Provides historical order book events for options contracts, detailing bid and ask levels, volumes, and order counts at specific timestamps to track market depth and activity over time across supported exchanges.
⚠️ Historical Data Availability Notice (click to expand)
⚠️ Historical Data Availability Notice (click to expand)
To ensure optimal performance and system reliability, historical data for Order Book Snapshots and Order Book Events via REST API is available for the past 18 months only. If you require access to deeper historical data—for use cases such as machine learning model training, backtesting strategies, or conducting long-term research—we strongly recommend using our bulk file delivery options. These solutions are designed to efficiently handle large-scale data access and offer full historical coverage across all supported exchanges and instruments.
Why this limitation?
- REST APIs are optimized for recent, low-latency access to granular data. Using them for deep historical queries can lead to performance degradation, rate limiting, and an inconsistent experience. Bulk delivery options are purpose-built for large data pulls and are the best fit for these needs.
Time Range LimitThe maximum time range (difference between startDate and endDate) is 1 hour.
In order to get more than the maximum allowed, you can use the
startDate&endDateparameters to move the time frame window to get the next n days/hours/minutes of data.This endpoint is used to retrieve historical data only and is updated every hour. If your query does not return any data, try the hour before using the
startDate&endDateparameters.
Not specifying startDate and endDateIf the startDate and endDate query parameters are not provided, the API will return the data from the previous 10 minutes.
RESPONSE DATA(click to expand)
| 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` |
| metadata.endDate | `number \ | string` |
| 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` |
| data[].timestampNanoseconds | number | The nanoseconds decimal part of the timestamp. |
| data[].isBid | boolean | true if the order is a bid, false otherwise. |
| data[].price | number | Price level in the order book. |
| data[].amount | number | The number of contracts at the price level (an amount of zero indicates a delete from the order book). |
| data[].sequence | number | The sequence number (equal to null if it is not provided by the exchange). |