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 June 28, 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&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
startDate&endDateparameters.
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
| 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 | Price level in the order book. |
| data.amount | number | The number of contracts at the price level (an amount of zero indicates a delete from the order book). |
| 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. |