Retention
The earliest instant any query may ask about is 2026-09-14T00:00:00Z.
Read from GET /v2/dql/catalogue at 2026-09-23T21:03:21.124Z.
Retention is per listing and per layer, not one number for the platform: a listing joined the platform on some
day, and a layer may have been switched on later. Every answer that reaches past what is kept says
not_retained rather than returning nothing, so a short series is never mistaken for a quiet market.
GET /v2/instruments states each listing’s own floor, and POST /v2/snapshots/history returns
retention_from per layer with every answer.
Gaps stay gaps
Section titled “Gaps stay gaps”History is stored with its holes intact. A period nobody quoted comes back as a gap row with a reason — never interpolated, never carried forward from the previous value. A carried-forward price is a measurement that was not taken, and a backtest built on one is measuring the platform rather than the market.