GET /depth/history — rolling order-book depth history.
Returns up to ~3 hours of one-second order-book snapshots (10 levels per side) for a contract. Call it once on load to paint a depth heatmap across existing chart history immediately, then keep it current with the live Depth WebSocket channel.
Depth of book is a separately licensed CME product: the caller must hold the Market Depth add-on, same as the live Depth WebSocket channel. Top-of-book users get 403 DEPTH_LICENCE_REQUIRED.
Query Parameters
Full contract symbol (e.g. "NQZ6", "ESZ6"). CME futures only.
How many minutes of history to return (default 180 — the full server retention — max 180).
x >= 0Response
Depth snapshots: {t: unix sec, b: [[price, size], ...], a: [[price, size], ...]} — display-unit prices, best level first
Related topics
ChangelogGet order history (keyset-paginated)Get trade execution historyGet order history from database (append-only lifecycle events)Get order book for a specific symbol