |
data[index].quoteVolume | number | Yes | The total amount of the quote asset of the instrument that was traded. |
data[index].isLiquidation | boolean | Yes |