GET/v1/markets/:id/trades

Get Market Trades

Paginated executed-trade tape (last_trade_price fills) for a market. Joins to snapshots via asset_id = token_id and matching timestamp — line up a fill against the book at that instant to see what liquidity was resting. This is the tape AS OBSERVED LIVE, not a guaranteed-complete fill history: trades carry no separate exchange event time (timestamp is capture time), transaction_hash is not captured, and a market that predates trade capture (or had no trades) returns 200 with total: 0.

Path Parameters

idstringrequired

Market ID (conditionId)

Query Parameters

formatstringdefault:json

Response encoding. csv and tsv return the row array as a flat file instead of a JSON envelope — the envelope moves to X-* response headers and nulls render as \N. REQUIRES SCALE OR ENTERPRISE (json is available on every tier). Works with includebook=true — the bids/asks ladders come through as compact JSON inside their cell, complete and parseable (pandas: df["bids"].apply(json.loads)).

sidestring

Token side filter (also populates token_side on each row)

fromstring

Start timestamp

tostring

End timestamp

limitnumberdefault:500

Max rows (default 500, max 5000)

offsetnumberdefault:0

Pagination offset

orderstringdefault:desc

Sort by timestamp: asc/oldest (chronological) or desc/newest (reverse). Defaults to desc.

countbooleandefault:true

Set to false to skip the count() query (returns total: null).

Response

200401403404500

Successful Response

Code Snippet

curl -X GET "https://api.resolvedmarkets.com/v1/markets/:id/trades" \
  -H "X-API-Key: YOUR_API_KEY"

200

{
  "market_id": "0x...",
  "total": 24416,
  "limit": 100,
  "offset": 0,
  "data": [
    {
      "market_id": "0x...",
      "asset_id": "253124573920...",
      "timestamp": "2026-07-14 21:14:31.700",
      "price": 0.9975,
      "size": 42.37,
      "side": "SELL",
      "category": "crypto",
      "subcategory": "BTC",
      "token_side": "UP"
    }
  ]
}