> ## Documentation Index
> Fetch the complete documentation index at: https://docs.polaris.supply/llms.txt
> Use this file to discover all available pages before exploring further.

# Trades

> Query normalized trade events with client.trades()

Use `client.trades()` when you want execution-level records only. Trade events represent executed transactions only. They are normalized so you can compare fills across venues without translating symbol formats or side conventions.

## Method signature

```python theme={null}
trades(source, market, from_, to, limit=1000)
```

## Parameters

| Parameter | Type                  | Required | Notes                                                                  |
| --------- | --------------------- | -------- | ---------------------------------------------------------------------- |
| source    | str                   | Yes      | Source ID                                                              |
| market    | str                   | Yes      | Normalized market or instrument ID                                     |
| from\_    | str/datetime/date/int | Yes      | Inclusive start time (ISO 8601, datetime, date, or epoch microseconds) |
| to        | str/datetime/date/int | Yes      | Exclusive end time (same formats as from\_)                            |
| limit     | int                   | No       | Page size (default: 1000)                                              |

**Note:** API key required for historical ranges. Set `POLARIS_API_KEY` environment variable or pass `api_key` to `PolarisClient()`.

## Return value

List of normalized trade event dictionaries.

## Example response

```python theme={null}
[
    {
        'timestamp': 1704067200000000,
        'venue': 'binance',
        'symbol': 'BTC-USDT',
        'type': 'trade',
        'data': {
            'price': 43250.50,
            'quantity': 0.5,
            'side': 'buy'
        }
    }
]
```

## Fields

Trade events use the standard event envelope with `type: "trade"` and the following trade-specific fields under `data`:

* `data.price`: matched execution price
* `data.quantity`: executed size in base units
* `data.side`: aggressor side, one of `buy`, `sell`, or `unknown`

The envelope-level `timestamp` is the execution time in UTC microseconds since the Unix epoch.

## Example

```python theme={null}
from datetime import datetime, timedelta, timezone
from polaris_data import PolarisClient

end = datetime.now(timezone.utc)
start = end - timedelta(hours=1)

with PolarisClient() as client:
    trades = client.trades(
        source="hyperliquid",
        market="SPX",
        from_=start,
        to=end,
    )

print(trades[:2])
```

## How it works

`client.trades()` uses snapshot-first replay: it queries the `/snapshots` endpoint for historical data and reads from local cached files when available. The SDK handles pagination and data derivation automatically.

For more details on snapshot-based queries, see [Snapshots](/reference/snapshots).

## Related documentation

* [Events](/sdks/events) if you need more than just executions
* [OHLCV](/sdks/ohlcv) if you want interval-based aggregations derived from trade flow
* [Raw API](/reference/raw-api) if you need venue-native trade messages instead
* [Authentication](/guides/authentication)