Retrieves the historical (time series) trade data for the specified instrument.


Time Range Limit

The 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 & endDate parameters to move the time frame window to get the next n days/hours/minutes of data.


Not specifying startDate and endDate

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

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.columnsnumber | stringThe last date/time for which data is available.
data[]arrayThe trade 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[].timestampNanosecondsnumberThe nanosecond part of the timestamp where applicable.
data[].isBidbooleantrue if the trade is a buy, false otherwise.
data[].pricenumericThe price at which the asset was traded.
data[].volumenumericThe total amount of that asset that was traded.
data[].tradeIdnumber | stringThe exchange provided id of the trade.
data[].quoteSizenumericQuote size at the moment of trade
data[].tradeSequencestringThe sequence number (equal to null if it is not provided by the exchange).
data[].tickDirectionintergerDirection of the "tick"
data[].markPricenumericMark price at the moment of trade
data[].ivnumericOption implied volatility for the price
data[].indexPricenumericIndex price at the moment of trade

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