Rows API
Fetch historical futures, options, or spot rows as pandas DataFrames. Large requests are split into API-sized batches automatically.
Methods
| Method | Description |
|---|---|
.get_rows | Fetches every batch and returns one DataFrame. |
.batch_rows | Splits a row request into API-sized parameter dictionaries. |
.stream_rows | Fetches prepared batches and yields one DataFrame per batch. |
Row parameters
get_rows() and batch_rows() accept a parameter dictionary with the following fields:
| Field | Type | Description |
|---|---|---|
type | str | One of "futures", "options", or "spot". |
exchanges | list[str] | Exchanges to query. |
products | list[str] | Exchange-native products to query. Use this or coins. |
coins | list[str] | Velo-aggregated coins to query. Use this or products. |
columns | list[str] | Market-data columns to return. |
begin | int | Beginning of the time range as a Unix timestamp in milliseconds. |
end | int | End of the time range as a Unix timestamp in milliseconds. |
resolution | `int | str` |
If both coins and products are present, products takes precedence. String resolutions align begin down and end up to complete bucket boundaries.