Market Data
L2 Orderbook Updates
Query stateless L2 source snapshots and sparse updates.
GET
L2 Orderbook Updates
Read source order-book observations in global collector-time order. Every row has 25 fixed price and size slots per side.
source_event_is_snapshot identifies a complete source snapshot; false identifies a sparse absolute-level update. Do not treat each update as a complete book.
Request
Query parameters
Access and behavior
With no bounds, the API queries the latest hour anonymously. Explicit bounds inside the rolling last hour are also public; older history requires a Polaris API key.start and end are inclusive collector timestamps in Unix milliseconds. With only start, the query runs through now; with only end, it covers the preceding hour, clamped to the anonymous cutoff. Anonymous reads are capped at 1 GiB per request and two concurrent queries per API replica. Rows that age out of the public hour are skipped during anonymous pagination.
Response
items[] fields
For a sorted full book after every L2 event, use L2 Orderbooks. SDK event envelopes and builder behavior are documented in L2 snapshots and updates.
Pagination
Passnext_cursor as cursor with the same filters. Stop when has_more is false, or when next_cursor is null for endpoints without has_more. A cursor is opaque; do not edit or reuse it with different filters.
Errors
The OpenAPI contract lists400, 401, 422, 429, 503. Error responses use error.code, error.message, and error.resolution. Narrow an expensive query after 422. Follow Retry-After after 429.
For the machine-readable contract, see the OpenAPI document.