Compressed/Aggregate Trades List

API Description

Get compressed, aggregate market trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.

HTTP Request

GET /fapi/v1/aggTrades

Note:

Retail Price Improvement(RPI) orders are aggregated and without special tags to be distinguished.

Request Weight

20

Request Parameters

Name	Type	Mandatory	Description
symbol	STRING	YES
fromId	LONG	NO	ID to get aggregate trades from INCLUSIVE.
startTime	LONG	NO	Timestamp in ms to get aggregate trades from INCLUSIVE.
endTime	LONG	NO	Timestamp in ms to get aggregate trades until INCLUSIVE.
limit	INT	NO	Default 500; max 1000.

• support querying futures trade histories that are not older than one year
• If both startTime and endTime are sent, time between startTime and endTime must be less than 1 hour.
• If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
• Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
• Sending both startTime/endTime and fromId might cause response timeout, please send either fromId or startTime/endTime

Response Example

[
  {
    "a": 26129,         // Aggregate tradeId
    "p": "0.01633102",  // Price
    "q": "4.70443515",  // Quantity
    "f": 27781,         // First tradeId
    "l": 27781,         // Last tradeId
    "T": 1498793709153, // Timestamp
    "m": true,          // Was the buyer the maker?
  }
]