Axibase Time Series Database

Export Trades

The endpoint retrieves trades for the instrument in CSV format.

Request

Method Path
GET /api/v1/trades

Path 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 or calendar expression.
endDate [Required] End date in ISO format or calendar expression.
timezone Time zone for evaluating calendar expressions, if specified in startDate/endDate parameters.
workdayCalendar Workday calendar for evaluating calendar expressions, if specified in startDate/endDate parameters.

Response

datetime,trade_num,side,quantity,price,order_num,session

Refer to insert command for field descriptions.

Optional fields such as side, order_num, session are printed as empty strings if not available.

Examples

  • Interval between 2021-01-13 19:00:00 and 2021-01-13 19:05:00 in UTC time zone.
GET /api/v1/trades?class=IEXG&symbol=TSLA&startDate=2021-01-13T19%3A00%3A00Z&endDate=2021-01-13T19%3A05%3A00Z
  • Interval between 2021-01-13 14:00:00 and 2021-01-13 14:05:00 in US/Eastern time zone.
GET /api/v1/trades?class=IEXG&symbol=TSLA&startDate=2021-01-13T14%3A00%3A00-05%3A00&endDate=2021-01-13T14%3A05%3A00-05%3A00
  • Current trading day
GET /api/v1/trades?class=IEXG&symbol=TSLA&startDate=current_working_day&endDate=now

curl Example

curl "https://atsd_hostname:8443/api/v1/trades?class=IEXG&symbol=TSLA&startDate=2021-01-13%2014%3A00%3A00-05%3A00&endDate=2021-01-13%2014%3A05%3A00-05%3A00" \
 -k --header "Authorization: Bearer ****"

datetime,trade_num,side,quantity,price,order_num,session
2021-01-13T19:00:06.859843Z,1367042482,,100,843.67,,N
2021-01-13T19:00:11.573151Z,1367352219,,100,843.63,,N
2021-01-13T19:00:18.013559Z,1368945732,,16,844.2,,N

SQL Alternative

SELECT symbol, class, datetime, trade_num, price, quantity, session, side, order_num
  FROM atsd_trade
WHERE class = 'IEXG' AND symbol = 'TSLA'
  AND datetime BETWEEN '2021-01-13 14:00:00' and '2021-01-13 14:05:00'
  --AND datetime BETWEEN current_day and now
ORDER BY datetime, trade_num
  LIMIT 100

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