Historical [ENT]

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


Time Range Limit

The maximum time range (difference between startDate and endDate) is 1 year.


{metadata}objectThe metadata associated with the data.
{metadata}.startDatenumber or stringThe first date/time for which data is available.
{metadata}.endDatenumber or stringThe last date/time for which data is available.
[data]arrayThe liquidation data corresponding to the columns fields, aggregated by exchange.
[data].exchangestringThe name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument.
[data].timestampnumber or stringThe time at which the liquidation occurred.
[data].originalQuantitynumberThe original quantity before the liquidation occurred.
[data].pricenumberThe price of the instrument at the time of the liquidation.
[data].sidestringThe direction of the trade.
[data].statusstringThe status of the liquidation.
[data].typestringThe type of liquidation.
[data].timeInForcestringHow 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].actionstringThe type of action taken during the liquidation process (for example: delete, insert, update, etc).
[data].orderIdstringThe order identifier.
[data].unitstring | nullThe units are on originalQuantity
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