---
title: "GET /public/get_last_trades_by_instrument_and_time"
method: GET
path: "/public/get_last_trades_by_instrument_and_time"
tags: ["Market Data", "Public"]
---

# GET /public/get_last_trades_by_instrument_and_time

`GET /public/get_last_trades_by_instrument_and_time`

Retrieves the latest trades that have occurred for a specific instrument within a specified time range. Returns trade details including price, amount, direction, timestamp, and trade ID.

Use the `count` parameter to limit the number of trades returned, and `sorting` to control the order (ascending or descending by trade ID). This method is useful for analyzing trading activity over specific time periods.

[Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_last_trades_by_instrument_and_time)

## Query parameters

- `instrument_name` string, required — Unique instrument identifier
- `start_timestamp` integer, required — The timestamp (milliseconds since the Unix epoch)
- `end_timestamp` integer, required — The timestamp (milliseconds since the Unix epoch)
- `count` integer
- `sorting` 'asc' | 'desc' | 'default'

## Response `200`

Success response

- PublicTradesHistoryResponse
  - `jsonrpc` '2.0', required — The JSON-RPC version (2.0)
  - `id` integer — The id that was sent in the request
  - `result` object, required
    - `trades` PublicTrade[], required
      - `trade_id` string, required — Unique (per currency) trade identifier
      - `trade_seq` integer, required — The sequence number of the trade within instrument
      - `instrument_name` string, required — Unique instrument identifier
      - `timestamp` integer, required — The timestamp of the trade (milliseconds since the UNIX epoch)
      - `starbase_timestamp` integer — The Starbase causal timestamp of the trade (nanoseconds since the Unix epoch)
      - `direction` 'buy' | 'sell', required — Direction: `buy`, or `sell`
      - `tick_direction` 0 | 1 | 2 | 3, required — Direction of the "tick" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).
      - `index_price` number, required — Index Price at the moment of trade
      - `price` number, required — Price in base currency
      - `amount` number, required — Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.
      - `contracts` number — Trade size in contract units (optional, may be absent in historical trades)
      - `iv` number — Option implied volatility for the price (Option only)
      - `liquidation` 'M' | 'T' | 'MT' — Optional field (only for trades caused by liquidation): `"M"` when maker side of trade was under liquidation, `"T"` when taker side was under liquidation, `"MT"` when both sides of trade were under liquidation
      - `mark_price` number, required — Mark Price at the moment of trade
      - `block_trade_id` string — Block trade id - when trade was part of a block trade
      - `block_trade_leg_count` integer — Block trade leg count - when trade was part of a block trade
      - `combo_id` string — Optional field containing combo instrument name if the trade is a combo trade
      - `combo_trade_id` string — Optional field containing combo trade identifier if the trade is a combo trade
      - `starbase_match_id` integer — Optional field containing the Starbase match identifier (present only for trades matched via Starbase)
      - `block_rfq_id` integer — ID of the Block RFQ - when trade was part of the Block RFQ
    - `has_more` boolean, required

---

[API](https://skmtc.net/deribit/apis/deribit-api.md) · [All operations](https://skmtc.net/deribit/apis/deribit-api/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/deribit/deribit-api/versions/78a0783dbfcc/schema)