Snapshots Historical [ENT]

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


Time Range Limit

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


Not specifying startDate and endDate

If the startDate and endDate query parameters are not provided, the API will return the data from the previous 10 minutes.


metadataobjectThe metadata associated with the data.
metadata.columnsarrayThe name of the columns associated with the returned liquidation data.
metadata.startDatenumber | stringThe first date/time for which data is available.
metadata.endDatenumber | stringThe last date/time for which data is available.
dataarrayThe order book 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 | stringThe time at which the event occurred.
data[].timestampNanosecondsnumber | nullThe nanoseconds decimal part of the timestamp.
data[].underlyingPricenumber | nullUnderlying price for implied volatility calculations.
data[].underlyingIndexstring | nullName of the underlying future, or indexPrice.
data[].statsobject | null
data[].stats.highnumber | nullHighest price during 24h.
data[].stats.lownumber | nullLowest price during 24h.
data[].stats.price_changenumber | null24-hour price change expressed as a percentage, null if there weren't any trades.
data[].stats.volumenumber | nullVolume during last 24h in base currency.
data[].statestring | nullThe state of the order book. Possible values are open and closed.
data[].openInterestnumber | nullThe amount of corresponding cryptocurrency contracts, e.g., BTC or ETH.
data[].minPricenumber | nullThe minimum price for the future. Any sell orders you submit lower than this price will be clamped to this minimum.
data[].maxPricenumber | nullThe maximum price for the future. Any buy orders you submit higher than this price, will be clamped to this maximum.
data[].markPricenumber | nullThe mark price for the instrument.
data[].markIvnumber | nullImplied volatility for mark price.
data[].lastPricenumber | nullThe price for the last trade.
data[].interestRatenumber | nullInterest rate used in implied volatility calculations.
data[].indexPricenumber | nullCurrent index price
data[].greeksobject | null
data[].greeks.deltanumber | nullThe delta value for the option.
data[].greeks.gammanumber | nullThe gamma value for the option.
data[].greeks.rhonumber | nullThe rho value for the option.
data[].greeks.thetanumber | nullThe theta value for the option.
data[].greeks.veganumber | nullThe vega value for the option.
data[].estimatedDeliveryPricenumber | nullThe settlement price for the instrument. Only when state = open.
data[].bidsarray of [price, amount]List of bids.
data[].bidIvnumber | nullImplied volatility for best bid.
data[].bestBidPricenumber | nullThe current best bid price, null if there aren't any bids.
data[].bestBidAmountnumber | nullIt represents the requested order size of all best bids.
data[].bestAskPricenumber | nullThe current best ask price, null if there aren't any asks.
data[].bestAskAmountnumber | nullIt represents the requested order size of all best asks.
data[].asksarray of [price, amount]List of asks.
data[].askIvnumber | nullImplied volatility for best ask.
data[].sequencenumber | nullThe sequence number (equal to null if it is not provided by the exchange).
data[].metadataobject | null
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