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
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
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.
*Note: The internal array of
numOrders could be larger than 1 element if the exchange batches these events.
|exchange||The name of the exchange.|
|timestamp||The time at which the order was placed.|
|timestampNanoseconds||The nano second part of the timestamp, where applicable.|
|data.price||Price level in the order book.|
|data.amount||The number of contracts at the price level (an amount of zero indicates a delete from the order book).|
|data.numOrders||The number of unique orders (when available).|
|sequence||The sequence id (if advertised by the exchange) which provides a way to synchronize order book order events and snapshots together.|