Endpoints

Ten endpoints. Four need no key.

endpoint	key	what it answers
GET /v2/venues	—	Every venue in DQL, with how many listings it has and how many of them the platform collects.
GET /v2/instruments	—	Every selected listing: how its venue names it, the rules it trades under, and what is collected for it.
GET /v2/dql/catalogue	—	Every field, source, function, code and limit a query may use.
POST /v2/dql/parse	—	A query checked but not run: what it means, what it reads, what it costs.
POST /v2/screen	yes	Run a DQL query across venues and return what matched.
POST /v2/snapshots	yes	The latest reading of each layer for the selected listings.
POST /v2/snapshots/history	yes	The same snapshot as it stood in the past: one row per period, per named instant, or per message as it arrived.
POST /v2/candles	yes	Completed candles, in any stored period and price type.
POST /v2/books	yes	Order books to the depth the plan allows, with the depth resting in each band around the mid.
GET /v2/stream	yes	A live stream of the selected listings, as server-sent events.

Every one of them refuses in the same shape — a list of errors with a stable code — and every one of them takes the same selection grammar in where. The full schemas are in the reference; what follows is the shape of each in prose.

GET /v2/venues

Every venue in DQL, with how many listings it has and how many of them the platform collects.

Read it before anything else: a venue that is not here cannot be named in a query, and the gap between listings and listings_collected is the coverage you actually have.

No key. What exists is not a paid fact.

What it answers

field	type	meaning
evaluated_at	Instant
items	array	The venues, by public code.

An answer

{
  "evaluated_at": "2026-09-23T11:28:26.904Z",
  "items": [
    {
      "venue": "HYPERLIQUID",
      "name": "Hyperliquid",
      "kind": "order_book",
      "listings": 234,
      "listings_collected": 5,
      "since": "2026-09-21T12:03:13.315Z"
    }
  ],
  "items_note": "1 more, cut here for length"
}

GET /v2/instruments

Every selected listing: how its venue names it, the rules it trades under, and what is collected for it.

This is where a bot learns the exchange’s own symbol for an instrument, its tick and lot size, and which layers exist for it. ?where= takes the same selection grammar as everything else.

No key. What exists is not a paid fact.

What it answers

field	type	meaning
evaluated_at	Instant
as_of	Instant	The instant the answer describes: the moment of the request, or the as_of it asked for.
catalogue	string	The catalogue version the answer was built against.
units	published, base, quote	The unit mode applied.
listings_as_of	NullableInstant	When the listing set itself was last known to change. Present when asking about the past.
capabilities_as_of	NullableInstant	When what each venue publishes was last known to change.
items	array	The listings, one object each.

An answer

{
  "evaluated_at": "2026-09-23T11:28:27.118Z",
  "as_of": "2026-09-23T11:28:27.118Z",
  "catalogue": "2026-09-22",
  "units": "published",
  "items": [
    {
      "instrument": "BTC-PERP",
      "venue": "HYPERLIQUID",
      "venue_symbol": "BTC",
      "base": "BTC",
      "base_venue_alias": null,
      "quote": "USDC",
      "kind": "perpetual",
      "venue_kind": null,
      "pair": null,
      "status": "tradeable",
      "post_only": null,
      "contract_size": 1,
      "multiplier": 1,
      "tick_size": null,
      "lot_size": null,
      "min_qty": null,
      "min_notional": null,
      "price_decimals": null,
      "qty_decimals": 5,
      "units": {
        "tick_size": "quote",
        "lot_size": "base",
        "min_qty": "base",
        "min_notional": "quote"
      },
      "funding_interval": "1h",
      "funding_interval_source": "venue",
      "funding_normalisation": {
        "venue_field": "funding",
        "transform": "identity"
      },
      "rules_normalisation": {
        "funding_interval": {
          "venue_field": "fundingIntervalHours",
          "transform": "hours_to_duration"
        },
        "qty_decimals": {
          "venue_field": "szDecimals",
          "transform": "identity"
        }
      },
      "candles": {
        "base_timeframe": "1m",
        "price_types": [
          "trade"
        ],
        "timeframes": [
          "1m",
          "2m",
          "3m",
          "5m",
          "15m",
          "30m",
          "1h",
          "4h",
          "12h",
          "1d"
        ]
      },
      "layers": {
        "ticker": {
          "policy": "on",
          "cadence": "live"
        },
        "mark": {
          "policy": "on",
          "cadence": "live"
        },
        "funding": {
          "policy": "on",
          "cadence": "live"
        },
        "oi": {
          "policy": "on",
          "cadence": "live"
        },
        "book": {
          "policy": "on",
          "cadence": "live"
        },
        "stats": {
          "policy": "on",
          "cadence": "live"
        },
        "candles": {
          "policy": "on",
          "cadence": "live"
        },
        "trades": {
          "policy": "on",
          "cadence": "live"
        },
        "book_bands": {
          "policy": "on",
          "cadence": "live"
        }
      },
      "not_published": [
        "change_24h",
        "index_close",
        "index_high",
        "index_low",
        "index_open",
        "index_volume",
        "mark_close",
        "mark_high",
        "mark_low",
        "mark_open",
        "mark_volume"
      ],
      "bands": [
        "10bps",
        "25bps",
        "50bps",
        "100bps"
      ],
      "listed_at": null,
      "first_seen_at": "2026-09-21T20:05:09.829Z",
      "delisted_at": null,
      "venue_ts": null,
      "received_at": "2026-09-23T11:20:39.343Z",
      "age_ms": 467774
    }
  ],
  "items_note": "1 more, cut here for length"
}

GET /v2/dql/catalogue

Every field, source, function, code and limit a query may use.

Read this rather than hard-coding a list. It is generated from the registry and the policy the collectors run on, so it changes the moment the platform does.

No key. What exists is not a paid fact.

What it answers

field	type	meaning
dql	string	The language version this catalogue describes.
catalogue	string	A version that changes whenever the catalogue’s content does. Cache against it.
evaluated_at	Instant
fields	array	Every field.
sources	array	Every candle source.
functions	array	Every function.
venues	array	Every venue code a query may name.
currencies	array	Every quote currency. DQL never converts between them.
assets	array	Every base asset.
instruments	array	Every instrument code.
timeframes	array	Every period a series may be read at.
bands	array	Every price band the depth functions accept.
freshness_defaults	object	The default freshness bound per layer. A reading older than its bound is stale and compares as unknown.
limits	CatalogueLimits
settle_after	integer	Seconds after which an instant is settled: late arrivals can no longer change an answer about it.
earliest_retained	NullableInstant	The earliest instant any query may ask about.
units	array	The unit modes a request may ask for.
number_formats	array	The number formats a request may ask for.

An answer

{
  "dql": "1",
  "catalogue": "2026-09-22",
  "evaluated_at": "2026-09-23T11:28:26.994Z",
  "fields": [
    {
      "name": "instrument",
      "type": "code",
      "scope": "instrument",
      "layer": "reference",
      "unit": "code",
      "description": "the market code, e.g. BTC-PERP",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "base",
      "type": "code",
      "scope": "instrument",
      "layer": "reference",
      "unit": "code",
      "description": "the base asset\u0027s registry code, e.g. BTC",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "venues_listed",
      "type": "number",
      "scope": "instrument",
      "layer": "reference",
      "unit": "count",
      "description": "number of (selected) listings at T",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "venues_answered",
      "type": "number",
      "scope": "instrument",
      "layer": "reference",
      "unit": "count",
      "description": "number of (selected) listings whose mark is present at T",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "venue",
      "type": "code",
      "scope": "venue",
      "layer": "reference",
      "unit": "code",
      "description": "the venue\u0027s public code",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "quote",
      "type": "code",
      "scope": "venue",
      "layer": "reference",
      "unit": "code",
      "description": "the listing\u0027s quote currency",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "tick_size",
      "type": "number",
      "scope": "venue",
      "layer": "reference",
      "unit": "quote",
      "description": "minimum price increment of the listing",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "lot_size",
      "type": "number",
      "scope": "venue",
      "layer": "reference",
      "unit": "quantity",
      "description": "minimum quantity increment",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "min_qty",
      "type": "number",
      "scope": "venue",
      "layer": "reference",
      "unit": "quantity",
      "description": "minimum order quantity",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "last",
      "type": "number",
      "scope": "venue",
      "layer": "ticker",
      "unit": "quote",
      "description": "last trade price",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "mark",
      "type": "number",
      "scope": "venue",
      "layer": "mark",
      "unit": "quote",
      "description": "venue mark price",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "index",
      "type": "number",
      "scope": "venue",
      "layer": "mark",
      "unit": "quote",
      "description": "venue index price",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "basis",
      "type": "number",
      "scope": "venue",
      "layer": "mark",
      "unit": "fraction",
      "description": "(mark \u2212 index) / index",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "funding",
      "type": "number",
      "scope": "venue",
      "layer": "funding",
      "unit": "fraction",
      "description": "published rate for the next settlement, per interval",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "funding_interval",
      "type": "duration",
      "scope": "venue",
      "layer": "funding",
      "unit": "ms",
      "description": "settlement interval as published",
      "sampleable": false,
      "additive": false,
      "not_published_on": [
        "KRAKEN-FUTURES"
      ]
    },
    {
      "name": "funding_8h",
      "type": "number",
      "scope": "venue",
      "layer": "funding",
      "unit": "fraction",
      "description": "funding \u00D7 8h / funding_interval",
      "sampleable": true,
      "additive": false,
      "not_published_on": [
        "KRAKEN-FUTURES"
      ]
    },
    {
      "name": "time_to_funding",
      "type": "duration",
      "scope": "venue",
      "layer": "funding",
      "unit": "ms",
      "description": "next_funding_at \u2212 T",
      "sampleable": false,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "oi",
      "type": "number",
      "scope": "venue",
      "layer": "oi",
      "unit": "quantity",
      "description": "open interest",
      "sampleable": true,
      "additive": true,
      "not_published_on": []
    },
    {
      "name": "bid",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quote",
      "description": "best bid price",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "ask",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quote",
      "description": "best ask price",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "mid",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quote",
      "description": "(bid \u002B ask) / 2",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "spread",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "fraction",
      "description": "(ask \u2212 bid) / mid",
      "sampleable": true,
      "additive": false,
      "not_published_on": []
    },
    {
      "name": "bid_size",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quantity",
      "description": "resting quantity at the best bid",
      "sampleable": true,
      "additive": true,
      "not_published_on": []
    },
    {
      "name": "ask_size",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quantity",
      "description": "resting quantity at the best ask",
      "sampleable": true,
      "additive": true,
      "not_published_on": []
    },
    {
      "name": "volume_24h",
      "type": "number",
      "scope": "venue",
      "layer": "stats",
      "unit": "quantity",
      "description": "rolling 24h traded volume as published",
      "sampleable": true,
      "additive": true,
      "not_published_on": []
    },
    {
      "name": "turnover_24h",
      "type": "number",
      "scope": "venue",
      "layer": "stats",
      "unit": "quote",
      "description": "rolling 24h traded value as published",
      "sampleable": true,
      "additive": true,
      "not_published_on": []
    },
    {
      "name": "change_24h",
      "type": "number",
      "scope": "venue",
      "layer": "stats",
      "unit": "fraction",
      "description": "24h price change as published",
      "sampleable": true,
      "additive": false,
      "not_published_on": [
        "HYPERLIQUID"
      ]
    }
  ],
  "sources": [
    {
      "name": "open",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "trade",
      "unit": "quote",
      "description": "trade candle open",
      "not_published_on": []
    },
    {
      "name": "high",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "trade",
      "unit": "quote",
      "description": "trade candle high",
      "not_published_on": []
    },
    {
      "name": "low",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "trade",
      "unit": "quote",
      "description": "trade candle low",
      "not_published_on": []
    },
    {
      "name": "close",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "trade",
      "unit": "quote",
      "description": "trade candle close",
      "not_published_on": []
    },
    {
      "name": "volume",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "trade",
      "unit": "quantity",
      "description": "trade candle volume",
      "not_published_on": []
    },
    {
      "name": "mark_open",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "mark",
      "unit": "quote",
      "description": "mark-price candle open",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "mark_high",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "mark",
      "unit": "quote",
      "description": "mark-price candle high",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "mark_low",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "mark",
      "unit": "quote",
      "description": "mark-price candle low",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "mark_close",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "mark",
      "unit": "quote",
      "description": "mark-price candle close",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "mark_volume",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "mark",
      "unit": "quantity",
      "description": "mark-price candle volume as published",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "index_open",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "index",
      "unit": "quote",
      "description": "index-price candle open",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "index_high",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "index",
      "unit": "quote",
      "description": "index-price candle high",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "index_low",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "index",
      "unit": "quote",
      "description": "index-price candle low",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "index_close",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "index",
      "unit": "quote",
      "description": "index-price candle close",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    },
    {
      "name": "index_volume",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "price_type": "index",
      "unit": "quantity",
      "description": "index-price candle volume as published",
      "not_published_on": [
        "HYPERLIQUID"
      ]
    }
  ],
  "functions": [
    {
      "name": "prev",
      "signature": "prev(S, k)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "S[k]"
    },
    {
      "name": "sma",
      "signature": "sma(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "simple moving average"
    },
    {
      "name": "ema",
      "signature": "ema(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "exponential moving average over a fixed 4n window"
    },
    {
      "name": "rsi",
      "signature": "rsi(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "relative strength index, Wilder smoothing over 4n"
    },
    {
      "name": "atr",
      "signature": "atr(n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "average true range of the trade candles"
    },
    {
      "name": "stdev",
      "signature": "stdev(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "population standard deviation"
    },
    {
      "name": "highest",
      "signature": "highest(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "max(S[0] \u2026 S[n\u22121])"
    },
    {
      "name": "lowest",
      "signature": "lowest(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "min(S[0] \u2026 S[n\u22121])"
    },
    {
      "name": "change",
      "signature": "change(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "S[0] \u2212 S[n]"
    },
    {
      "name": "roc",
      "signature": "roc(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "(S[0] \u2212 S[n]) / S[n]"
    },
    {
      "name": "crossover",
      "signature": "crossover(A, B)",
      "type": "boolean",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "A[0] \u003E B[0] and A[1] \u2264 B[1]"
    },
    {
      "name": "crossunder",
      "signature": "crossunder(A, B)",
      "type": "boolean",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "A[0] \u003C B[0] and A[1] \u2265 B[1]"
    },
    {
      "name": "gaps",
      "signature": "gaps(n)",
      "type": "number",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "missing periods among the last n"
    },
    {
      "name": "abs",
      "signature": "abs(x)",
      "type": "number",
      "scope": "venue",
      "layer": "",
      "unit": "none",
      "description": "|x|, element-wise for series"
    },
    {
      "name": "rolling_sum",
      "signature": "rolling_sum(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "S[n\u22121] \u002B \u2026 \u002B S[0]"
    },
    {
      "name": "percentile",
      "signature": "percentile(S, n, p, [method])",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "nearest-rank (default) or linear percentile of S[0] \u2026 S[n\u22121]"
    },
    {
      "name": "percentile_rank",
      "signature": "percentile_rank(S, n)",
      "type": "series",
      "scope": "venue",
      "layer": "candles",
      "unit": "none",
      "description": "share of S[0] \u2026 S[n\u22121] that are \u2264 S[0]"
    },
    {
      "name": "age",
      "signature": "age(F)",
      "type": "duration",
      "scope": "venue",
      "layer": "",
      "unit": "none",
      "description": "T \u2212 received_at of the value used for F"
    },
    {
      "name": "status",
      "signature": "status(F)",
      "type": "status",
      "scope": "venue",
      "layer": "",
      "unit": "none",
      "description": "state of F\u0027s layer at T"
    },
    {
      "name": "depth_bid",
      "signature": "depth_bid(band)",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quantity",
      "description": "bid quantity within band of mid",
      "not_published_on": []
    },
    {
      "name": "depth_ask",
      "signature": "depth_ask(band)",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quantity",
      "description": "ask quantity within band of mid",
      "not_published_on": []
    },
    {
      "name": "depth_bid_value",
      "signature": "depth_bid_value(band)",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quote",
      "description": "bid value (price \u00D7 size) within band of mid",
      "not_published_on": []
    },
    {
      "name": "depth_ask_value",
      "signature": "depth_ask_value(band)",
      "type": "number",
      "scope": "venue",
      "layer": "book",
      "unit": "quote",
      "description": "ask value (price \u00D7 size) within band of mid",
      "not_published_on": []
    }
  ],
  "venues": [
    "HYPERLIQUID",
    "KRAKEN-FUTURES"
  ],
  "currencies": [
    "USD",
    "USDC"
  ],
  "assets": [
    "",
    "BTC",
    "CYPH",
    "DOGE",
    "ETH",
    "GTLB",
    "KSTR",
    "MSTU",
    "OURA",
    "SOL",
    "XRP"
  ],
  "instruments": [
    "-PERP"
  ],
  "timeframes": [
    "1m",
    "2m",
    "3m",
    "5m",
    "15m",
    "30m",
    "1h",
    "4h",
    "12h",
    "1d"
  ],
  "bands": [
    "10bps",
    "25bps",
    "50bps",
    "100bps"
  ],
  "freshness_defaults": {
    "ticker": "30s",
    "mark": "30s",
    "funding": "300s",
    "oi": "30s",
    "book": "30s",
    "stats": "120s"
  },
  "limits": {
    "source_bytes": 8192,
    "nodes": 256,
    "depth": 24,
    "quantifiers_and_aggregates": 16,
    "series_calls": 32,
    "timeframes": 3,
    "window": 500,
    "bars_per_atom": 2000,
    "cost": 10000,
    "in_list": 32,
    "select": 16,
    "order_by": 4,
    "freshness_min": "1s",
    "freshness_max": "604800s",
    "screen_limit": 500,
    "endpoints": {
      "snapshots_listings": 500,
      "history_listings": 100,
      "history_rows_per_layer": 2000,
      "history_raw_rows": 100000,
      "candles_listings": 100,
      "candles_per_listing": 1500,
      "books_listings": 100,
      "book_depth": 25,
      "stream_listings": 500,
      "response_bytes": 8388608
    }
  },
  "settle_after": 120,
  "earliest_retained": "2026-09-14T00:00:00Z",
  "units": [
    "published",
    "base"
  ],
  "number_formats": [
    "json",
    "string"
  ],
  "instruments_note": "10 more, cut here for length"
}

POST /v2/dql/parse

A query checked but not run: what it means, what it reads, what it costs.

It touches no market data and needs no key, which makes it the right thing for an editor to call on every keystroke — and the right way to see a query’s cost before spending it.

No key. What exists is not a paid fact.

What it takes

field	type	required	meaning
query	string or object	yes	The query, as text or as the machine form of specification §3.1.
dql	string	—	The language version. Only 1 exists.
context	string	—	What the query is for. Only screen exists.

What it answers

field	type	meaning
dql	string	The language version.
query	object	The query in both forms, canonical.
atoms	object	What the query reads, by scope. Useful for showing a reader which data a query depends on.
timeframes	array	Every period the query reads.
complexity	object	What the query costs, against the catalogue’s limits.

An answer

{
  "query": "any(venues where funding \u003E 0)"
}

{
  "dql": "1",
  "query": {
    "string": "any(venues where funding \u003E 0)",
    "json": {
      "dql": "1",
      "condition": {
        "type": "any",
        "where": {
          "type": "cmp",
          "op": "\u003E",
          "left": {
            "type": "field",
            "name": "funding"
          },
          "right": {
            "type": "number",
            "value": 0
          }
        }
      }
    }
  },
  "atoms": {
    "instrument": [],
    "venue": [
      "funding"
    ]
  },
  "timeframes": [],
  "complexity": {
    "nodes": 4,
    "bars": 0,
    "cost": 4
  }
}

POST /v2/screen

Run a DQL query across venues and return what matched.

The endpoint the language exists for. Everything else on this page is a projection of it.

Needs a key. Refuses with 401 without one, 429 when the plan’s rate is used up.

What it takes

field	type	required	meaning
query	string	—	The query in DQL.
query_object	object	—	The same query in the machine form of specification §3.1.
limit	integer	—	How many instruments to return in one page. The catalogue states the ceiling your plan allows.
cursor	string	—	A cursor from a previous answer’s page.next_cursor. It pins the instant, so page two sees the world page one saw.
include_unknown	boolean	—	Also return the instruments the data could not decide, with result: unknown, instead of dropping them. Ask for this whenever coverage matters.
units	published, base, quote	—	What quantities are expressed in. published leaves each venue’s own unit alone; base and quote convert, and give null with unit_unknown where a contract …
number_format	json, string	—	string returns every number as a string with the same digits, for a client whose JSON parser would round them.

What it answers

field	type	meaning
dql	string	The query in canonical form — what the platform understood, which may differ in spacing and clause order from what was sent.
query	object	The query echoed in both forms, so a client that sent text can keep the machine form and a client that sent the machine form can show the text.
evaluated_at	Instant
as_of	NullableInstant
settled	boolean	Whether the instant is far enough in the past that late arrivals can no longer change the answer. A false here means the same query may answer differently in …
timeframe	string	The period the query’s series were read at, when it asked for one.
freshness	object	The bound applied to each layer: a reading older than this is stale and compares as unknown. Stated per answer because a request may override it.
listings_as_of	NullableInstant
capabilities_as_of	NullableInstant
instruments	array
page	Page

An answer

{
  "query": "any(venues where funding \u003E 0)",
  "limit": 2
}

{
  "dql": "1",
  "query": {
    "string": "any(venues where funding \u003E 0)",
    "json": {
      "dql": "1",
      "condition": {
        "type": "any",
        "where": {
          "type": "cmp",
          "op": "\u003E",
          "left": {
            "type": "field",
            "name": "funding"
          },
          "right": {
            "type": "number",
            "value": 0
          }
        }
      }
    }
  },
  "evaluated_at": "2026-09-23T12:00:05Z",
  "as_of": null,
  "settled": false,
  "freshness": {
    "ticker": "30s",
    "mark": "30s",
    "oi": "30s",
    "book": "30s",
    "stats": "120s",
    "funding": "300s"
  },
  "instruments": [
    {
      "instrument": "BTC-PERP",
      "result": "true",
      "values": {},
      "venues": [
        {
          "venue": "BYBIT-PERP",
          "symbol": "BTCUSDT",
          "quote": "USDT",
          "values": {
            "funding": {
              "value": 0.00002,
              "unit": "fraction",
              "venue": "BYBIT-PERP",
              "layer": "funding",
              "venue_ts": null,
              "received_at": "2026-09-23T11:52:00Z",
              "age_ms": 485000,
              "status": "stale"
            }
          }
        },
        {
          "venue": "HYPERLIQUID",
          "symbol": "BTC",
          "quote": "USDC",
          "values": {
            "funding": {
              "value": 0.000013,
              "unit": "fraction",
              "venue": "HYPERLIQUID",
              "layer": "funding",
              "venue_ts": null,
              "received_at": "2026-09-23T12:00:04Z",
              "age_ms": 1000,
              "status": "present"
            }
          }
        },
        {
          "venue": "KRAKEN-FUTURES",
          "symbol": "PF_XBTUSD",
          "quote": "USD",
          "values": {
            "funding": {
              "value": 0.00001,
              "unit": "fraction",
              "venue": "KRAKEN-FUTURES",
              "layer": "funding",
              "venue_ts": null,
              "received_at": "2026-09-23T12:00:04Z",
              "age_ms": 1000,
              "status": "present"
            }
          }
        },
        {
          "venue": "OKX-PERP",
          "symbol": "BTC-USDT-SWAP",
          "quote": "USDT",
          "values": {
            "funding": {
              "value": 0.000054,
              "unit": "fraction",
              "venue": "OKX-PERP",
              "layer": "funding",
              "venue_ts": null,
              "received_at": "2026-09-23T12:00:04Z",
              "age_ms": 1000,
              "status": "present"
            }
          }
        }
      ]
    }
  ],
  "page": {
    "limit": 2,
    "returned": 2,
    "next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkVUSC1QRVJQIiwicSI6IjExZDhjM2VmZWNkZGNjNTYifQ"
  },
  "instruments_note": "1 more, cut here for length"
}

POST /v2/snapshots

The latest reading of each layer for the selected listings.

When you want the state of things rather than an answer to a question. It also returns the instrument-venue pairs you asked for that do not exist, rather than leaving you to infer them from a short answer.

Needs a key. Refuses with 401 without one, 429 when the plan’s rate is used up.

What it takes

field	type	required	meaning
where	Selection	—
units	published, base, quote	—	What quantities are expressed in.
number_format	json, string	—	string returns every number as a string with the same digits.
include_synthetic	boolean	—	Include venues that exist in the registry but are not published. For the platform’s own use; a public key sees nothing extra.
layers	array	—	Which layers to read. Every layer when omitted.
include_raw	boolean	—	Also return each layer’s message as the venue sent it.

What it answers

field	type	meaning
evaluated_at	Instant
units	published, base, quote	The unit mode applied.
freshness	object	The bound applied to each layer.
items	array	One object per listing.
missing	array	The instrument-venue pairs that do not exist.

POST /v2/snapshots/history

The same snapshot as it stood in the past: one row per period, per named instant, or per message as it arrived.

Three different questions, and the endpoint makes you say which. raw is every row as received — the thing to use when you are checking the platform rather than the market.

Needs a key. Refuses with 401 without one, 429 when the plan’s rate is used up.

What it takes

field	type	required	meaning
where	Selection	—
units	published, base, quote	—	What quantities are expressed in.
number_format	json, string	—	string returns every number as a string with the same digits.
include_synthetic	boolean	—	Include venues that exist in the registry but are not published. For the platform’s own use; a public key sees nothing extra.
layers	array	—	Which layers to read.
interval	string	—	One row per period of this length, each holding the last reading in it.
at	array	—	One row per instant, strictly ascending. from and to do not apply here — the instants are the rows.
raw	boolean	—	Every row as it arrived, unsampled.
from	Instant	yes	Start of the window. Required for interval and raw.
to	Instant	yes	End of the window. Required for interval and raw.
include_gaps	boolean	—	Keep the rows that have no reading. Keeping them is the default because dropping them turns a gap into a shorter series.
freshness	string	—	Override the freshness bound for every layer asked for.

What it answers

field	type	meaning
evaluated_at	Instant
settled	boolean	Whether the window is far enough in the past that a late arrival can no longer change it.
items_sha256	string	SHA-256 of items as serialised.
mode	interval, at, raw	Which question was asked.
interval	string	The period, in interval mode.
from	NullableInstant	The window, in interval and raw modes. Absent in at mode.
to	NullableInstant
units	published, base, quote	The unit mode applied.
freshness	object	The bound applied per layer.
listings_as_of	NullableInstant
capabilities_as_of	NullableInstant
items	array	One object per listing.

POST /v2/candles

Completed candles, in any stored period and price type.

One-minute candles are the venue’s own klines; every longer period is rolled up from them, and exists only when every base minute exists. Gaps are rows, not holes.

Needs a key. Refuses with 401 without one, 429 when the plan’s rate is used up.

What it takes

field	type	required	meaning
where	Selection	—
units	published, base, quote	—	What quantities are expressed in.
number_format	json, string	—	string returns every number as a string with the same digits.
include_synthetic	boolean	—	Include venues that exist in the registry but are not published. For the platform’s own use; a public key sees nothing extra.
timeframe	string	yes	The period. 1m comes from the venue’s own klines; every longer period is rolled up from them.
price_type	trade, mark, index	—	Which price.
from	Instant	yes
to	Instant	yes
include_gaps	boolean	—	Keep the periods with no candle, as gap rows.
closed_only	boolean	—	Accepted and has no effect: only closed minutes are stored, so there is never a forming candle to return.
trade	boolean	—	Reserved.

What it answers

field	type	meaning
evaluated_at	Instant
settled	boolean	Whether the window is far enough in the past that a late arrival can no longer change it.
items_sha256	string	SHA-256 of items as serialised. Two answers with the same hash are the same answer, which is how a client can skip work rather than re-parse.
timeframe	string	The period returned.
price_type	trade, mark, index	Which price the candles are of.
from	Instant
to	Instant
units	published, base, quote	The unit mode applied.
listings_as_of	NullableInstant
capabilities_as_of	NullableInstant
items	array	One object per listing.

POST /v2/books

Order books to the depth the plan allows, with the depth resting in each band around the mid.

Prices and sizes are strings, always. A book is where a rounded digit becomes a wrong order.

Needs a key. Refuses with 401 without one, 429 when the plan’s rate is used up.

What it takes

field	type	required	meaning
where	Selection	—
units	published, base, quote	—	What quantities are expressed in.
number_format	json, string	—	string returns every number as a string with the same digits.
include_synthetic	boolean	—	Include venues that exist in the registry but are not published. For the platform’s own use; a public key sees nothing extra.
depth	integer	—	Levels per side. Clamped to what the plan allows; the answer states what was applied.

What it answers

field	type	meaning
evaluated_at	Instant
units	published, base, quote	The unit mode applied.
depth	integer	How many levels per side were returned, after the plan’s ceiling was applied.
liquidity_note	string	How the depth figures relate to the levels shown, in one sentence.
items	array	One object per listing.

GET /v2/stream

A live stream of the selected listings, as server-sent events.

One snapshot per listing and layer, then an update for every change — including a change of status with no new value, because a listing going stale is news. A heartbeat every fifteen seconds means silence is a broken connection, not a quiet market.

Needs a key. Refuses with 401 without one, 429 when the plan’s rate is used up.

What it answers

field	type	meaning