> ## 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.

# BBO

> Query best bid/offer quotes with client.bbo()

Use `client.bbo()` when you need top-of-book quote data for spread tracking and quote monitoring. This method returns the best bid and best offer prices and quantities.

## Method signature

```python theme={null}
bbo(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 best bid/offer quote series rows.

## Example response

```python theme={null}
[
    {
        'timestamp': 1704067200000000,
        'venue': 'binance',
        'symbol': 'BTC-USDT',
        'bid_price': 43250.00,
        'bid_quantity': 1.5,
        'ask_price': 43250.50,
        'ask_quantity': 1.2
    }
]
```

## Fields

BBO records include:

* `timestamp`: quote time in UTC microseconds since the Unix epoch
* `venue`: exchange identifier
* `symbol`: normalized instrument symbol
* `bid_price`: best bid price
* `bid_quantity`: quantity available at best bid
* `ask_price`: best offer price
* `ask_quantity`: quantity available at best offer

The bid-ask spread can be calculated as `ask_price - bid_price`.

## 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:
    quotes = client.bbo(
        source="binance",
        market="BTC-USDT",
        from_=start,
        to=end,
    )

print(quotes[:2])
```

## How it works

`client.bbo()` uses snapshot-first replay: it queries the `/snapshots` endpoint for historical data and reads from local cached files when available. The SDK extracts the top levels from order book snapshots to provide best bid/offer data.

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

## Related documentation

* [L2 snapshots](/sdks/l2-snapshots) if you need full order book depth
* [Depth metrics](/sdks/depth-metrics) for derived liquidity metrics
* [Events](/sdks/events) if you need BBO updates mixed with other event types
* [Authentication](/guides/authentication)