GET time-and-sales/quotes?start_sequence_number={start_sequence_number}&exchange_id={exchange_id}&condition_id={condition_id}&limit={limit}&order_by_time={order_by_time}&min_time={min_time}&max_time={max

GET

/time-and-sales/quotes?start_sequence_number={start_sequence_number}&exchange_id={exchange_id}&condition_id={condition_id}&limit={limit}&order_by_time={order_by_time}&min_time={min_time}&max_time={max_time}&date={date}&symbol={symbol}

ANY OF

STOCKS

OPTIONS

CFE FUTURES

Get historical quotes for a symbol

Example URI

Live


https://api.livevol.com/v1/live/time-and-sales/quotes?start_sequence_number=0&exchange_id=1&condition_id=11&limit=10&order_by_time=ASC&min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Delayed


https://api.livevol.com/v1/delayed/time-and-sales/quotes?start_sequence_number=0&exchange_id=1&condition_id=11&limit=10&order_by_time=ASC&min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL

Request Information

URI Parameters

Name	Description	Type	Additional information
start_sequence_number	Start sequence number	integer	Range: inclusive between 0 and 9.22337203685478E+18
exchange_id	Exchange id	byte	Range: inclusive between 0 and 255
condition_id	Comma-separated list of Condition ids	string	None
limit	Limit	integer	Default value is: 100000 Range: inclusive between 0 and 100000
order_by_time	Limit	string	Allowed values are [ ASC, DESC ] Default value is: ASC
min_time	First millisecond after midnight which will be included in the results (i.e. "09:30:00.001") (Eastern Standard Time)	time interval	Required Constraint: value should be less than or equal to max_time value Range: inclusive between 00:00:00.000 and 23:59:59.999
max_time	Last millisecond after midnight which will be included in the results (i.e. "10:00:00.001") (Eastern Standard Time)	time interval	Required Constraint: value should be greater than or equal to min_time value Range: inclusive between 00:00:00.000 and 23:59:59.999
date	Trading date	string	Required Date in yyyy-MM-dd format. (i.e. 2019-01-18)
symbol	Stock symbol or OSI-formatted option symbol	string	Required

Response Information

Resource Description

Collection of Quote

Name	Description	Type	Additional information	SIP Provider
bid_size	Bid size	integer	None	None
bid	Bid	decimal number	None	None
ask_size	Ask size	integer	None	None
ask	Ask	decimal number	None	None
flag	Bit mask flag [NBBO_BEST_BID(int value 1), NBBO_BEST_ASK(int value 2)]	integer	None	None
best_ask_exchange	Best bid exchange	byte	None	None
best_bid_exchange	Best ask exchange	byte	None	None
time	Time (Eastern Standard Time)	string	None	None
exchange_id	Exchange id	byte	None	None
condition_id	Condition id	byte	None	None
sequence_number	Sequence number	integer	None	None
nbbo_bid	NBBO bid	decimal number	None	None
nbbo_bid_size	NBBO bid size	integer	None	None
nbbo_ask	NBBO ask	decimal number	None	None
nbbo_ask_size	NBBO ask size	integer	None	None

Response Formats

application/json, text/json

Sample:

[
  {
    "bid_size": 100,
    "bid": 300.1,
    "ask_size": 100,
    "ask": 300.8,
    "flag": 1,
    "best_ask_exchange": 3,
    "best_bid_exchange": 3,
    "time": "09:30:00.001",
    "exchange_id": 3,
    "condition_id": 5,
    "sequence_number": 3123313,
    "nbbo_bid": 10.05,
    "nbbo_bid_size": 100,
    "nbbo_ask": 10.75,
    "nbbo_ask_size": 85
  },
  {
    "bid_size": 2000,
    "bid": 300.2,
    "ask_size": 2000,
    "ask": 300.9,
    "flag": 2,
    "best_ask_exchange": 4,
    "best_bid_exchange": 4,
    "time": "15:39:58.123",
    "exchange_id": 4,
    "condition_id": 6,
    "sequence_number": 412333312,
    "nbbo_bid": 10.55,
    "nbbo_bid_size": 120,
    "nbbo_ask": 10.95,
    "nbbo_ask_size": 90
  }
]

application/xml, text/xml

Sample:

<quotes xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <quote>
    <condition_id>5</condition_id>
    <exchange_id>3</exchange_id>
    <nbbo_ask>10.75</nbbo_ask>
    <nbbo_ask_size>85</nbbo_ask_size>
    <nbbo_bid>10.05</nbbo_bid>
    <nbbo_bid_size>100</nbbo_bid_size>
    <sequence_number>3123313</sequence_number>
    <time>09:30:00.001</time>
    <ask>300.8</ask>
    <ask_size>100</ask_size>
    <best_ask_exchange>3</best_ask_exchange>
    <best_bid_exchange>3</best_bid_exchange>
    <bid>300.1</bid>
    <bid_size>100</bid_size>
    <flag>1</flag>
  </quote>
  <quote>
    <condition_id>6</condition_id>
    <exchange_id>4</exchange_id>
    <nbbo_ask>10.95</nbbo_ask>
    <nbbo_ask_size>90</nbbo_ask_size>
    <nbbo_bid>10.55</nbbo_bid>
    <nbbo_bid_size>120</nbbo_bid_size>
    <sequence_number>412333312</sequence_number>
    <time>15:39:58.123</time>
    <ask>300.9</ask>
    <ask_size>2000</ask_size>
    <best_ask_exchange>4</best_ask_exchange>
    <best_bid_exchange>4</best_bid_exchange>
    <bid>300.2</bid>
    <bid_size>2000</bid_size>
    <flag>2</flag>
  </quote>
</quotes>