Retrieves the historical time series order book events (bid and ask) for the specified instrument and exchange(s).
Note: This endpoint returns a maximum of 1 hour of historical data per request. The parameters startDate and endDate can be used to specify any arbitrary time range.
RESPONSE DATA
Field | Type | Description |
---|---|---|
{metadata} |
| The metadata associated with the data. |
{metadata}.[columns] |
| The name of the columns associated with the returned liquidation data. |
{metadata}.startDate |
| The first date/time for which data is available. |
{metadata}.endDate |
| The last date/time for which data is available. |
[data] |
| The order book data corresponding to the columns fields, aggregated by exchange. |
[data].exchange |
| The name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument. |
[data].timestamp |
| The time at which the event occurred. |
[data].timestampNanoseconds |
| The nanoseconds decimal part of the timestamp. |
[data].isBid |
|
|
[data].[data] |
|