Events Historical [ENT]

Retrieves order book update/events (bid and ask). The volume of this data is very large for many exchanges and pairs. Time span being requested (via startDate and endDate) must not exceed 4 days.

Note: This endpoint returns a max of 1 hour historical data per request. In order to get more than 1 hour you must use the startDate & endDate parameters to move the time frame window to get the next n hours/days/months of data.

Note that this endpoint is used to retrieve historical data only, and as such is updated every hour. If your query does not return any data, try the hour before with the startDate & endDate parameters.

*Note: that the internal array of price, volume, and numOrders could be larger than 1 element if the exchange batches these events.

Response Data

Field

Type

Description

exchange

string

The name of the exchange.

timestamp

number

The time at which the order was placed.

timestampNanoseconds

number

The nano second part of the timestamp, where applicable.

isBid

number

true if the order is a bid and false otherwise.

data.price

number

The best bid or offer price.

data.amount

number

The number of contracts at the price level.

data.numOrders

number

The number of unique orders (when available).

sequence

number

The sequence id (if advertised by the exchange) which provides a way to synchronize order book order events and snapshots together.

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