Provides historical trade data for Spot market trading pairs, detailing individual trade prices, volumes, buy/sell indicators, and timestamps to track transaction activity over time on supported exchanges.
Time Range Limit
The maximum time range (difference between startDate and endDate) is 731 days (2 years).
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.
๐จ Important Notice for BitMEX Data ๐จ
BitMEXโs volume field represents the number of contracts traded, not the volume in the base asset. To obtain the correct volume, users must adjust for contract size using underlyingToPositionMultiplier from our Reference endpoint.
For details on this calculation and how to retrieve the correct values, see our Changelog Update.
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/Path | Value Type | Description |
|---|---|---|
| payload.metadata.next | string | The 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-version | string | The version of the API being used, indicated as a date string in the format YYYY-MM-DD. |
| payload.data[{index}].instrument | string | The trading pair or instrument identifier, such as "eth_usd". |
| payload.data[{index}].exchange | string | The name of the exchange where the data originates, such as "gdax". |
| payload.data[{index}].exchangeTimestamp | number | The timestamp from the exchange in milliseconds for when the trade occurred. |
| payload.data[{index}].exchangeTimestampNanoseconds | number | The timestamp from the exchange in nanoseconds, offering a more precise time for when the trade occurred. |
| payload.data[{index}].isBuySide | boolean | Indicates whether the trade was initiated by the buyer (true) or the seller (false). |
| payload.data[{index}].price | number | The price at which the trade occurred. |
| payload.data[{index}].volume | number | The volume of the asset traded in the base currency. |
| payload.data[{index}].tradeId | string | The unique identifier for the trade provided by the exchange. |
| payload.data[{index}].sequence | string | The sequence number for the trade data provided by the exchange. |
| payload.data[{index}].quoteVolume | number | The volume of the asset traded in the quote currency. Can be null if not provided. |