Historical Crypto Data (v1beta1) #

This version is deprecated and will be removed shortly. Please use the latest version instead!

Trades #

The Trades API provides historcial trade data for a given crypto symbol on a specified date.

Returns trades for the queried crypto symbol

GET /v1beta1/crypto/{symbol}/trades

This endpoint returns trade historical data for the requested crypto symbol.

Parameters

Path Parameters

Attribute	Type	Requirement	Description
`symbol`	string	Required	The symbol to query for

Query Parameters

Attribute	Type	Requirement	Description
`exchanges`	string	Optional	The comma-separated exchanges which can be FTXU, ERSX or CBSE. Defaults to All.
`start`	string	Optional	Filter data equal to or after this time in RFC-3339 format. Defaults to beginning of the current day in Central Time.
`end`	string	Optional	Filter data equal to or before this time in RFC-3339 format. Defaults to the current time.
`limit`	int	Optional	Number of data points to return. Must be in range 1-10000, defaults to 1000.
`page_token`	string	Optional	Pagination token to continue from.

Response

A trades response object.

Errors

400 Bad request

Invalid query parameters

403 Forbidden

Unauthorized

429 Too many requests

Too many requests

Response #

{
  "trades": [
      {
          "t": "2021-04-01T00:00:00.348Z",
          "x": "CBSE",
          "p": 58800.01,
          "s": 8.473e-05,
          "tks": "B",
          "i": 151521553
      },
      ...
  ],
  "symbol": "BTCUSD",
  "next_page_token": "QlRDVVNEfDIwMjEtMDQtMDFUMDA6MDI6MTcuMDc0MDAwMDAwWnxDQlNFfDA5MjIzMzcyMDM3MDA2Mjk4MzYw"
}

Properties #

Attribute	Type	Description
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`x`	string	Exchange where the trade happened.
`p`	number	Trade price.
`s`	double	Trade size.
`tks`	string	TakerSide of the trade (buy, sell, or unspecified)
`i`	int	Trade ID.

Latest Trade #

The Latest trade API provides the latest trade data for a given crypto symbol.

Returns latest trade for the queried crypto symbol

GET /v1beta1/crypto/{symbol}/trades/latest

This endpoint returns latest trade for the requested crypto symbol.

Parameters

Path Parameters

Attribute	Type	Requirement	Description
`symbol`	string	Required	The symbol to query for

Query Parameters

Attribute	Type	Requirement	Description
`exchange`	string	Required	The exchange from which you’d like to query your data from. For example, CBSE, FTXU or ERSX.

Response

A Trade response object.

Errors

400 Bad request

Invalid query parameters

403 Forbidden

Unauthorized

404 Not found

Not found

429 Too many requests

Too many requests

Response #

{
  "symbol": "BTCUSD",
  "trade": {
      "t": "2021-09-18T11:14:46.80939002Z",
      "x": "ERSX",
      "p": 48577.3,
      "s": 1.3003,
      "tks": "B",
      "i": 0
  }
}

Properties #

Attribute	Type	Description
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`x`	string	Exchange where the trade happened.
`p`	number	Trade price.
`s`	double	Trade size.
`tks`	string	TakerSide of the trade (buy, sell, or unspecified)
`i`	int	Trade ID.

Multi Trades #

The Multi Trades API provides the latest trade data for a comma-separated list of crypto symbols.

Returns trades for the queried crypto symbols

GET /v1beta1/crypto/trades

This endpoint returns trade historical data for the requested crypto symbols.

Parameters

Query Parameters

Attribute	Type	Requirement	Description
`symbols`	string	Required	The comma-separated symbols to query for.
`exchanges`	string	Optional	The comma-separated exchanges which can be ERSX, FTXU, or CBSE. Defaults to All.
`start`	string	Optional	Filter data equal to or after this time in RFC-3339 format. Defaults to beginning of the current day in Central Time.
`end`	string	Optional	Filter data equal to or before this time in RFC-3339 format. Defaults to the current time.
`limit`	int	Optional	Number of data points to return. Must be in range 1-10000, defaults to 1000.
`page_token`	string	Optional	Pagination token to continue from.

Response

A trades response object.

Errors

400 Bad request

Invalid query parameters

403 Forbidden

Unauthorized

429 Too many requests

Too many requests

Response #

{
  "trades": {
      "BTCUSD": [
          {
              "t": "2022-02-25T06:00:00.019563Z",
              "x": "CBSE",
              "p": 38466.68,
              "s": 0.001,
              "tks": "S",
              "i": 286927433
          },
          {
              "t": "2022-02-25T06:00:00.019563Z",
              "x": "CBSE",
              "p": 38466.68,
              "s": 0.00058865,
              "tks": "S",
              "i": 286927434
          }
      ]
  },
  "next_page_token": "QlRDVVNEfDIwMjItMDItMjVUMDY6MDA6MDAuMDE5NTYzMDAwWnxDQlNFfDA5MjIzMzcyMDM3MTQxNzAzMjQy"
}

Properties #

Attribute	Type	Description
`trades`	object	Trades object.
`next_page_token`	string (nullable)	Token that can be used to query the next page.
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`x`	string	Exchange where the trade happened.
`p`	number	Trade price.
`s`	double	Trade size.
`tks`	string	TakerSide of the trade (buy, sell, or unspecified).
`i`	int	Trade ID.

Quotes #

The Quotes API provides quotes for a given crypto symbol at a specified date.

Returns quotes for the queried crypto symbol

GET /v1beta1/crypto/{symbol}/quotes

This endpoint returns quote historical data for the requested crypto.

Parameters

Path Parameters

Attribute	Type	Requirement	Description
`symbol`	string	Required	The symbol to query for

Query Parameters

Attribute	Type	Requirement	Description
`start`	string	Required	Filter data equal to or after this time in RFC-3339 format. Defaults to beginning of the current day in Central Time.
`end`	string	Optional	Filter data equal to or before this time in RFC-3339 format. Defaults to the current time.
`exchanges`	string	Optional	The comma-separated exchanges which can be ERSX, FTXU, or CBSE. Defaults to All.
`limit`	int	Optional	Number of data points to return. Must be in range 1-10000, defaults to 1000.
`page_token`	string	Optional	Pagination token to continue from.

Response

A quotes response object.

Errors

400 Bad request

Invalid query parameters

403 Forbidden

Unauthorized

429 Too many requests

Too many requests

Response #

{
  "quotes": [
      {
          "t": "2021-04-01T00:00:10.495Z",
          "x": "CBSE",
          "bp": 58798.69,
          "bs": 0.12,
          "ap": 58805.39,
          "as": 0.0131436
      },
      ...
  ],
  "symbol": "BTCUSD",
  "next_page_token": "QlRDVVNEfDIwMjEtMDQtMDFUMDg6NDg6NTYuODUyMDAwMDAwWnxDQlNFfDY2OTBCRkQ1"
}

Properties #

Attribute	Type	Description
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`x`	string	Exchange.
`ap`	number	Ask price.
`as`	int	Ask size.
`bp`	number	Bid price.
`bs`	int	Bid size.

Latest Quote #

The Latest Quote API provides the latest quote data for a given ticker symbol.

Returns latest quote for the queried crypto symbol

GET /v1beta1/crypto/{symbol}/quotes/latest

This endpoint returns latest quote for the requested crypto symbol.

Parameters

Path Parameters

Attribute	Type	Requirement	Description
`symbol`	string	Required	The symbol to query for

Query Parameters

Attribute	Type	Requirement	Description
`exchange`	string	Required	The exchange from which you’d like to query your data from. For example, CBSE, FTXU or ERSX.

Response

A quotes response object.

Errors

400 Bad request

Invalid query parameters

403 Forbidden

Unauthorized

404 Not found

Not found

429 Too many requests

Too many requests

Response #

{
  "symbol": "BTCUSD",
  "quote": {
      "t": "2021-09-18T11:32:24.108Z",
      "x": "ERSX",
      "bp": 48132.12,
      "bs": 0.5456,
      "ap": 49126.6,
      "as": 0.7596
  }
}

Properties #

Attribute	Type	Description
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`x`	string	Exchange.
`ap`	number	Ask price.
`as`	int	Ask size.
`bp`	number	Bid price.
`bs`	int	Bid size.

Multi Quotes #

The Multi Quotes API provides the latest quote data for each of the queried crypto symbols.

Returns the latest quotes for each of the queried crypto symbols.

GET /v1beta1/crypto/quotes

This endpoint returns latest quote data for each of the requested crypto symbols.

Parameters

Query Parameters

Attribute	Type	Requirement	Description
`symbols`	string	Required	The comma-separated symbols to query for.
`exchanges`	string	Optional	The comma-separated exchanges which can be ERSX, FTXU, or CBSE. Defaults to All.
`start`	string	Optional	Filter data equal to or after this time in RFC-3339 format. Defaults to beginning of the current day in Central Time.
`end`	string	Optional	Filter data equal to or before this time in RFC-3339 format. Defaults to the current time.
`limit`	int	Optional	Number of data points to return. Must be in range 1-10000, defaults to 1000.
`page_token`	string	Optional	Pagination token to continue from.

Response

A quotes response object.

Errors

400 Bad request

Invalid query parameters

403 Forbidden

Unauthorized

404 Not found

Not found

429 Too many requests

Too many requests

Response #

{
  "quotes": {
      "BTCUSD": [
          {
              "t": "2022-02-25T06:00:00.011898368Z",
              "x": "FTXU",
              "bp": 38400.56,
              "bs": 0.405,
              "ap": 38487.45,
              "as": 0.405
          },
          {
              "t": "2022-02-25T06:00:00.10911744Z",
              "x": "FTXU",
              "bp": 38400.56,
              "bs": 0.405,
              "ap": 38491.45,
              "as": 0.1512
          }
      ]
  },
  "next_page_token": "QlRDVVNEfDIwMjItMDItMjVUMDY6MDA6MDAuMTA5MTE3NDQwWnxGVFhVfEMwMkVEQjZD"
}

Properties #

Attribute	Type	Description
`quotes`	object	Quotes object.
`next_page_token`	string (nullable)	Token that can be used to query the next page.
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`x`	string	Exchange.
`ap`	number	Ask price.
`as`	int	Ask size.
`bp`	number	Bid price.
`bs`	int	Bid size.

Bars #

The Bars API returns aggregate historical data for the requested crypto symbol.

Returns bars for the queried crypto symbol

GET /v1beta1/crypto/{symbol}/bars

This endpoint returns aggregate historical data for the requested crypto.

Parameters

Path Parameters

Attribute	Type	Requirement	Description
`symbol`	string	Required	The symbol to query for

Query Parameters

Attribute	Type	Requirement	Description
`timeframe`	string	Required	Timeframe for the aggregation. Values are customizeable, frequently used examples: `1Min`, `15Min`, `1Hour`, `1Day`, `1Week`, and `1Month`. Limits: 1Min-59Min, 1Hour-23Hour.
`start`	string	Required	Filter data equal to or after this time in RFC-3339 format. Defaults to beginning of the current day in Central Time.
`end`	string	Optional	Filter data equal to or before this time in RFC-3339 format. Defaults to the current time.
`exchanges`	string	Optional	The comma-separated exchanges which can be ERSX, FTXU, or CBSE. Defaults to All.
`limit`	int	Optional	Number of data points to return. Must be in range 1-10000, defaults to 1000.
`page_token`	string	Optional	Pagination token to continue from.

Response

A bars response object.

Errors

400 Bad request

Invalid value for query parameter

403 Forbidden

Unauthorized

429 Too many requests

Rate limit exceeded

Response #

{
  "bars": [
      {
          "t": "2021-04-01T00:00:00Z",
          "x": "CBSE",
          "o": 58800.01,
          "h": 58838,
          "l": 58756.07,
          "c": 58837.71,
          "v": 9.43435863,
          "n": 375,
          "vw": 58792.3224699778
      },
      ...
  ],
  "symbol": "BTCUSD",
  "next_page_token": "QlRDVVNEfE18MjAyMS0wNC0wMVQxNjozOTowMC4wMDAwMDAwMDBafENCU0U="
}

Properties #

Attribute	Type	Description
`bars`	object	Bars object.
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`x`	number	Exchange code for the bar.
`o`	number	Open price.
`h`	number	High price.
`l`	number	Low price.
`c`	number	Close price.
`v`	int	Volume.
`n`	int	Number of trades.
`vw`	number	Volume weighted average price.

Multi Bars #

The Multi Bars API returns aggregate historical data for each of the requested crypto symbols.

Returns bars for each of the queried crypto symbols.

GET /v1beta1/crypto/bars

This endpoint returns aggregate historical data for each of the requested crypto symbols.

Parameters

Query Parameters

Attribute	Type	Requirement	Description
`symbols`	string	Required	The comma-separated symbols to query for.
`timeframe`	string	Required	Timeframe for the aggregation. Values are customizeable, frequently used examples: `1Min`, `15Min`, `1Hour`, `1Day`, `1Week`, and `1Month`. Limits: 1Min-59Min, 1Hour-23Hour.
`exchanges`	string	Optional	The comma-separated exchanges which can be ERSX, FTXU, or CBSE. Defaults to All.
`start`	string	Optional	Filter data equal to or after this time in RFC-3339 format. Defaults to beginning of current day in Central Time.
`end`	string	Optional	Filter data equal to or before this time in RFC-3339 format. Defaults to current time.
`limit`	int	Optional	Number of data points to return. Must be in range 1-10000, defaults to 1000.
`page_token`	string	Optional	Pagination token to continue from.

Response

A bars response object.

Errors

400 Bad request

Invalid value for query parameter

403 Forbidden

Unauthorized

429 Too many requests

Rate limit exceeded

Response #

{
  "bars": {
      "BTCUSD": [
          {
              "t": "2022-02-25T06:00:00Z",
              "x": "CBSE",
              "o": 38466.68,
              "h": 38499.62,
              "l": 38460.53,
              "c": 38474.33,
              "v": 12.36582291,
              "n": 255,
              "vw": 38477.0372796401
          },
          {
              "t": "2022-02-25T06:00:00Z",
              "x": "FTXU",
              "o": 38453,
              "h": 38466,
              "l": 38451,
              "c": 38451,
              "v": 0.872,
              "n": 8,
              "vw": 38456.4123853211
          }
      ]
  },
  "next_page_token": "QlRDVVNEfE18MjAyMi0wMi0yNVQwNjowMDowMC4wMDAwMDAwMDBafEZUWFU="
}

Properties #

Attribute	Type	Description
`bars`	object	Bars object.
`next_page_token`	string (nullable)	Token that can be used to query the next page.
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`x`	number	Exchnage code for the bar.
`o`	number	Open price.
`h`	number	High price.
`l`	number	Low price.
`c`	number	Close price.
`v`	int	Volume.
`n`	int	Number of trades.
`vw`	number	Volume weighted average price.

Snapshot #

The Snapshot API returns the latest trade, latest quote, latest minute bar, latest daily bar, and previous daily bar data for a given crypto symbol.

Returns the snapshot for the queried crypto symbol.

GET /v1beta1/crypto/{symbol}/snapshot

This endpoint returns the snapshot for the requested crypto symbol.

Parameters

Path Parameters

Attribute	Type	Requirement	Description
`symbol`	string	Required	The symbol to query for

Query Parameters

Attribute	Type	Requirement	Description
`exchange`	string	Required	The comma-separated exchange which can be ERSX, FTXU, or CBSE.

Response

A snapshot response object.

Errors

400 Bad request

Invalid value for query parameter

403 Forbidden

Unauthorized

429 Too many requests

Rate limit exceeded

Response #

{
  "symbol": "BTCUSD",
  "latestTrade": {
      "t": "2022-02-25T23:01:16.25512Z",
      "x": "CBSE",
      "p": 39382.33,
      "s": 0.001,
      "tks": "S",
      "i": 287389201
  },
  "latestQuote": {
      "t": "2022-02-25T23:00:49.34Z",
      "x": "CBSE",
      "bp": 39393.04,
      "bs": 0.01207643,
      "ap": 39393.05,
      "as": 0.00314348
  },
  "minuteBar": {
      "t": "2022-02-25T23:00:00Z",
      "x": "CBSE",
      "o": 39450.22,
      "h": 39453.93,
      "l": 39385.75,
      "c": 39399.25,
      "v": 14.67421563,
      "n": 692,
      "vw": 39422.2579229322
  },
  "dailyBar": {
      "t": "2022-02-25T06:00:00Z",
      "x": "CBSE",
      "o": 38466.68,
      "h": 39716,
      "l": 38016.44,
      "c": 39399.25,
      "v": 15758.68182757,
      "n": 461304,
      "vw": 39006.4210401328
  },
  "prevDailyBar": {
      "t": "2022-02-24T06:00:00Z",
      "x": "CBSE",
      "o": 34662.32,
      "h": 39720,
      "l": 34357.1,
      "c": 38467.77,
      "v": 31567.22025039,
      "n": 869316,
      "vw": 36626.0837898575
  }
}

Properties #

Attribute	Type	Description
`symbol`	string	Symbol that was queried for.
`latestTrade`	object	Latest trade object.
`latestQuote`	object	Latest quote object.
`minuteBar`	object	Minute bar object.
`dailyBar`	object	Daily bar object.
`prevDailyBar`	object	Previous daily close bar object.

Multi Snapshots #

The Multi Snapshots API returns the latest trade, latest quote, minute bar daily bar, and previous daily bar data for each of the given crypto symbols.

Returns snapshot objects for each of the queried crypto symbols.

GET /v1beta1/crypto/snapshots

This endpoint returns snapshot objects for each of the requested crypto symbols.

Parameters

Query Parameters

Attribute	Type	Requirement	Description
`symbols`	string	Required	The comma-separated symbols to query for.
`exchange`	string	Required	The exchange from which you’d like to query your data from. For example, CBSE, FTXU or ERSX.

Response

A snapshots response object.

Errors

400 Bad request

Invalid value for query parameter

403 Forbidden

Unauthorized

429 Too many requests

Rate limit exceeded

Response #

{
  "snapshots": {
      "ETHUSD": {
          "latestTrade": {
              "t": "2022-02-25T23:21:43.517445Z",
              "x": "CBSE",
              "p": 2807.42,
              "s": 0.001,
              "tks": "S",
              "i": 229937443
          },
          "latestQuote": {
              "t": "2022-02-25T23:20:40.645Z",
              "x": "CBSE",
              "bp": 2796.7,
              "bs": 0.02695063,
              "ap": 2796.71,
              "as": 0.74494687
          },
          "minuteBar": {
              "t": "2022-02-25T23:20:00Z",
              "x": "CBSE",
              "o": 2785.04,
              "h": 2800,
              "l": 2782.46,
              "c": 2794.99,
              "v": 607.64082888,
              "n": 943,
              "vw": 2794.6234562907
          },
          "dailyBar": {
              "t": "2022-02-25T06:00:00Z",
              "x": "CBSE",
              "o": 2607.67,
              "h": 2808,
              "l": 2572.23,
              "c": 2794.51,
              "v": 176321.35545216,
              "n": 527790,
              "vw": 2690.1384376614
          },
          "prevDailyBar": {
              "t": "2022-02-24T06:00:00Z",
              "x": "CBSE",
              "o": 2334.59,
              "h": 2750,
              "l": 2301,
              "c": 2607.58,
              "v": 360016.93549312,
              "n": 926521,
              "vw": 2478.6412575492
          }
      },
      "BTCUSD": {
          "latestTrade": {
              "t": "2022-02-25T23:21:43.437021Z",
              "x": "CBSE",
              "p": 39483.42,
              "s": 0.00728294,
              "tks": "B",
              "i": 287399843
          },
          "latestQuote": {
              "t": "2022-02-25T23:20:49.38Z",
              "x": "CBSE",
              "bp": 39445.84,
              "bs": 0.001,
              "ap": 39445.85,
              "as": 0.05
          },
          "minuteBar": {
              "t": "2022-02-25T23:20:00Z",
              "x": "CBSE",
              "o": 39378.3,
              "h": 39454.27,
              "l": 39367.83,
              "c": 39426.12,
              "v": 9.32708981,
              "n": 479,
              "vw": 39421.9808168412
          },
          "dailyBar": {
              "t": "2022-02-25T06:00:00Z",
              "x": "CBSE",
              "o": 38466.68,
              "h": 39716,
              "l": 38016.44,
              "c": 39426.12,
              "v": 15991.42722223,
              "n": 471631,
              "vw": 39011.5486203465
          },
          "prevDailyBar": {
              "t": "2022-02-24T06:00:00Z",
              "x": "CBSE",
              "o": 34662.32,
              "h": 39720,
              "l": 34357.1,
              "c": 38467.77,
              "v": 31567.22025039,
              "n": 869316,
              "vw": 36626.0837898575
          }
      }
  }
}

Properties #

Attribute	Type	Description
`snapshots`	object	Snapshots object.
`latestTrade`	object	Latest trade object.
`latestQuote`	object	Latest quote object.
`minuteBar`	object	Minute bar object.
`dailyBar`	object	Daily bar object.
`prevDailyBar`	object	Previous daily close bar object.

Latest XBBO #

The Latest XBBO API returns the latest cross best bid and offer across exchanges.

Returns latest Cross Best Bid and Offer for the queried crypto symbol.

GET /v1beta1/crypto/{symbol}/xbbo/latest

Returns the XBBO for a crypto symbol that calculates the Best Bid and Offer across multiple exchanges. If exchanges is not specified then only the exchanges that can be traded on Alpaca are included in the calculation.

Parameters

Path Parameters

Attribute	Type	Requirement	Description
`symbol`	string	Required	The symbol to query for

Query Parameters

Attribute	Type	Requirement	Description
`exchanges`	string	Optional	The comma-separated exchanges which can be ERSX, FTXU or CBSE. Defaults to ERSX,FTXU.

Response

An XBBO response object.

Errors

400 Bad request

Invalid query parameters

403 Forbidden

Unauthorized

404 Not found

Not found

429 Too many requests

Too many requests

Response #

{
  "symbol": "BTCUSD",
  "xbbo": {
      "t": "2022-02-25T23:46:08.274331591Z",
      "ax": "ERSX",
      "ap": 39236.2,
      "as": 1.529203,
      "bx": "FTXU",
      "bp": 39221,
      "bs": 0.156
  }
}

Properties #

Attribute	Type	Description
`symbol`	string	The symbol queried for.
`t`	string	Timestamp in RFC-3339 format with nanosecond precision.
`ax`	string	Ask exchange.
`ap`	number	Ask price.
`as`	int	Ask size.
`bx`	string	Bid exchange.
`bp`	number	Bid price.
`bs`	int	Bid size.