AMamberdata

Snapshots Historical

Changed on

Provides historical snapshots of futures order books, capturing bid and ask price levels, volumes, and sequence details at specific timestamps across exchanges.

get/futures/order-book-snapshots/{instrument}

Request

  • Base URL
    https://api.amberdata.com/markets
  • URL
    https://api.amberdata.com/markets/futures/order-book-snapshots/{instrument}
  • Auth
    API key in header x-api-key

Path parameters

instrumentstring required

The instrument for which to retrieve the requested data.

Query parameters

exchangestring required

The exchange for which data should be retrieved. Only 1 exchange is allowed.

startDatestring date-time

[Optional] Payload only includes data after this date (inclusive). [Defaults] Beginning of the current minute (max time range is 10 minutes).

endDatestring date-time

[Optional] Payload only includes data before this date (exclusive). [Defaults] Ten minutes after the beginning of the current hour (max time range is 10 minutes).

timestampstring

[Optional] The timestamp at which to return the order book information (closest match, lower or equal to the timestamp specified).

timeFormatstring

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

sortDirectionstring

[Optional] Specifies the direction in which the data is sorted (by timestamp). [Defaults] asc (ascending order). [Usage Conditions] This parameter can only be used if the startDate and endDate timeframe is within the most recent 24 hours, or if the startDate and endDate parameters are not used at all. [Examples] ascending | descending | asc | desc

maxLevelinteger

The number of order book levels that should be returned.

Headers

Accept-Encodingstring required
api-versionstring

Response

200

statusinteger
titlestring
descriptionstring

Changes