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 TypeOptionalDescription
metadata.nextstringPagination
data[index].timestampstring | numberThe scheduled timestamp of the snapshot.
data[index].instrumentstringThe spot instrument in this order book snapshot.
data[index].exchangestringThe exchange from which the snapshot was retrieved.
data[index].exchangeTimestampstring | number
data[index].sequencestringYes
data[index].ask[index].pricenumberThe ask price of the instrument at this order book level.
data[index].ask[index].volumenumberThe ask volume of the instrument at this order book level.
data[index].ask[index].numOrdersnumberThe ask number of orders of the instrument at this order book level.
data[index].ask[index].orderSequencestringYesSome exchanges provide individual sequence values for order levels.
data[index].ask[index].orderTimestampstring | numberYesSome exchanges provide individual timestamps for order levels.
data[index].ask[index].orderTimestampNanosecondsnumberYes
data[index].bid[index].pricenumberThe bid price of the instrument at this order book level.
data[index].bid[index].volumenumberThe bid volume of the instrument at this order book level.
data[index].bid[index].numOrdersnumberThe bid number of orders of the instrument at this order book level.
data[index].bid[index].orderSequencestringYesSome exchanges provide individual sequence values for order levels.
data[index].bid[index].orderTimestampstring | numberYesSome exchanges provide individual timestamps for order levels.
data[index].bid[index].orderTimestampNanosecondsnumberYes
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