Get recent public trades
Returns recent public trades for a market, newest-first. One row per maker/taker pairing — a market sweep that hit 3 makers produces 3 rows. Same shape as the trades WebSocket channel. No authentication header is required.
trades WebSocket channel. No authentication header is required.Query Parameters
Market identifier, e.g. "BTC-USD".
"BTC-USD"
Maximum number of trades to return. Default and maximum are both 1000; requests with a value above the maximum are silently clamped. Pass an explicit smaller value when you want fewer rows.
1 <= x <= 1000Start of the time window, filtering on timestamp (epoch microseconds, inclusive) — the same unit and field the response reports, so a timestamp read from one page is a valid bound for the next with no conversion.
Second- and millisecond-scale values are rejected with a 400 (the server requires at least 1e14). A millisecond bound read as microseconds would land in 1970 and quietly return nothing.
x >= 1000000000000001785801600123456
End of the time window, filtering on timestamp (epoch microseconds, inclusive) — the same unit and field the response reports, so a timestamp read from one page is a valid bound for the next with no conversion.
The bound closes over the whole microsecond it names, so page boundaries overlap by design — deduplicate by id when paging.
Second- and millisecond-scale values are rejected with a 400 (the server requires at least 1e14). A millisecond bound read as microseconds would land in 1970 and quietly return nothing.
x >= 1000000000000001785801699001200
Response
List of trades, newest-first.