Available on all plans (Free tier included).
What you can build
- Backtesting: replay historical orderbooks and trades to validate trading strategies before deploying capital
- Price charts: build custom candlestick or mid-price charts from top-of-book snapshots
- Liquidity analysis: measure how bid/ask depth and spreads change around major events like FOMC decisions or economic releases
- Execution quality: compare your historical fills against the orderbook at time of execution to measure slippage
- Volatility models: derive implied volatility from orderbook snapshots and track how it evolves over time
- Trade flow analysis: identify patterns in trade size, frequency, and taker side leading into event resolution
Pagination
All historical endpoints use cursor-based pagination. Passpagination_key from the previous response to get the next page.