Glossary/Snapshot
Snapshot
A snapshot is a complete view of the order book (or a depth-truncated view) at a moment in time. Snapshots are used to initialize trading UIs, seed delta replay, and sample books on a fixed grid for research.
How AymarData records it
GET /v1/book returns snapshots. Omit at for the latest; pass ISO-8601 at for historical reconstruction from checkpoints plus deltas. Pair with /v1/book/deltas for continuous paths.