Events Historical [ENT]

Retrieves the historical time series order book events (bid and ask) for the specified instrument and exchange(s).

Note: This endpoint returns a maximum of 1 hour of historical data per request. The parameters startDate and endDate can be used to specify any arbitrary time range.

RESPONSE DATA

Field

Type

Description

metadata

object

The metadata associated with the data.

metadata.columns

array

The name of the columns associated with the returned liquidation data.

metadata.startDate

number | string

The first date/time for which data is available.

metadata.endDate

number | string

The last date/time for which data is available.

data

object

The order book 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 | string

The time at which the event occurred.

data[].timestampNanoseconds

number

The nanoseconds decimal part of the timestamp.

data[].isBid

boolean

true if the order is a bid, false otherwise.

data[].data

array

data[].sequence

number

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