Export Snapshots

The endpoint retrieves order book snapshots in CSV format.

An order book snapshot describes the book state for the specified instrument at a particular point of time during the trading day. The snapshot can include a large set of current and intraday statistics and is primarily used to capture the book state at the start and the end of trading sessions as well as during the auction stages.


Method Path
GET /api/v1/trade-session-summary/export

Query Parameters

Name Description
symbol [Required] Symbol.
class [Required] Market identifier code such as XNGS for NASDAQ, XNYS/ARCX for NYSE, IEXG for IEX, SETS/SEAQ/IOB for LSE, or TQBR/TQCB/CETS for MOEX.
exchange Exchange or trading venue name, such as NASDAQ, NYSE, IEX, LSE, MOEX.
startDate [Required] Start date in ISO format, inclusive
endDate [Required] End date in ISO format, exclusive
session Session name, one of Morning, Day, Evening.
Default value: Day
stage Session stage.
Default value: N
fields List of statistics to include in the response.
If specified, datetime, symbol, and at least one statistics field are required.


symbol, class, session, and stage fields can enumerate multiple values specified as a comma-separated list symbol=A,B or multiple parameters in the query string &symbol=A&symbol=B.


GET /api/v1/trade-session-summary/export?class=IEXG&symbol=TSLA,AAPL&stage=E&startDate=2021-01-13T00%3A00%3A00Z&endDate=2021-01-14T00%3A00%3A00Z&fields=datetime,class,symbol,session,stage,auctvolume,auctprice,imbalance