Historical [ENT]

Retrieves the historical time series liquidations for the specified instrument and exchange(s).

RESPONSE DATA

Field

Type

Description

{metadata}

object

The metadata associated with the data.

{metadata}.startDate

number or string

The first date/time for which data is available.

{metadata}.endDate

number or string

The last date/time for which data is available.

[data]

array

The liquidation data corresponding to the columns fields, aggregated by exchange.

[data].exchange

string

The name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument.

[data].timestamp

number or string

The time at which the liquidation occurred.

[data].originalQuantity

number

The original quantity before the liquidation occurred.

[data].price

number

The price of the instrument at the time of the liquidation.

[data].side

string

The direction of the trade.

[data].status

string

The status of the liquidation.

[data].type

string

The type of liquidation.

[data].timeInForce

string

How long the order is to remain active before it is executed or expires, for example:

  • IOC: immediate-or-cancel
  • FOK: fill-or-kill
  • GTC: good-'till-canceled
  • etc

[data].action

string

The type of action taken during the liquidation process (for example: delete, insert, update, etc).

[data].orderId

string

The order identifier.

[data].unit

string | null

The units are on originalQuantity

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