Snapshots Historical

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

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Time Range Limit

The maximum time range (difference between startDate and endDate) is 731 days (2 years).

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Not specifying startDate and endDate

If the startDate and endDate query parameters are not provided, the API will return the data from the previous 24 hours.

RESPONSE DATA

Fields and paths are relative to the top-level payload field i.e. metadata.next is equivalent to payload.metadata.next.

JSON Field/PathValue TypeDescription
payload.metadata.requestedStartDatenumberThe timestamp in milliseconds for the start date that was requested by the client.
payload.metadata.requestedEndDatenumberThe timestamp in milliseconds for the end date that was requested by the client.
payload.metadata.returnedStartDatenumberThe timestamp in milliseconds for the actual start date of the data returned by the API.
payload.metadata.returnedEndDatenumberThe timestamp in milliseconds for the actual end date of the data returned by the API.
payload.metadata.nextstringThe URL for the next page of results, if there are more results to fetch. It is a paginated cursor that allows the client to retrieve subsequent data.
payload.metadata.api-versionstringThe version of the API being used, indicated as a date string in the format YYYY-MM-DD.
payload.data[{index}].exchangestringThe name of the exchange where the data originates, such as "bitfinex".
payload.data[{index}].instrumentstringThe trading pair or instrument identifier, such as "eth_usd".
payload.data[{index}].timestampnumberThe timestamp in milliseconds for when the order book snapshot was captured.
payload.data[{index}].exchangeTimestampnumberThe timestamp from the exchange in milliseconds for when the order book snapshot was captured. Can be null if not provided by the exchange.
payload.data[{index}].exchangeTimestampNanosecondsnumberThe timestamp from the exchange in nanoseconds, offering a more precise time for when the order book snapshot was captured. Can be null if not provided by the exchange.
payload.data[{index}].sequencenumberThe sequence number for the order book snapshot, if provided by the exchange. Can be null.
payload.data[{index}].ask[{askIndex}].pricenumberThe price level of the ask order.
payload.data[{index}].ask[{askIndex}].volumenumberThe volume at the specified ask price level.
payload.data[{index}].ask[{askIndex}].numOrdersnumberThe number of orders at the specified ask price level.
payload.data[{index}].bid[{bidIndex}].pricenumberThe price level of the bid order.
payload.data[{index}].bid[{bidIndex}].volumenumberThe volume at the specified bid price level.
payload.data[{index}].bid[{bidIndex}].numOrdersnumberThe number of orders at the specified bid price level.
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