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 |
| The metadata associated with the data. |
metadata.columns |
| The name of the columns associated with the returned liquidation data. |
metadata.startDate |
| The first date/time for which data is available. |
metadata.endDate |
| The last date/time for which data is available. |
data |
| The order book data corresponding to the columns fields, aggregated by exchange. |
data[].exchange |
| The name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument. |
data[].timestamp |
| The time at which the event occurred. |
data[].timestampNanoseconds |
| The nanoseconds decimal part of the timestamp. |
data[].isBid |
|
|
data[].data |
| |
data[].sequence |
|