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Get a per-pair market summary (JSON body)

Authorizations

Authorization
string
header
default:Token <token>
required

Token-based authentication with required prefix "Token ". Example: "Token 9944b09199c62bcf9418ad846dd0e4bbdfc6ee4b"

Query Parameters

filename
string

File name of the CSV download. Defaults to data.csv.

type
enum<string>

csv returns a CSV file instead of JSON.

Available options:
csv

Body

interval
enum<string>
required
  • a - Will return the aggregate of the data for the specified time range.
Available options:
a
bps
number<double>[]
required

Comma-separated distances from the mid price, in basis points (1 bps = 0.01%), e.g. 0.5,1,2.

Maximum array length: 25
assets
string[]

Comma-separated asset symbols, e.g. BTC,ETH_PERP. Only assets of your organizations are allowed (see /v1/organizations/). Defaults to all of them.

Maximum array length: 100
time_start
string<date-time>

Window start, ISO 8601. UTC when no offset is given.

time_end
string<date-time>

Window end, ISO 8601. UTC when no offset is given.

lookback
enum<string>

Relative window ending now. Can't be combined with time_start/time_end.

  • 30-minutes - 30-minutes
  • 1-hour - 1-hour
  • 3-hours - 3-hours
  • 6-hours - 6-hours
  • 12-hours - 12-hours
  • 1-day - 1-day
  • 7-days - 7-days
  • 1-month - 1-month
  • 3-months - 3-months
  • 6-months - 6-months
  • 1-year - 1-year
Available options:
30-minutes,
1-hour,
3-hours,
6-hours,
12-hours,
1-day,
7-days,
1-month,
3-months,
6-months,
1-year
market_hours_preset
enum<string>

Trading session to restrict the window to. Requires market_hours_days; can't be combined with time_start/time_end or lookback.

  • pre-market - pre-market
  • opening-bell - opening-bell
  • market-hours - market-hours
  • closing-bell - closing-bell
  • after-hours - after-hours
  • blue-ocean - blue-ocean
  • weekend-hours - weekend-hours
Available options:
pre-market,
opening-bell,
market-hours,
closing-bell,
after-hours,
blue-ocean,
weekend-hours
market_hours_days
string

Days to include, as comma-separated week:day pairs such as this:1,last:5, or a JSON array of {"week", "day"} objects. week is this or last; day is 0 (Sunday) to 6 (Saturday).

market_hours_timezone
string
default:America/New_York

Time zone of the market-hours sessions.

Response

asset
string
required
exchange
object
required
pair
string
required
volume
number<double>
required
twap
number<double> | null
required
vwap
number<double> | null
required
funding_rate_8h
number<double>
usd_open_interest
number<double>
tick_bps
number<double> | null
tick_bps_status
string | null
tick_bps_samples
number<double> | null
bid_0bps
number<double>
bid_0.05bps
number<double>
bid_0.1bps
number<double>
bid_0.15bps
number<double>
bid_0.25bps
number<double>
bid_0.5bps
number<double>
bid_0.75bps
number<double>
bid_1bps
number<double>
bid_2bps
number<double>
bid_3bps
number<double>
bid_5bps
number<double>
bid_10bps
number<double>
bid_15bps
number<double>
bid_20bps
number<double>
bid_25bps
number<double>
bid_30bps
number<double>
bid_40bps
number<double>
bid_50bps
number<double>
bid_60bps
number<double>
bid_75bps
number<double>
bid_100bps
number<double>
bid_150bps
number<double>
bid_200bps
number<double>
bid_300bps
number<double>
bid_500bps
number<double>
n_bid_0bps
number<double>
n_bid_0.05bps
number<double>
n_bid_0.1bps
number<double>
n_bid_0.15bps
number<double>
n_bid_0.25bps
number<double>
n_bid_0.5bps
number<double>
n_bid_0.75bps
number<double>
n_bid_1bps
number<double>
n_bid_2bps
number<double>
n_bid_3bps
number<double>
n_bid_5bps
number<double>
n_bid_10bps
number<double>
n_bid_15bps
number<double>
n_bid_20bps
number<double>
n_bid_25bps
number<double>
n_bid_30bps
number<double>
n_bid_40bps
number<double>
n_bid_50bps
number<double>
n_bid_60bps
number<double>
n_bid_75bps
number<double>
n_bid_100bps
number<double>
n_bid_150bps
number<double>
n_bid_200bps
number<double>
n_bid_300bps
number<double>
n_bid_500bps
number<double>
ask_0bps
number<double>
ask_0.05bps
number<double>
ask_0.1bps
number<double>
ask_0.15bps
number<double>
ask_0.25bps
number<double>
ask_0.5bps
number<double>
ask_0.75bps
number<double>
ask_1bps
number<double>
ask_2bps
number<double>
ask_3bps
number<double>
ask_5bps
number<double>
ask_10bps
number<double>
ask_15bps
number<double>
ask_20bps
number<double>
ask_25bps
number<double>
ask_30bps
number<double>
ask_40bps
number<double>
ask_50bps
number<double>
ask_60bps
number<double>
ask_75bps
number<double>
ask_100bps
number<double>
ask_150bps
number<double>
ask_200bps
number<double>
ask_300bps
number<double>
ask_500bps
number<double>
n_ask_0bps
number<double>
n_ask_0.05bps
number<double>
n_ask_0.1bps
number<double>
n_ask_0.15bps
number<double>
n_ask_0.25bps
number<double>
n_ask_0.5bps
number<double>
n_ask_0.75bps
number<double>
n_ask_1bps
number<double>
n_ask_2bps
number<double>
n_ask_3bps
number<double>
n_ask_5bps
number<double>
n_ask_10bps
number<double>
n_ask_15bps
number<double>
n_ask_20bps
number<double>
n_ask_25bps
number<double>
n_ask_30bps
number<double>
n_ask_40bps
number<double>
n_ask_50bps
number<double>
n_ask_60bps
number<double>
n_ask_75bps
number<double>
n_ask_100bps
number<double>
n_ask_150bps
number<double>
n_ask_200bps
number<double>
n_ask_300bps
number<double>
n_ask_500bps
number<double>