Trade feed

GET/api/v1/markets/{marketId}/tradesPublic

Trading APIprice E4 · size E2 · amount E6 (integers)YES | NO

Sorted by (ts_ms DESC, seq DESC); historical rows missing ts_ms sort to the end rather than being dropped. Pagination is keyset: while nextCursor is non-null, pass it back verbatim as before to page further into the past. This is a cross-time analytical read, so passing `minCursor` returns 400.

Path parameters

marketIdstringpathrequired
Engine market id (read endpoints do not accept a slug unless that endpoint says otherwise)
Example"mkt-0001"

Query parameters

beforestringqueryoptional
Opaque cursor (the nextCursor from the previous page)
limitintegerqueryoptional
Page size (1–500)
Default100Range1 – 500Example20

Response

200Page of trades

tradesobject(TradeResponse)[]
List of trades, newest first
takerOrderIdstring
Taker order id
Example"takerOrder_01K5H2M3N7"
makerOrderIdstring
Maker order id
Example"makerOrder_01K5H2M3N7"
priceE4integer
Trade price, quoted in YES (1e-4)
Example5200
sizeE2int64
Trade size (1e-2 shares)
Example1000
settlementMINT | MATCH | MERGE | REDEEM
MINT = mint; MATCH = match; MERGE = merge; REDEEM = redeem
Example"MINT"
seqint64
Engine sequence number (monotonic within a market)
Example1
tsMsint64nullable
Match time (epoch milliseconds); historical fills with no recorded timestamp are null and sort to the very end of the feed
Example1758240000000
nextCursorstringnullable
Opaque cursor (encodes (ts_ms, seq)); null = you have reached the last page
Example"eyJhZnRlciI6I…dC0wMDIwIn0"

Switch status codes in the response example to view errors. For all codes, see the Errors page.

Request

curl -X GET "$BASE_URL/api/v1/markets/mkt-0001/trades?limit=100"

Response

Page of trades

{
  "trades": [
    {
      "takerOrderId": "takerOrder_01K5H2M3N7",
      "makerOrderId": "makerOrder_01K5H2M3N7",
      "priceE4": 5200,
      "sizeE2": 1000,
      "settlement": "MINT",
      "seq": 1,
      "tsMs": 1758240000000
    }
  ],
  "nextCursor": "eyJhZnRlciI6Im1rdC0wMDIwIn0"
}

Path parameters

marketIdstringpathrequired
Engine market id (read endpoints do not accept a slug unless that endpoint says otherwise)
Example"mkt-0001"

Query parameters

beforestringqueryoptional
Opaque cursor (the nextCursor from the previous page)
limitintegerqueryoptional
Page size (1–500)
Default100Range1 – 500Example20

Response

200Page of trades

tradesobject(TradeResponse)[]
List of trades, newest first
takerOrderIdstring
Taker order id
Example"takerOrder_01K5H2M3N7"
makerOrderIdstring
Maker order id
Example"makerOrder_01K5H2M3N7"
priceE4integer
Trade price, quoted in YES (1e-4)
Example5200
sizeE2int64
Trade size (1e-2 shares)
Example1000
settlementMINT | MATCH | MERGE | REDEEM
MINT = mint; MATCH = match; MERGE = merge; REDEEM = redeem
Example"MINT"
seqint64
Engine sequence number (monotonic within a market)
Example1
tsMsint64nullable
Match time (epoch milliseconds); historical fills with no recorded timestamp are null and sort to the very end of the feed
Example1758240000000
nextCursorstringnullable
Opaque cursor (encodes (ts_ms, seq)); null = you have reached the last page
Example"eyJhZnRlciI6I…dC0wMDIwIn0"

Switch status codes in the response example to view errors. For all codes, see the Errors page.