Get order history from database (append-only lifecycle events)
Fetches order lifecycle events from the persistent database. Every status transition (submitted → working → filled, or submitted → cancelled) is recorded as a separate row.
Filters: account_id, symbol, side, status, from/to date range.
Pagination: limit (default 100, max 500) and offset.
Unlike /trade/orders which shows current in-memory state, this endpoint returns the full audit trail from the database and survives engine restarts.
Query Parameters
Filter by trading account ID
Filter by contract (full symbol like ESH6, NQH6)
Filter by product (CME, CBOT, NYMEX, COMEX)
Filter by symbol (ES, NQ, YM, RTY, CL, GC, etc.)
Filter by order side (buy, sell)
Filter by order type (market, limit, stop)
Filter by order status (e.g. pending_submit, new, working, pending, filled, cancelled, rejected)
Start date (inclusive, ISO 8601 format)
End date (inclusive, ISO 8601 format)
Keyset cursor: return rows older than this processed_at timestamp.
Maximum number of results (default: 100, max: 1000)
Number of results to skip for pagination (default: 0)
Related topics
Get trade execution historyReal-time WebSocket for trading eventsGET /depth/history — rolling order-book depth history.IntroductionGet order history (keyset-paginated)