Events Historical (DEPRECATED)

Retrieves order book update/events (bid and ask). The volume of this data is very large for many exchanges and pairs.


Deprecation Notice

This endpoint is now considered a legacy version and will be deprecated on March 4, 2024. We strongly encourage all users to migrate to the new version of this endpoint for improved performance, enhanced features, and better support. The new version can be found here.

For details on the new versioning, please visit this page here. We recommend updating your applications at the earliest convenience to ensure uninterrupted service and access to the latest functionalities.

For any questions or assistance during migration, please contact our support team at [email protected].


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.

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 & endDate parameters.


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 price, volume, and numOrders could be larger than 1 element if the exchange batches these events.

Response Data

exchangestringThe name of the exchange.
timestampnumberThe time at which the order was placed.
timestampNanosecondsnumberThe nano second part of the timestamp, where applicable.
isBidnumbertrue if the order is a bid and false otherwise.
data.pricenumberPrice level in the order book.
data.amountnumberThe number of contracts at the price level (an amount of zero indicates a delete from the order book).
data.numOrdersnumberThe number of unique orders (when available).
sequencenumberThe sequence id (if advertised by the exchange) which provides a way to synchronize order book order events and snapshots together.
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