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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.

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Method signature

trades(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 normalized trade event dictionaries.

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Example response

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

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Fields

Trade events use the standard event envelope (see Standardised formats) 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.

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

print(trades[:2])

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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.