Market Prices Throughput


I’m not able to look at as many prices as I’d hoped, as the size of the data returned by querying /v3/markets/{market_ids}/last_executed_prices/ or /v3/markets/{market_ids}/quotes with 100 markets is prohibitively large.

For example, I get a 4 Meg response querying last_executed_prices with 100 market ids, which takes me six seconds to receive.

Is it possible to add optional HTTP compression to these responses, as well as perhaps a “more_recent_than” parameter, where you would only receive trades/prices which had been updated since the ISO timestamp supplied.


Hi, thanks for your suggestion. We’ll make sure to consider it when making updates in the future. Unfortunately, for now, I can only recommend querying last_executed_prices with fewer markets.