Order Book (L2)

L2 Files

Presigned download links (15-minute SigV4 URLs) for published, QC-approved daily L2 files.

Pro and Enterprise get every day. Other plans get sample days (the 1st of each month), up to 10 GiB of new files per account per UTC month; issuing a file again in the same month is free. Days that are not published, not approved or being re-checked are listed in missing.

get/v1/l2/files

Request

  • Base URL: https://api.candlefeed.ai (the document declares no server; this is the origin it was published from)
  • URL: https://api.candlefeed.ai/v1/l2/files
  • Auth: API key in header X-API-Key

Query parameters

datasetstring required

book (L2 diffs + REST snapshots) or trades (raw tick trades)

symbolstring required

Binance USD-M perpetual, e.g. BTCUSDT

startstring required

First UTC day, YYYY-MM-DD

endstring nullable

Last UTC day, inclusive; defaults to start. At most 31 days per call.

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.