The Shrimpy Developer APIs currently provide access to a number of different types of historical data. These different types include historical order book snapshots, tick-by-tick trades, and candlesticks.

At the time of writing this article, collecting candlestick data does not count towards data credits. That means candlestick data is completely free to access. For that reason, we will focus on discussing the other two major data types: Order book snapshots and tick-by-tick trade data. 

Order Book Snapshots

Historical order book snapshots count as 10 data credits. That means each individual order book snapshot which is collected from the historical Shrimpy APIs will consume 10 data credits.

Note: There is a difference between historical and live order book snapshots. Live order book snapshots are treated separately from historical order book snapshots. Live order book snapshots do now consume any credits at this time.

Tick-by-tick Trade Data Points

Each historical trade data point counts as 1 data credit. That means every historical trade which is collected from the historical Shrimpy APIs will consume exactly 1 data credit.

Note: Accessing trade data through our websockets in real-time does not count towards this limit. Websockets are not counted towards historical data credits. 

Example

Let's say you have subscribed to a data plan which provides 100 data credits. You can therefore access any of the following amounts of data from both the order book snapshots or tick-by-tick trade data endpoints.

  • 100 tick-by-tick trades
  • 10 order book snapshots
  • 5 order book snapshots and 50 tick-by-tick trades
  • 3 order book snapshots and 70 tick-by-tick trades

Please notice how you cannot collect both the maximum number of order book snapshots and tick-by-tick trades. Using credits for order book snapshots means you cannot use those same credits again for trades. 

Subscription Renewal

At the end of each subscription period, the number of data credits you can access is reset. That means if you subscribe to a plan which supports 100,000 order book snapshots, you will be able to collect up to 100k order book snapshots each month. 

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