---
title: "Get Historical Hourly Derivatives Settlement"
method: GET
path: "/v1/history/derivatives-settlement"
tags: ["history"]
---

# Get Historical Hourly Derivatives Settlement

`GET /v1/history/derivatives-settlement`

## Request

- Base URL: `https://api.exchange.bullish.com/trading-api`
- URL: `https://api.exchange.bullish.com/trading-api/v1/history/derivatives-settlement`
- Auth: HTTP bearer
- TypeScript: <https://skmtc.dev/bullish/apis/bullish-trading-api/docs/v1/history/derivatives-settlement/get.ts> (a function with typed inputs; its response is checked against the schema)

Get historical derivatives settlement. 
- [supports pagination](/rest/general/pagination)
- filtering on `settlementDatetime` requires additional keywords, [see filtering support](/rest/general/filtering)
- On a single query request you can retrieve data over a 7 day window, with the data available for the last 90 days. By default the results are returned and sorted in descending order if specific settlement datetime is not specified.

## Query parameters

- `tradingAccountId` string: unique trading account ID
- `symbol` string: market symbol. E.g. `BTC-USDC-PERP` for PERPETUAL and `BTC-USDC-20241201` for DATED FUTURE markets.
- `settlementDatetime[gte]` string, date-time, required: ISO 8601 with millisecond as string
- `settlementDatetime[lte]` string, date-time, required: ISO 8601 with millisecond as string

## Response `200`

OK

- DerivativesSettlementResponse[]
  - `tradingAccountId` string: unique trading account ID
  - `symbol` string: market symbol. E.g. `BTC-USDC-PERP` for PERPETUAL and `BTC-USDC-20241201` for DATED FUTURE markets.
  - `side` 'BUY' | 'SELL'
  - `settlementQuantity` string: see [asset value](/rest/general/price-quantity-precision) format
  - `deltaTradingQuantity` string: see [asset value](/rest/general/price-quantity-precision) format
  - `mtmPnl` string: see [asset value](/rest/general/price-quantity-precision) format
  - `fundingPnl` string: see [asset value](/rest/general/price-quantity-precision) format
  - `eventType` string: derivatives position update event types
  - `settlementMarkPrice` string: see [asset value](/rest/general/price-quantity-precision) format
  - `settlementIndexPrice` string: see [asset value](/rest/general/price-quantity-precision) format
  - `settlementFundingRate` string: funding rate at which the position was settled for this past cycle. Applicable for perpetuals only.
  - `settlementDatetime` string, date-time: ISO 8601 with millisecond as string
  - `settlementTimestamp` string, string: unsigned 64 bit integer value which is the number of milliseconds since EPOCH expressed as string

## Other responses

- `429`: Too Many Requests
- `500`: Internal Server Error

---

[API](https://skmtc.dev/bullish/apis/bullish-trading-api.md) - [All operations](https://skmtc.dev/bullish/apis/bullish-trading-api/llms.txt) - [OpenAPI document](https://skmtc.dev/bullish/apis/bullish-trading-api/revisions/df5d69ccedcf?raw)