Overview

Our historical API has the following structure:

Metadata provides information about the datasets themselves.
Time series provides all types of time series data. This includes subsampled data (second, minute, hour, daily aggregates), trades, top-of-book, order book deltas, order book snapshots, summary statistics, static data and macro indicators. We also provide properties of products such as expirations, tick sizes and symbols as time series data.
Symbology provides methods that help find and resolve symbols across different symbology systems.
Batch provides a means of submitting and querying for details of batch download requests.