Historical [ENT]

Retrieves the list of all the available exchanges, supported instruments and time range availability.

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.columns

number | string

The last date/time for which data is available.

data[]

array

The trade 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 nanosecond part of the timestamp where applicable.

data[].isBid

boolean

true if the trade is a buy, false otherwise.

data[].price

numeric

The price at which the asset was traded.

data[].volume

numeric

The total amount of that asset that was traded.

data[].tradeId

number | string

The exchange provided id of the trade.

data[].quoteSize

numeric

Quote size at the moment of trade

data[].tradeSequence

string

Sequence number of the trade within instrument

data[].tickDirection

interger

Direction of the "tick"

data[].markPrice

numeric

Mark price at the moment of trade

data[].iv

numeric

Option implied volatility for the price

data[].indexPrice

numeric

Index price at the moment of trade

Language
Authentication
Header
Click Try It! to start a request and see the response here!