Bids and Asks
You can also access Bid-Ask Spread from the Full Snapshot
What is this endpoint for?
Bids and Asks is commonly called a "Raw Order Book". This endpoint returns all bids and asks from an exchange's order book (up to 10% either side of the mid-pice) at a specific point in time. The snapshot is produced every 30 seconds.
Endpoint
Parameters
Parameter | Required | Description |
---|---|---|
| Yes | |
| Yes | |
| Yes | |
| No | See Pagination |
| No | Number of orders to return on bid and ask side per snapshot.
To retreive the best bid/ask, set this parameter to |
| No | Number of snapshots to return data for.
Default: |
| No | Return the data in ascending (asc) or descending (desc) order.
Default: |
| No | Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens. |
| No | Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens. |
Fields
Field | Description |
---|---|
| The timestamp at which the raw data snapshot was taken. |
| The date at which the raw data snapshot was taken. |
| The timestamp provided by the exchange. |
| The sell orders in the snapshot. If the |
| The buy orders in the snapshot. If the |
Request examples
Response example
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