Preferred historical workflow
- Use Catalog to choose a valid
exchangeandasset. - Call
GET /snapshotsto list daily snapshot files. - Call
GET /snapshots/downloadto fetch one file bykey. - Decompress the
.jsonl.zstfile locally and treat it as the canonical normalized event source.
GET /snapshots
Public endpoint for standardized daily snapshot artifacts in .jsonl.zst.
- Required:
exchange,asset - Optional:
from,to,limit,cursor - Default:
limit=200 - Maximum:
limit=1000 - If
fromandtoare omitted, the server uses a recent default lookback window
GET /snapshots/download
Downloads a single standardized snapshot file by key.
- Required:
keyfrom a/snapshotsresponse - Optional:
filenameto override the suggested download name - Accepted key formats include the full
.jsonl.zstsuffix or the same key without it - Bearer auth is only required when the dataset access policy returned by
/snapshotsrequires it
Error behavior
400for a missing or invalidkey401when bearer auth is required by dataset policy403for forbidden key prefixes404when the snapshot file is not found
What to do with snapshot files
After download, decompress the.jsonl.zst file locally and use it as the canonical normalized event source. You can derive trade-only views, local OHLCV bars, and narrower event subsets without repeating the original API request.
Next steps
- Read Standardised formats to understand the event envelope inside snapshot files.
- Read Trades and OHLCV if you plan to derive narrower views from normalized data.
- Read Raw API instead if you need venue-native payloads rather than standardized files.