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Use client.events() when you want more than just trade executions. This method returns mixed event types in a single normalized stream, including trades, bars, datapoints, and order book events.

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Method signature

events(source, market, from_, to, limit=1000)

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Parameters

ParameterTypeRequiredNotes
sourcestrYesSource ID
marketstrYesNormalized market or instrument ID
from_str/datetime/date/intYesInclusive start time (ISO 8601, datetime, date, or epoch microseconds)
tostr/datetime/date/intYesExclusive end time (same formats as from_)
limitintNoPage size (default: 1000)
Note: API key required for historical ranges. Set POLARIS_API_KEY environment variable or pass api_key to PolarisClient().

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Return value

List of mixed normalized event records.

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Common event types

The /events endpoint returns mixed event types:
  • trade: executed transactions
  • bar: OHLCV candles
  • datapoint: market state updates such as funding rates or liquidations
  • orderbook: order book snapshots or updates

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Common datapoint labels

datapoint events carry a market state update under data with a label and value:
  • funding_rate: perpetual funding rate
  • open_interest: open contracts or positions
  • liquidation: liquidation event
  • index_price: mark or index price update
Example: 
{
  "timestamp": 1767225600456000,
  "venue": "lighter",
  "symbol": "SOL-USD",
  "type": "datapoint",
  "data": {
    "label": "funding_rate",
    "value": 0.00017
  }
}

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Example response

[
    {
        'timestamp': 1704067200000000,
        'venue': 'binance',
        'symbol': 'BTC-USDT',
        'type': 'trade',
        'data': {
            'price': 43250.50,
            'quantity': 0.5,
            'side': 'buy'
        }
    },
    {
        'timestamp': 1704067260000000,
        'venue': 'binance',
        'symbol': 'BTC-USDT',
        'type': 'bar',
        'data': {
            'interval': '1m',
            'open': 43250.00,
            'high': 43260.00,
            'low': 43245.00,
            'close': 43255.00,
            'volume': 12.5
        }
    }
]
Events use the standard event envelope described in Standardised formats, with each event’s typed payload under data.

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Example

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:
    events = client.events(
        source="hyperliquid",
        market="SPX",
        from_=start,
        to=end,
    )

print(events[:2])

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How it works

client.events() 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.