Time and Sales (timesales) is typically used for charting purposes. It captures pricing across a time slice at predefined intervals. Tick data is also available through this endpoint. This results in a very large data set for high-volume symbols, so the time slice needs to be much smaller to keep downloads time reasonable.
The amount of data depends on the granularity you are looking for with longer time intervals giving more depth in time and the shortest time intervals, ticks, giving the least depth.
| Interval | Data Available (Open) | Data Available (All) |
|---|---|---|
| tick | 5 Days | N/A |
| 1min | 20 Days | 10 Days |
| 5min | 40 Days | 18 Days |
| 15min | 40 Dyas | 18 Days |
(Please note, tick data is not available in the sandbox environment)
There is a known issue as it pertains to downloading data using the tick interval from this endpoint as it results in extremely large datasets. Because of this, it is not recommended to get large sets of tick data via request/response, and instead use the streaming endpoints.