Historical Data Glossary

🟣 v2

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This is extensive list for every API endpoint. Choose the category of historical data you're analysing in the right sidebar for quick access. ➡️ ➡️ ➡️

Shared columns

Columns in the table below are part of each category:

Column	Unit	Precision	Description
ts	int	seconds(since 1970)	Unix timestamp of the event.
txSig	pubkey		Transaction signature.
slot	int		Slot number of the event.
user	pubkey
amount	int
programId	pubkey		Solana program identifier (AMM* = Drift protocol mainnet).
marketType	perp/spot		Type of market where the order was filled ("Spot", "Perpetual").
marketIndex	int		Perpetual contract market index (opens in a new tab)
spotMarketIndex	int		Index of the spot market.
perpMarketIndex	int		Index of the perpetual contract market.
userAuthority	pubkey		Public key of the user's authority account (wallet).
oraclePrice	int		Oracle price at the time of an event (provided by Pyth/Switchboard).

Trades

Column	unit	description
fillerReward	int	Reward received by the filler for filling the order.
baseAssetAmountFilled	int	Amount of the base asset filled in the order.
quoteAssetAmountFilled	int	Amount of the quote asset filled in the order.
takerFee	int	Fee charged to the taker for filling the order.
makerRebate	int	Rebate provided to the maker for placing the order.
referrerReward	int	Reward received by the referrer for referring the order.
quoteAssetAmountSurplus	int	Amount of the quote asset remaining unfilled after the order is completed.
takerOrderBaseAssetAmount	int	Total amount of the base asset the taker ordered to buy or sell.
takerOrderCumulativeBaseAssetAmountFilled	int	Cumulative amount of the base asset filled for the taker's order.
takerOrderCumulativeQuoteAssetAmountFilled	int	Cumulative amount of the quote asset filled for the taker's order.
makerOrderBaseAssetAmount	int	Total amount of the base asset the maker ordered to buy or sell.
makerOrderCumulativeBaseAssetAmountFilled	int	Cumulative amount of the base asset filled for the maker's order.
makerOrderCumulativeQuoteAssetAmountFilled	int	Cumulative amount of the quote asset filled for the maker's order.
makerFee	int	Fee charged to the maker for placing the order (if not a maker rebate).
action	fill	Action type for the order fill event (e.g., "Fill").
actionExplanation	orderExpired/orderFilledWithMatch	Explanation of the action type.
filler	pubkey	Address of the entity that filled the order.
fillRecordId	int	Unique identifier for the order fill record.
taker	pubkey	Address of the taker who placed the order.
takerOrderId	int	Unique identifier for the taker's order.
takerOrderDirection	long/short	Direction of the taker's order (e.g., "Buy", "Sell").
maker	pubkey	Address of the maker who placed the opposing order.
makerOrderId	int	Unique identifier for the maker's order.
makerOrderDirection	long/short	Direction of the maker's order (e.g., "Buy", "Sell").
spotFulfillmentMethodFee	int	Fee associated with the spot fulfillment method used.

Market Trades

Column	unit	Description
fillerReward	int	Reward received by the filler for filling the order.
baseAssetAmountFilled	int	Amount of the base asset filled in the order.
quoteAssetAmountFilled	int	Amount of the quote asset filled in the order.
takerFee	int	Fee charged to the taker for filling the order.
makerRebate	int	Rebate provided to the maker for placing the order.
referrerReward	int	Reward received by the referrer for referring the order.
quoteAssetAmountSurplus	int	Amount of the quote asset remaining unfilled after the order.
takerOrderBaseAssetAmount	int	Total amount of the base asset the taker ordered to buy or sell.
takerOrderCumulativeBaseAssetAmountFilled	int	Cumulative amount of the base asset filled for the taker's order.
takerOrderCumulativeQuoteAssetAmountFilled	int	Cumulative amount of the quote asset filled for the taker's order.
makerOrderBaseAssetAmount	int	Total amount of the base asset the maker ordered to buy or sell.
makerOrderCumulativeBaseAssetAmountFilled	int	Cumulative amount of the base asset filled for the maker's order.
makerOrderCumulativeQuoteAssetAmountFilled	int	Cumulative amount of the quote asset filled for the maker's order.
makerFee	int	Fee charged to the maker for placing the order (if not a maker rebate).
action	fill	Action type for the order fill event (e.g., "Fill").
actionExplanation	orderFilledWithMatch/ orderFilledWithMatchJit/ orderFilledWithAmmjit	Explanation of the action type.
filler	pubkey	Address of the entity that filled the order.
fillRecordId	int	Unique identifier for the order fill record.
taker	pubkey	Address of the taker who placed the order.
takerOrderId	int	Unique identifier for the taker's order.
takerOrderDirection	long/short	Direction of the taker's order (e.g., "Buy", "Sell").
maker	pubkey	Address of the maker who placed the opposing order.
makerOrderId	int	Unique identifier for the maker's order.
makerOrderDirection	long/short	Direction of the maker's order (e.g., "Buy", "Sell").
spotFulfillmentMethodFee	int	Fee associated with the spot fulfillment method used.

Funding Rates

Column	unit	Description
recordId	int	Unique order fill identifier.
fundingRate	int	Perpetual contract funding rate (long/short).
fundingRateLong	int	Funding paid by long positions.
fundingRateShort	int	Funding paid by short positions.
cumulativeFundingRateLong	int	Long positions' cumulative funding.
cumulativeFundingRateShort	int	Short positions' cumulative funding.
oraclePriceTwap	int	TWAP of oracle price (period).
markPriceTwap	int	TWAP of mark price (period).
periodRevenue	int	Market revenue for a specific period.
baseAssetAmountWithAmm	int	Total base asset in the AMM pool.
baseAssetAmountWithUnsettledLp	int	Unsettled base asset with LPs.

Funding Payments

Column	unit	description
fundingPayment	int	Amount of funding paid by the user (positive for long, negative for short).
baseAssetAmount	int	Amount of the base asset involved in the funding payment.
userLastCumulativeFunding	int	User's last cumulative funding rate at the time of the event.
ammCumulativeFundingLong	int	AMM's cumulative funding rate for long positions at the time of the event.
ammCumulativeFundingShort	int	AMM's cumulative funding rate for short positions at the time of the event.

Deposits

Column	unit	Description
marketDepositBalance	int	Current total market deposits.
marketWithdrawBalance	int	Current total market withdrawals.
marketCumulativeDepositInterest	int	Total deposit interest accrued.
marketCumulativeBorrowInterest	int	Total borrow interest accrued.
totalDepositsAfter	int	Total market deposits after this event.
totalWithdrawsAfter	int	Total market withdrawals after this event.
depositRecordId	int	Unique identifier for the deposit/withdrawal record.
direction	deposit/withdrawal	Deposit or withdrawal.
explanation (optional)	str

Liquidations

Column	unit	description
liquidationType	liquidatePerp/ liquidateSpot/ liquidateBorrowForPerpPnl/ liquidatePerpPnlForDeposit/ perpBankruptcy/ spotBankruptcy	Liquidation type
liquidator	pubkey	Liquidator
marginRequirement	int	Minimum collateral required
totalCollateral	int	User's total collateral
marginFreed	int	Collateral returned to user
liquidationId	int	Unique liquidation ID
bankrupt	bool	User became bankrupt
canceledOrderIds	ListContainer	Array of canceled order IDs during liquidation
liquidatePerp (marketIndex, oraclePrice, ...)	int	Liquidation type with additional details.
liquidateSpot (assetMarketIndex, assetPrice, ...)	int	Liquidation type with additional details.
liquidateBorrowForPerpPnl (perpMarketIndex, marketOraclePrice, ...)	int	Liquidation type with additional details.
liquidatePerpPnlForDeposit (perpMarketIndex, marketOraclePrice, ...)	int	Liquidation type with additional details.
perpBankruptcy (marketIndex, pnl, ...)	int	Liquidation type with additional details.
spotBankruptcy (marketIndex, borrowAmount, ...)	int	Liquidation type with additional details.

Settle PNL

Column	Unit	Description
pnl	int	User's profit or loss.
baseAssetAmount	int	Amount of base asset involved.
quoteAssetAmountAfter	int	Amount of quote asset after settlement.
quoteEntryAmount	int	Amount of quote asset before settlement.
settlePrice	int	Settlement price.
explanation	none

LP (BAL)

Column	Unit	Description
action	addLiquidity / settleLiquidity
nShares	int	Number of perpetual contract shares traded.
deltaBaseAssetAmount	int	Change in base asset position due to the trade.
deltaQuoteAssetAmount	int	Change in quote asset position due to the trade.
pnl	int	Profit or loss from the trade.

Insurance Fund

Column	Unit	Description
vaultAmountBefore	int	Total amount deposited into the vault before the event.
insuranceVaultAmountBefore	int	Total amount in the insurance vault before the event.
totalIfSharesBefore	int	Total number of IF shares in circulation before the event.
totalIfSharesAfter	int	Total number of IF shares in circulation after the event.
userIfFactor	int	User's individual IF factor before the event.
totalIfFactor	int	Total IF factor for all users before the event.

Insurance Fund Stake

Column	Unit	Description
action	stakeTransfer
ifSharesBefore	int	Total IF shares in circulation before staking.
userIfSharesBefore	int	User's individual IF share balance before staking.
totalIfSharesBefore	int	Total IF factor for all users before staking.
ifSharesAfter	int	Total IF shares in circulation after staking.
userIfSharesAfter	int	User's individual IF share balance after staking.
totalIfSharesAfter	int	Total IF factor for all users after staking.
insuranceVaultAmountBefore	int	Total amount in the insurance vault before staking.

🟪 v1

Trades

Column	unit	Precision	description	Ext. Link
id	int
programId	publickey		the on-chain program interacted with (AMM* == drift protocol mainnet)
recordId	int		sequential count of all trades that ever occured (ensures proper ordering vs by the second timestamp)
userAuthority	publickey
user	publickey
baseAssetAmount	int	1e13	BASE amt of swap (e.g. SOL-PERP)
quoteAssetAmount	int	1e6	USDC of swap
markPriceBefore	int	1e10
markPriceAfter	int	1e10
fee	int	1e6	fee paid to AMM by user for swap
liquidation	bool		was trade a forced liquidation
direction	Long \| Short		did user go Long (buy) or Short (sell) the Base amt
blockChainTimeStamp	int	seconds(since 1970)	unix on-chain time stamp
serverTimeStamp	int	seconds(since 1970)	exchange history server off-chain time stamp (can be delayed due to outages)
marketIndex	int		market Index in Markets Account that user swapped	markets (opens in a new tab)
oraclePrice	int	1e10	oracle price at time of swap (provided by pyth/switchboard)

Historical Data v2 💌 Referral Link