Large Orderbook History

This endpoint provides completed historical large limit orders from the order book for futures trading.

Cache / Update Frequency: Real time for all the API plans.

This endpoint is available on the following API plans

PlansHobbyistStartupStandardProfessionalEnterprise
Available

Response Data

{
  "code": "0",
  "msg": "success",
  "data": [
    {
      "id": 2895605135,
      "exchange_name": "Binance",               // Exchange name
      "symbol": "BTCUSDT",                      // Trading pair
      "base_asset": "BTC",                      // Base asset
      "quote_asset": "USDT",                    // Quote asset
      "price": 89205.9,                         // Order price
      "start_time": 1745287309000,              // Order start time (milliseconds)
      "start_quantity": 25.779,                 // Initial order quantity
      "start_usd_value": 2299638.8961,          // Initial order value (USD)
      "current_quantity": 25.779,               // Remaining quantity
      "current_usd_value": 2299638.8961,        // Remaining value (USD)
      "current_time": 1745287309000,            // Current timestamp (milliseconds)
      "executed_volume": 0,                     // Executed volume
      "executed_usd_value": 0,                  // Executed value (USD)
      "trade_count": 0,                         // Number of trades executed
      "order_side": 1,                          // Order side: 1 = Sell, 2 = Buy
      "order_state": 2,                         // Order state: 0 = Not started, 1 = Open, 2 = Filled, 3 = Cancelled
      "order_end_time": 1745287328000           // Order end time (milliseconds)
    }
    ....
  ]
}
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