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Quotes

GET /v1/markets/{venue}/{id}/quotes?days=30 returns a market’s recorded asks, up to 90 days back. A quote is recorded when the ask changes, so each one holds until the next. Where the window reaches back before the market’s first recorded quote, earlier history is filled with hourly or daily closing prices. Those points carry price_usd and a source instead of asks:

Trades

GET /v1/markets/{venue}/{id}/trades returns public fills, newest first, with the taker’s side, price and quantity.

Signals and calibration

What is moving, large fills, one-sided money and unusual flow are read from this history; see Signals. How prices in each band actually resolved is Calibration.